Lütkepohl, New Introduction to Multiple Time Series Analysis

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

Lütkepohl, New Introduction to Multiple Time Series Analysis

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The attached zip has most of the examples from Helmut Lütkepohl's, New Introduction to Multiple Time Series, 1995, Springer-Verlag. Most of the examples here are for various aspects of VAR analysis. Many of the examples do diagnostics of various types on a VAR with multivariate tests for normality, autocorrelation and stability.
lutkepohl_1.zip
Zip with programs/data
(32.54 KiB) Downloaded 2176 times


Last bumped by TomDoan on Thu Jun 28, 2012 12:52 pm.
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