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~subject:"VAR model"
~type_genre:"Bibliography included"
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2008
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2. ed.
Persistent link: https://www.econbiz.de/10003679356
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2
New introduction to multiple time series analysis
Lütkepohl, Helmut
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2006
Persistent link: https://www.econbiz.de/10001768634
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3
Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2006
Persistent link: https://www.econbiz.de/10003028229
Saved in:
4
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
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