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Paperback Introduction to Multiple Time Series Analysis Book
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ISBN: 3540569405

ISBN13: 9783540569404

Introduction to Multiple Time Series Analysis

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This graduate level textbook deals with analyzing and forecasting multiple time series. The models discussed include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Methods discussed include estimation, specification, and checking the adequacy of these models.

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Format: Paperback

Condition: New

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