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NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005

Published online by Cambridge University Press:  30 August 2006

Lutz Kilian
Lutz Kilian
Affiliation:
University of Michigan
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Extract

Vector time series analysis has become a standard tool in macroeconometrics and in empirical finance since the early 1980s. Over the last two decades, Helmut Lütkepohl has published extensively on virtually all topics covered in this book, which puts him in an excellent position for writing an authoritative textbook on this subject.

Type
BOOK REVIEWS
Information
Econometric Theory , Volume 22 , Issue 5 , October 2006 , pp. 961 - 967
Copyright
© 2006 Cambridge University Press

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References

REFERENCES

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