Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
New Introduction to Multiple Time Series Analysis, Hardback Book

New Introduction to Multiple Time Series Analysis Hardback

Hardback

Out of stock

Description

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series.

The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models.

Least squares, maximum likelihood and Bayesian methods are considered for estimating these models.

Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced.

Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis.

The 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 it.

Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks.

It bridges the gap to the difficult technical literature on the topic.

Information

Other Formats

Save 3%

£179.99

£173.65

Out of stock
Add to Basket
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information