Copied New Introduction to Multiple Time Series Analysis
New Introduction to Multiple Time Series Analysis
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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$109.00 | $109.00 |
|
$109.00 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Untersuchung von Sinterstoffen auf Eisen- und Zinnbronze-Basis mit hoher Verschleifestigkeit
$69.99
Recent Advances in Computer Science and Information Engineering
$219.99
RNA Interference from Biology to Therapeutics
$249.99
Psychotherapy, Mindfulness and Buddhist Meditation
$89.00
Sounds of Our Times
$159.99
Hedgefonds
$69.99
Problems of Astronomical Spectroscopy
$54.99
Laurence Sterne and the Argument about Design
$109.99
Inorganic and Metallic Nanotubular Materials
$169.00
Handbook of Accessible Achievement Tests for All Students
$39.99
Quantum Brownian Motion Revisited
$54.99
Zur Genesis des brgerlichen Kunstideals
$89.99
Sustainable Fashion
$129.00
Taking Up Space (Hardcover)
$13.49
Biogeography of Mycorrhizal Symbiosis
$299.99
You Are (Not)
$3.71
Gewinnungsarbeiten, Wasserhaltung
$59.99
Supervising Student Teachers
$49.99
Gubernatorial Stability in Iowa: A Stranglehold on Power
$39.99
Psychiatrie und Psychotherapie
$129.99
Multisensory Object Perception in the Primate Brain
$219.99
Endotoxin Induced-Shock: a Multidisciplinary Approach in Critical Care
$159.99
Liberal Democracy and Peace in South Africa
$54.99
New Space Markets
$169.00
Social Semantics
$54.99
Anleitung fr die polizeilichen Revisionen der Metzgerte vom 22. Juli 1925
$59.99
Risk Based Technologies
$109.99
Monetary Integration in Europe
$84.99
Pro Cryptography and Cryptanalysis with C++20
$39.99
BioMedical Visualization
$34.99
Diagramme Einflulinien und Momente fr Durchlauftrger und Rahmen
$59.99
Behavioral Aspects of Neuroendocrinology
$84.99
The Asian Insider
$54.99
Medical Wisdom and Doctoring
$79.99
Risk and Trading on London's Alternative Investment Market
$54.99
Noncompaction Cardiomyopathy
$99.99
Projektmanagement
$84.99
The Cuban Missile Crisis
$169.99
Foundations of Atmospheric Remote Sensing
$84.99
Studien zur Verdichtung feuerfester Massen auf Rttelpressen
$79.99
