New Introduction to Multiple Time Series Analysis

Looking to dive deep into the world of multiple time series analysis? Look no further than the new and revised edition of Lütkepohl’s classic 1991 work. This comprehensive book takes you through the main steps of analyzing multiple time series, guiding you through model specification, estimation, model checking, and using the models for economic analysis and forecasting. With new chapters on cointegration analysis and multivariate ARCH models, this book is the essential resource to bridge the gap to the difficult technical literature on the topic.

What sets this book apart is its accessibility. While multiple time series analysis can be complex, Lütkepohl breaks it down into manageable concepts that are easily grasped. Whether you're a graduate student in business or economics or exploring multiple time series courses in statistics or engineering, this book will be your indispensable companion.

Don't miss out on the wealth of knowledge and insights waiting for you in this new edition. Reap the benefits of Lütkepohl’s expertise and take your understanding of multiple time series analysis to new heights. Click here to get your hands on a copy today!