Introduction To Multiple Time Series Analysis
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Introduction to Multiple Time Series Analysis
Author | : Helmut Lütkepohl |
Publisher | : Springer Science & Business Media |
Total Pages | : 556 |
Release | : 2013-04-17 |
Genre | : Business & Economics |
ISBN | : 3662026910 |
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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.