000			03089nam a22005175i 4500
001			978-3-662-02691-5
003			DE-He213
005			20220801140047.0
007			cr nn 008mamaa
008			130409s1991 gw | s |||| 0|eng d
020			_a9783662026915 _9978-3-662-02691-5
024	7		_a10.1007/978-3-662-02691-5 _2doi
050		4	_aHB139-141
072		7	_aKCA _2bicssc
072		7	_aBUS069030 _2bisacsh
072		7	_aKCA _2thema
082	0	4	_a330.9 _223
100	1		_aLütkepohl, Helmut. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut _931786
245	1	0	_aIntroduction to Multiple Time Series Analysis _h[electronic resource] / _cby Helmut Lütkepohl.
250			_a1st ed. 1991.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1991.
300			_aXXI, 546 p. 2 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_a1. 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.
650		0	_aEconometrics. _920971
650		0	_aStatistics . _931616
650		0	_aEngineering mathematics. _93254
650		0	_aEngineering—Data processing. _931556
650	1	4	_aQuantitative Economics. _931722
650	2	4	_aStatistics. _914134
650	2	4	_aMathematical and Computational Engineering Applications. _931559
710	2		_aSpringerLink (Online service) _931787
773	0		_tSpringer Nature eBook
776	0	8	_iPrinted edition: _z9783540531944
776	0	8	_iPrinted edition: _z9783662026922
856	4	0	_uhttps://doi.org/10.1007/978-3-662-02691-5
912			_aZDB-2-SBE
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912			_aZDB-2-BAE
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999			_c75133 _d75133