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Helmut Lutkepohl has written 8 work(s)
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Hardcover:
9783540401728 | 3 edition (Springer Verlag, September 16, 2005), cover price $199.00
Paperback:
9783540262398 | Springer Verlag, June 15, 2006, cover price $69.95 | About this edition: Heavily revised version of author's: Introduction to multiple time series analysis, 1991.
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Hardcover:
9780521839198 | Cambridge Univ Pr, August 31, 2004, cover price $120.00
Paperback:
9780521547871 | Cambridge Univ Pr, August 4, 2004, cover price $54.99
Paperback:
9783825855994 | Lit Verlag, July 31, 2001, cover price $62.95
Hardcover:
9780471966883 | John Wiley & Sons Inc, August 1, 1996, cover price $159.95 | also contains Anna Karenina | About this edition: Matrices are used in many fields such as statistics, econometrics, mathematics, natural sciences and engineering.
Paperback:
9780471970156 | John Wiley & Sons Inc, January 30, 1997, cover price $200.95
Miscellaneous:
9780470859445 | John Wiley & Sons Inc, December 7, 2000, cover price $170.00
Hardcover:
9783790811827 | Physica Verlag, March 1, 1999, cover price $179.00
Paperback:
9783790824605 | Physica Verlag, March 1, 1999, cover price $179.00
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 is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.
Paperback:
9780387569406 | 2 sub edition (Springer Verlag, August 1, 1993), cover price $79.95
9783540569404 | 2 edition (Springer Verlag, August 1, 1993), cover price $109.00 | About this edition: This graduate level textbook deals with analyzing and forecasting multiple time series.
Paperback:
9780471510741 | 2 edition (John Wiley & Sons Inc, June 1, 1989), cover price $62.50 | About this edition: A computer handbook to accompany "Introduction to the Theory and Practice of Econometrics" (Second edition).
Product Description: Is concerned with forecasting aggregated time series variables. Investigates impact of the level of aggregation on the forecast efficiency. Temporal aggregation over several time periods and contemporaneous aggregation over regions, firms, etc...read more
Paperback:
9780387172088 | Springer Verlag, January 1, 1987, cover price $74.95 | About this edition: Is concerned with forecasting aggregated time series variables.
9783540172086 | Springer Verlag, January 1, 1987, cover price $119.00
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