Forecasting, Causality and Cointegration Analysis Using Vector Autoregressions
Language: en
Pages:
Authors: Wojciech Charemza
Categories: Economics
Type: BOOK - Published: 1991 - Publisher:

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Cointegration, Causality, and Forecasting
Language: en
Pages: 512
Authors: Halbert White
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: Oxford University Press, USA

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A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or st
Introduction to Multiple Time Series Analysis
Language: en
Pages: 576
Authors: Helmut Lütkepohl
Categories: Business & Economics
Type: BOOK - Published: 1993-08-13 - Publisher: Springer Science & Business Media

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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. Th
New Introduction to Multiple Time Series Analysis
Language: en
Pages: 792
Authors: Helmut Lütkepohl
Categories: Business & Economics
Type: BOOK - Published: 2007-07-26 - Publisher: Springer Science & Business Media

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This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple tim
Introduction to Modern Time Series Analysis
Language: en
Pages: 288
Authors: Gebhard Kirchgässner
Categories: Business & Economics
Type: BOOK - Published: 2008-08-27 - Publisher: Springer Science & Business Media

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This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a