Atgal
Knygos internetu pigiau
0 Krepšelis
0 Mėgstami
0Krepšelis
  1. Pirmas
  2. Knygos anglų kalba
  3. New Introduction to Multiple Time Series Analysis

New Introduction to Multiple Time Series Analysis

(0) Rašyti atsiliepimą
New Introduction to Multiple Time Series Analysis
Pridėti prie pamėgtų
Šiuo metu neparduodama

Formatai:

Knyga minkštu viršeliu 0,00 €

Knygos aprašymas

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book 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. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.

Informacija

Autorius: Helmut Lütkepohl
Leidėjas: Springer
Išleidimo metai: 2006
Knygos puslapių skaičius: 785
ISBN-13: 9783540262398
Formatas: 6.1 x 1.78 x 9.25 inches. Knyga minkštu viršeliu
Kalba: Anglų

Pirkėjų atsiliepimai

Parašykite atsiliepimą apie „New Introduction to Multiple Time Series Analysis“
Būtina įvertinti prekę

Goodreads reviews for „New Introduction to Multiple Time Series Analysis“