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<section name="raw"> <SEQUENTIAL> <record key="001" att1="001" value="LIB908036206" att2="LIB908036206">001 LIB908036206</record> <field key="037" subkey="x">englisch</field> <field key="050" subkey="x">Buch</field> <field key="076" subkey="">Formalwissenschaft</field> <field key="100" subkey="">Lütkepohl, Helmut</field> <field key="103" subkey="">Institute of Statistics and Econometrics, Department of Economics, Humboldt-University of Berlin</field> <field key="331" subkey="">Introduction to Multiple Time Series Analysis</field> <field key="403" subkey="">2. Ed.</field> <field key="410" subkey="">Berlin, Heidelberg, New York</field> <field key="412" subkey="">Springer-Verlag</field> <field key="425" subkey="">1993</field> <field key="433" subkey="">XXI, 545 pp., 34 Figures</field> <field key="517" subkey="c">from the Table of Contents: Introduction; Stable Vector Autoregressive Processes; Estimation of Vector Autoregressive Processes;</field> <field key="VAR" subkey="">Order Selection and Checking the Model Adequacy; VAR Processes with Parameter Constraints; Vector Autoregressive Moving</field> <field key="Ave" subkey="r">age Processes; Estimation of VARMA Models; Specification and Checking the Adequacy of VARMA Models; Fitting Finite Order VAR</field> <field key="Mod" subkey="e">ls to Infinite Order Processes; Systems of Dynamic Simultaneous Equations; Nonstationary Systems with Integrated and</field> <field key="Coi" subkey="n">tegrated Variables; Periodic VAR Processes and Intervention Models; State Space Models; Appendix A. Vectors and Matrices;</field> <field key="App" subkey="e">ndix B. Multivariate Normal and Related Distributions; Appendix C. Convergence of Sequences of Random Variables and</field> <field key="Asy" subkey="m">ptotic Distributions; Appendix D. Evaluating Properties of Estimators and Test Statistics by Simulation and Resampling</field> <field key="Tec" subkey="h">niques; Appendix E. Data Used for Examples and Exercises;</field> <field key="540" subkey="">3-540-56940-5</field> <field key="544" subkey="">14078-A</field> <field key="700" subkey="b">519</field> <field key="700" subkey="b">Probabilities and applied mathematics</field> <field key="710" subkey="">Time-series analysis</field> </SEQUENTIAL> </section> Servertime: 1.457 sec | Clienttime:
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