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New Introduction to Multiple Time Series Analysis




New Introduction To Multiple Time Series Analysis

Pub Date : 2007-07-26 | Author : Helmut Lütkepohl | Publisher : Springer Science & Business Media

ISBN 10 : 3540262393
ISBN 13 : 9783540262398

This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model spec..



Introduction To Modern Time Series Analysis

Pub Date : 2012-10-08 | Author : Gebhard Kirchgässner | Publisher : Springer Science & Business Media

ISBN 10 : 9783642334368
ISBN 13 : 3642334369

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic appli..


Multivariate Time Series Analysis

Pub Date : 2013-11-11 | Author : Ruey S. Tsay | Publisher : John Wiley & Sons

ISBN 10 : 9781118617755
ISBN 13 : 1118617754

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much ..


Elements Of Multivariate Time Series Analysis

Pub Date : 2003-10-31 | Author : Gregory C. Reinsel | Publisher : Springer Science & Business Media

ISBN 10 : 0387406190
ISBN 13 : 9780387406190

This text concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. It also includes exercise sets and mult..


State Space Modeling Of Time Series

Pub Date : 2013-03-09 | Author : Masanao Aoki | Publisher : Springer Science & Business Media

ISBN 10 : 9783642758836
ISBN 13 : 3642758835

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This se..


Time Series Analysis

Pub Date : 1994-01 | Author : James Douglas Hamilton | Publisher : Taylor & Francis US

ISBN 10 : 0691042896
ISBN 13 : 9780691042893

Difference equations; Lag operators; Stationary ARMA processes; Forecasting; Maximum likelihood estimation; Spectral analysis; Asymptotic distribution theory; Linear regression mod..


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