New introduction to multiple time series analysis / Helmut Lütkepohl. [electronic resource]
Material type: Computer filePublication details: Berlin, Germany Springer, 2005Notes: Previous edition : Introduction to multiple time series analysis, 1993.Description: 1 online resource : illustrationsISBN:- 3540401725 (E-book)
- QA 280 L84N 2005
Contents:
Finite Order Vector Autoregressive Processes -- Cointegrated Processes -- Structural and Conditional Models --Infinite Order Vector Autoregressive Processes -- Time Series Topics
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | Course reserves | |
---|---|---|---|---|---|---|---|---|---|---|
E-Book | SPU Library, Bangkok (Main Campus) | Electronic Resources | On Display | QA 280 L84N 2005 (Browse shelf(Opens below)) | Available | 3540401725 |
Total holds: 0
Previous edition : Introduction to multiple time series analysis, 1993.
Includes bibliographical references (p. [713]-732) and indexes.
Finite Order Vector Autoregressive Processes -- Cointegrated Processes -- Structural and Conditional Models --Infinite Order Vector Autoregressive Processes -- Time Series Topics
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