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: Luetkepohl, H.
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Springer 2012
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Truy cập trực tuyến:http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30582
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spelling oai:scholar.dlu.edu.vn:DLU123456789-305822012-04-30T22:37:29Z New Introduction to Multiple Time Series Analysis Luetkepohl, H. Econometrics 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. 2012-04-27T08:41:57Z 2012-04-27T08:41:57Z 2005 Book 3540401725 http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30582 en application/pdf Springer
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language English
topic Econometrics
spellingShingle Econometrics
Luetkepohl, H.
New Introduction to Multiple Time Series Analysis
description 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.
format Book
author Luetkepohl, H.
author_facet Luetkepohl, H.
author_sort Luetkepohl, H.
title New Introduction to Multiple Time Series Analysis
title_short New Introduction to Multiple Time Series Analysis
title_full New Introduction to Multiple Time Series Analysis
title_fullStr New Introduction to Multiple Time Series Analysis
title_full_unstemmed New Introduction to Multiple Time Series Analysis
title_sort new introduction to multiple time series analysis
publisher Springer
publishDate 2012
url http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30582
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