Summary and Info
This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author’s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developments in the field. The book enables readers to perform their analyses in a competent and up-to-date manner, bridging the gap to the difficult technical literature on the topic.
More About the Author
Helmut Lütkepohl (born 26 July 1951) is a German econometrician specializing in time series analysis. Since January 2012, he is Bundesbank Professor in the field of "Methods of Empirical Economics" at the Free University of Berlin and Dean of the Graduate Center at the German Institute for Economic Research.
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