New Introduction to Multiple Time Series Analysis

Editora:

Springer Nature

Código:

491_9783540262398

Vendido e entregue por Um Livro

De: R$ 0,00Por: R$ 1.260,19ou 3X de R$ 420,06

Comprar

Sinopse
Características

This is the new and totally revised edition of Lütkepohls classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.

Veja mais

Calcule o valor do frete e prazo de entrega para a sua região