New introduction to multiple time series analysis [electronic resource] /
Helmut Lutkepohl.
- Berlin : New York : Springer, c2005.
Previous edition : Introduction to multiple time series analysis, 1993.
Includes bibliographical references (p. [713]-732) and indexes.
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner.