Forecasting Aggregated Vector Arma Processes

By Helmut Lutkepohl

This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated da...

Learning Econometrics Using GAUSS

By William Griffith, R. Carter Hill, George G. Judge, Tsoung Chao Lee, Helmut Lutkepohl

Introduction to the Theory and Practice of Econometrics 2nd Edition

By William E. Griffiths, R. Carter Hill, George G. Judge, Tsoung Chao Lee, Helmut Lutkepohl

Handbook of Matrices

By Helmut Lutkepohl

Matrices are used in many areas such as staustics, econometrics, mathematics, natural sciences and engineering. This handbook provides a collection of numerous results for easy reference in one sou...

Applied Time Series Econometrics

By

Forecasting Aggregated Vector ARMA Processes

By Helmut Lutkepohl

New Introduction to Multiple Time Series Analysis

By Helmut Lutkepohl

Introduction to multiple time series analysis

By Helmut Lutkepohl

Introduction to Multiple Time Series Analysis

By Helmut Lutkepohl

This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressiv...

New Introduction to Multiple Time Series Analysis

By Helmut Lutkepohl

Heavily revised version of author's: Introduction to multiple time series analysis, 1991.