Multiple Time Series Models
Language: en
Pages: 121
Authors: Patrick T. Brandt
Categories: Mathematics
Type: BOOK - Published: 2007 - Publisher: SAGE

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Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges.
Introduction to Multiple Time Series Analysis
Language: en
Pages: 556
Authors: Helmut Lütkepohl
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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Multivariate Time Series Analysis and Applications
Language: en
Pages: 536
Authors: William W. S. Wei
Categories: Mathematics
Type: BOOK - Published: 2019-03-18 - Publisher: John Wiley & Sons

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An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highl
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
Modeling Financial Time Series with S-PLUS
Language: en
Pages: 632
Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat