Biblioteca Dr. Antonio Monteiro · Catálogo | |
LDR | ·····pam##22·····#a#4500 |
001 | 006089 |
005 | 20130404144907.0 |
008 | 930630s1993####gw#a#####b####001#0#eng## |
245 | 10 | $a Introduction to multiple time series analysis / $c Helmut Lütkepohl. |
250 | ## | $a 2nd ed. |
260 | ## | $a Berlin ; $a New York : $b Springer-Verlag, $c c1993. |
300 | ## | $a xxi, 545 p. : $b il. ; $c 25 cm. |
504 | ## | $a Incluye referencias bibliográficas (p. [509]-517) e índices. |
505 | 0# | $a Introduction -- Stable Vector Autoregressive Processes -- Estimation of Vector Autoregressive Processes -- VAR Order Selection and Checking the Model Adequacy -- VAR Processes with Parameter Constraints -- Vector Autoregressive Moving Average Processes -- Estimation of VARMA Models -- Specification and Checking the Adequacy of VARMA Models -- Fitting Finite Order VAR Models to Infinite Order Processes -- Systems of Dynamic Simultaneous Equations -- Nonstationary Systems with Integrated and Cointegrated Variables -- Periodic VAR Processes and Intervention Models -- State Space Models. |
510 | 4# | $a MR, $c 94g:62173 |
020 | ## | $a 3540569405 (Berlin) |
020 | ## | $a 0387569405 (New York) |
100 | 1# | $a Lütkepohl, Helmut. |
650 | #0 | $a Time-series analysis. |
084 | ## | $a 62M10 $2 msc2000 |
010 | ## | $a ###93028356# |
040 | ## | $a DLC $c DLC $d DLC |
856 | 42 | $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0815/93028356-d.html |
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