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

Lutz Kilian

Econometric Theory, 2006, vol. 22, issue 5, 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 Lütkepohl 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
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:22:y:2006:i:05:p:961-967_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().