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New introduction to multiple time series analysis. Corrected 2nd printing. (English) Zbl 1141.62071
Berlin: Springer (ISBN 3-540-26239-3/pbk). xxi, 764 p. (2006).
See the review of the original edition from 2005 [Zbl 1072.62075].

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62M20 Inference from stochastic processes and prediction
91B84 Economic time series analysis
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