Browsing School of Pure & Applied Sciences by Author "Lütkepohl, Helmut"
Now showing items 1-1 of 1
-
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut (Springer, 2005)When I worked on my Introduction to Multiple Time Series Analysis (Lu¨tkepohl (1991)), a suitable textbook for this field was not available. Given the great importance these methods have gained in applied econometric ...