| Description |
xxii, 764 pages : illustrations ; 24 cm |
| Contents |
Finite order vector autoregressive processes -- Cointegrated processes -- Structural and conditional models -- Infinite order vector autoregressive processes -- Time series topics |
| Summary |
Heavily revised version of author's: Introduction to multiple time series analysis, 1991 |
| Notes |
Introduction |
|
Textbook |
| Bibliography |
Includes bibliographical references ([713]-732 pages) and indices |
| Subject |
Time-series analysis -- Textbooks.
|
| Genre/Form |
Textbooks.
|
| ISBN |
3540262393 (paperback) |
|
9783540262398 (paperback) |
|
