New Introduction to Multiple Time Series Analysis

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 and periodic processes as well as dy...

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Bibliographic Details
Main Author: Lütkepohl, Helmut (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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Call Number: 330.01 BAU
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