This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models.
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Date of Publication
Economics: Professional & General
Place of Publication
Country of Publication
Springer-Verlag Berlin and Heidelberg GmbH & Co. K