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  • Helmut Lütkepohl
    978-3-540-27752-1
    2005
    Edition 1
    • Profound introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting
    • Based on the successful Introduction to Multiple Time Series Analysis by Helmut Lütkepohl, published in 1991/1993
    • Totally revised and with new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models
    • Includes supplementary material: sn.pub/extras

    €419

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