New Introduction to Multiple Time Series Analysis
When I worked on my Introduction to Multiple Time Series Analysis (L¨utkepohl (1991)), a suitable textbook for this field was not available. Given the great importance these methods have gained in applied econometric work, it is perhaps not surprising in retrospect that the book was quite success...
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| Tác giả chính: | |
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
| Được phát hành: |
Springer
2012
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| Những chủ đề: | |
| Truy cập trực tuyến: | http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30582 |
| Các nhãn: |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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| Tóm tắt: | When I worked on my Introduction to Multiple Time Series Analysis (L¨utkepohl
(1991)), a suitable textbook for this field was not available. Given the
great importance these methods have gained in applied econometric work, it
is perhaps not surprising in retrospect that the book was quite successful.
Now, almost one and a half decades later the field has undergone substantial
development and, therefore, the book does not cover all topics of my own
courses on the subject anymore. Therefore, I started to think about a serious
revision of the book when I moved to the European University Institute in
Florence in 2002. Here in the lovely hills of Toscany I had the time to think
about bigger projects again and decided to prepare a substantial revision of
my previous book. Because the label Second Edition was already used for a
previous reprint of the book, I decided to modify the title and thereby hope
to signal to potential readers that significant changes have been made relative
to my previous multiple time series book. |
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