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 ...
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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 as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.
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Add this copy of Introduction to Multiple Time Series Analysis to cart. $32.32, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1991 by Springer-Verlag Berlin And Heidelberg Gmbh & Co. K.
Edition:
1991, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1991
Language:
English
Alibris ID:
17039005751
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1100grams, ISBN: 3540531947.
Add this copy of Introduction to Multiple Time Series Analysis to cart. $39.15, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1991 by Springer-Verlag.
Edition:
1991, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1991
Language:
English
Alibris ID:
17671061246
Shipping Options:
Standard Shipping: $4.83
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. No dust jacket. Re-bound by library. Foxing on page edges. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1150grams, ISBN: 3540531947.
Add this copy of Introduction to Multiple Time Series Analysis to cart. $53.63, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 1993 by Springer.
Add this copy of Introduction to Multiple Time Series Analysis to cart. $57.92, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 1993 by Springer.
Add this copy of Introduction to Multiple Time Series Analysis to cart. $58.52, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 1993 by Springer.
Add this copy of Introduction to Multiple Time Series Analysis to cart. $60.65, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1993 by Springer.
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Add this copy of Introduction to Multiple Time Series Analysis to cart. $66.05, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1991 by Springer-Verlag.
Edition:
1991, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Introduction to Multiple Time Series Analysis to cart. $66.47, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1993 by Springer.
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