New Introduction to Multiple Time Series Analysis Universidad Panamericana Guadalajara ISBN: 9781308842868

ISBN: 9781308842868

Año: 2010 Edición: 19 Formato:

Gambke & Strickland III Formato: Libro de Texto Digital

9781456214920

New Introduction to Multiple Time Series Analysis Universidad Panamericana Guadalajara ISBN: 9781308842868This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models.