NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005

Lutz Kilian ()

Econometric Theory, 2006, vol. 22, issue 05, pages 961-967

Abstract: Vector time series analysis has become a standard tool in macroeconometrics and in empirical finance since the early 1980s. Over the last two decades, Helmut L tkepohl has published extensively on virtually all topics covered in this book, which puts him in an excellent position for writing an authoritative textbook on this subject.

Date: 2006

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