This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple tim
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. Th
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Appli
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a