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 book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a

An accessible guide to the multivariate time series toolsused in numerous real-world applications Multivariate Time Series Analysis: With R and FinancialApplica

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic