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Introduction to Multiple Time Series Analysis

  • Helmut Lütkepohl

Table of contents

  1. Front Matter
    Pages I-XXI
  2. Introduction

    1. Helmut Lütkepohl
      Pages 1-6
  3. Finite Order Vector Autoregressive Processes

    1. Front Matter
      Pages 7-7
    2. Helmut Lütkepohl
      Pages 9-61
    3. Helmut Lütkepohl
      Pages 62-117
    4. Helmut Lütkepohl
      Pages 118-166
    5. Helmut Lütkepohl
      Pages 167-214
  4. Infinite Order Vector Autoregressive Processes

    1. Front Matter
      Pages 215-215
    2. Helmut Lütkepohl
      Pages 217-240
    3. Helmut Lütkepohl
      Pages 241-283
  5. Systems with Exogenous Variables and Nonstationary Processes

    1. Front Matter
      Pages 321-321
    2. Helmut Lütkepohl
      Pages 323-345
    3. Helmut Lütkepohl
      Pages 391-414
    4. Helmut Lütkepohl
      Pages 415-445
  6. Back Matter
    Pages 449-546

About this book

Keywords

Resampling Zeitreihenanalyse average calculus econometrics estimator forecasting model modeling permutation tests random variable simulation statistics time series time series analysis

Authors and affiliations

  • Helmut Lütkepohl
    • 1
  1. 1.Institute of Statistics and EconometricsUniversity of KielKielGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-02691-5
  • Copyright Information Springer-Verlag Berlin Heidelberg 1991
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-53194-4
  • Online ISBN 978-3-662-02691-5
  • Buy this book on publisher's site