Mendeley出力
＜図書＞
New introduction to multiple time series analysis
| 責任表示 | Helmut Lütkepohl |
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| データ種別 | 図書 |
| 出版情報 | Berlin : Springer , c2005 |
| 本文言語 | 英語 |
| 大きさ | xxi, 764 p. : ill. ; 24 cm |
| 概要 | This is the new and totally revised edition of Lutkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation,...model checking, and for using the models for economic analysis and forecasting. This is the new and totally revised edition of L tkepohl 's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6946828 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: Berlin | 中央図 自動書庫 | 417.6/L 97/20050448 | 2005 |
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017212005004486 |
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: Berlin | 理系図1F 開架 | 417.6/L 97 | 2005 |
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003212008001171 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [713]-732) and indexes |
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| 著者標目 | *Lütkepohl, Helmut |
| 件 名 | LCSH:Time-series analysis |
| 分 類 | LCC:QA280 DC20:519.5/5 |
| 書誌ID | 1001287047 |
| ISBN | 9783540401728 |
| NCID | BA73562967 |
| 巻冊次 | : Berlin ; ISBN:9783540401728 ; XISBN:3540569405 ; XISBN:3540401725 : pbk ; ISBN:3540262393 ; XISBN:9783540262398 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |