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.
- Limba : Engleza
- Data Publicarii : 10 Feb 2006
- Editie : 1st ed. 2006. Corr. 2nd printing 2007
- Format : Paperback
- Numar pagini : 764
- ISBN : 9783540262398