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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Hlavní autor: Luetkepohl, H.
Médium: Kniha
Jazyk:English
Vydáno: Springer 2012
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On-line přístup:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30582
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