Lutkepohl, Helmut
Libros de: Lutkepohl, Helmut
Mostrando 4 libros encontrados. (1 páginas).
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Structural Vector Autoregressive Analysis
Kilian, Lutz Lutkepohl, Helmut
Cambridge University Press (2017)
- EAN: 9781316647332
- Páginas: 754
- Fecha de edición: 2017
pvp.77,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also ... -
New Introduction To Multiple Time Series Analysis
Lutkepohl, Helmut
Springer Verlag (2006)
- EAN: 9783540262398
- Páginas: 886
- Fecha de edición: 2006
pvp.148,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH ...
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New Introduction To Multiple Time Series Analysis.
Lutkepohl, Helmut
Springer (2005)
- EAN: 9783540401728
- Páginas: 764
- Fecha de edición: 2005
pvp.187,20 €
Sin Stock. Posibilidad entre 11 y 20 dias
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH ...
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Applied Time Series Econometrics
Lutkepohl, Helmut
Cambridge University Press (2004)
- EAN: 9780521547871
- Páginas: 350
- Fecha de edición: 2004
pvp.44,65 €
Sin Stock. Posibilidad entre 11 y 20 dias
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use ...