[下载]多元时序列分析精典著作

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2005年springer出版的多元时间序列分析大牛Lutkepohl的作品“New introduction to multiple time series analysis”.

Front Matter

Introduction

Part I Finite Order Vector Autoregressive Processes

1 Stable Vector Autoregressive Processes

2 Estimation of Vector Autoregressive Processes

3 VAR Order Selection and Checking the Model Adequacy

4 VAR Processes with Parameter Constraints

Part II Cointegrated Processes

1 Vector Error Correction Models

2 Estimation of Vector Error Correction Models

3 Specification of VECMs

Part III Structural and Conditional Models

1 Structural VARs and VECMs

2 Systems of Dynamic Simultaneous Equations

Part IV Infinite Order Vector Autoregressive Processes

1 Vector Autoregressive Moving Average Processes

2 Estimation of VARMA Models

3 Specification and Checking the Adequacy of VARMA Models

4 Cointegrated VARMA Processes

5 Fitting Finite Order VAR Models to Infinite Order Processes

Part V Time Series Topics

1 Multivariate ARCH and GARCH Models

2 Periodic VAR Processes and Intervention Models

3 State Space Models

Back Matter

113646.rar (3.14 MB, 需要: 10 个论坛币)

2007-5-5 12:56:00 上传

[下载]New introduction to multiple time series analysis
需要: 10 个论坛币  [购买]

113647.rar (3.48 MB, 需要: 10 个论坛币)

2007-5-5 12:56:00 上传

[下载]New introduction to multiple time series analysis
需要: 10 个论坛币  [购买]

[此贴子已经被作者于2007-5-5 13:01:26编辑过]

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关键词：introduction cointegrated GARCH Models SIMULTANEOUS Multivariate 下载 序列 著作 精典

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2005年springer出版的多元时间序列分析大牛Lutkepohl的作品“New introduction to multiple time series analysis”.

Front Matter

Introduction

Part I Finite Order Vector Autoregressive Processes

1 Stable Vector Autoregressive Processes

2 Estimation of Vector Autoregressive Processes

3 VAR Order Selection and Checking the Model Adequacy

4 VAR Processes with Parameter Constraints

Part II Cointegrated Processes

1 Vector Error Correction Models

2 Estimation of Vector Error Correction Models

3 Specification of VECMs

Part III Structural and Conditional Models

1 Structural VARs and VECMs

2 Systems of Dynamic Simultaneous Equations

Part IV Infinite Order Vector Autoregressive Processes

1 Vector Autoregressive Moving Average Processes

2 Estimation of VARMA Models

3 Specification and Checking the Adequacy of VARMA Models

4 Cointegrated VARMA Processes

5 Fitting Finite Order VAR Models to Infinite Order Processes

Part V Time Series Topics

1 Multivariate ARCH and GARCH Models

2 Periodic VAR Processes and Intervention Models

3 State Space Models

Back Matter

你指得太过了什么意思？

是PDF文件吗？

是pdf文件，非常清楚！确实是一本不可多得的时间序列分析的好书！谢谢楼主！

以下是引用hebinjlu在2007-5-5 12:57:00的发言：

已经发过了 [em01]

https://bbs.pinggu.org/thread-146219-1-1.html

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