New Introduction to Multiple Time Series Analysis @ richardeward.com

New Introduction to Multiple Time Series Analysis
by Helmut Lütkepohl
from Springer

Features:

• Kindle Book

Customer Reviews:

• Avg. Customer Rating: 4.5 / 5.0

• standard reference on VARS
  If you are looking for a book on VARs and cointegration, this is it.
  Very clearly written, and with numerical applications of every new concept (so that you can check the accuracy of your codes ...)
  Its a significantly improved version of the last edition.
  Highly recommended.
  

• Welcomed Surprise
  This book provides a fairly elementary view of the vast subject of time series analysis. It easy to read and the author provides lots of basic calculations. Typically, such books stay away from the cutting edge topics but not this one. It is quite complete. I highly recommend it to anyone that knows a few basic things about time series and wants to take it much further.

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