Introduction to Multiple Time Series Analysis

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Last edited by ImportBot
November 22, 2023 | History

Introduction to Multiple Time Series Analysis

  • 4.00 ·
  • 1 Rating
  • 0 Want to read
  • 0 Currently reading
  • 1 Have read

This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book 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 this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.
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Edition Availability
Cover of: Introduction to Multiple Time Series Analysis
Introduction to Multiple Time Series Analysis
2013, Springer London, Limited
in English
Cover of: Introduction to Multiple Time Series Analysis
Cover of: Introduction to Multiple Time Series Analysis
Introduction to Multiple Time Series Analysis
Aug 01, 1993, Springer Nature, Brand: Springer-Verlag
paperback
Cover of: Introduction to Multiple Time Series Analysis
Introduction to Multiple Time Series Analysis
1993, Springer-Verlag
Paperback in English - 2nd ed.
Cover of: Introduction to multiple time series analysis
Introduction to multiple time series analysis
1991, Springer-Verlag
in English

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Book Details


The Physical Object

Format
paperback

ID Numbers

Open Library
OL28279238M
ISBN 10
0387569405
ISBN 13
9780387569406

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
November 22, 2023 Edited by ImportBot import existing book
August 1, 2023 Edited by AgentSapphire Merge works
June 21, 2020 Created by ImportBot Imported from amazon.com record