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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Bibliographic Details
Main Author: Luetkepohl, H.
Format: Book
Language:English
Published: Springer 2012
Subjects:
Online Access:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30582
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Institutions: Thư viện Trường Đại học Đà Lạt