New Introduction to Multiple Time Series Analysis
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18

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Published By Springer Berlin Heidelberg

9783540401728, 9783540277521

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Structural VARs and VECMs

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_9 ◽

2005 ◽

pp. 357-386

Author(s):

Helmut Lütkepohl

Keyword(s):

Structural Vars

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Vector Error Correction Models

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_6 ◽

2005 ◽

pp. 237-267 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

Error Correction ◽

Error Correction Models ◽

Vector Error Correction ◽

Vector Error ◽

Vector Error Correction Models

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Multivariate ARCH and GARCH Models

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_16 ◽

2005 ◽

pp. 557-584 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

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State Space Models

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_18 ◽

2005 ◽

pp. 611-642

Author(s):

Helmut Lütkepohl

Keyword(s):

State Space ◽

State Space Models

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Estimation of Vector Error Correction Models

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_7 ◽

2005 ◽

pp. 269-324 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

Error Correction ◽

Error Correction Models ◽

Vector Error Correction ◽

Vector Error ◽

Vector Error Correction Models

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VAR Order Selection and Checking the Model Adequacy

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_4 ◽

2005 ◽

pp. 135-192 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

Order Selection ◽

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Fitting Finite Order VAR Models to Infinite Order Processes

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_15 ◽

2005 ◽

pp. 531-553

Author(s):

Helmut Lütkepohl

Keyword(s):

Finite Order ◽

Infinite Order ◽

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Specification and Checking the Adequacy of VARMA Models

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_13 ◽

2005 ◽

pp. 493-514

Author(s):

Helmut Lütkepohl

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Estimation of Vector Autoregressive Processes

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_3 ◽

2005 ◽

pp. 69-133 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

Autoregressive Processes ◽

Vector Autoregressive ◽

Vector Autoregressive Processes

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Stable Vector Autoregressive Processes

New Introduction to Multiple Time Series Analysis ◽

10.1007/978-3-540-27752-1_2 ◽

2005 ◽

pp. 13-68 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

Autoregressive Processes ◽

Vector Autoregressive ◽

Vector Autoregressive Processes

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