Introduction to Multiple Time Series Analysis (Record no. 75133)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03089nam a22005175i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-662-02691-5 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220801140047.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130409s1991 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783662026915 |
| -- | 978-3-662-02691-5 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 330.9 |
| 100 1# - AUTHOR NAME | |
| Author | Lütkepohl, Helmut. |
| 245 10 - TITLE STATEMENT | |
| Title | Introduction to Multiple Time Series Analysis |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 1991. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XXI, 546 p. 2 illus. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 1. Introduction -- I. Finite Order Vector Autoregressive Processes -- 2. Stable Vector Autoregressive Processes -- 3. Estimation of Vector Autoregressive Processes -- 4. VAR Order Selection and Checking the Model Adequacy -- 5. VAR Processes with Parameter Constraints -- II. Infinite Order Vector Autoregressive Processes -- 6. Vector Autoregressive Moving Average Processes -- 7. Estimation of VARMA Models -- 8. Specification and Checking the Adequacy of VARMA Models -- 9. Fitting Finite Order VAR Models to Infinite Order Processes -- III. Systems with Exogenous Variables and Nonstationary Processes -- 10. Systems of Dynamic Simultaneous Equations -- 11. Nonstationary Systems with Integrated and Cointegrated Variables -- 12. Periodic VAR Processes and Intervention Models -- 13. State Space Models -- Appendices -- Appendix A. Vectors and Matrices -- Appendix B. Multivariate Normal and Related Distributions -- Appendix C. Convergence of Sequences of Random Variables and Asymptotic Distributions -- Appendix D. Evaluating Properties of Estimators and Test Statistics by Simulation and Resampling Techniques -- Appendix E. Data Used for Examples and Exercises -- References -- List of Propositions and Definitions -- Index of Notation -- Author Index. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-662-02691-5 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| -- | 1991. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics . |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering—Data processing. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical and Computational Engineering Applications. |
| 912 ## - | |
| -- | ZDB-2-SBE |
| 912 ## - | |
| -- | ZDB-2-SXEF |
| 912 ## - | |
| -- | ZDB-2-BAE |
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