Lütkepohl, Helmut (ed.); Krätzig, Markus (ed.) Applied times series econometrics. (English) Zbl 1076.62119 Themes in Modern Econometrics. Cambridge: Cambridge University Press (ISBN 0-521-54787-3/pbk; 0-521-83919-X/hbk). xxv, 323 p. (2004). Reviewer: Herbert S. Buscher (Halle,Saale) MSC: 62P20 62M10 62-01 91B84 62P05 PDFBibTeX XMLCite \textit{H. Lütkepohl} (ed.) and \textit{M. Krätzig} (ed.), Applied times series econometrics. Cambridge: Cambridge University Press (2004; Zbl 1076.62119) Full Text: DOI
Lütkepohl, Helmut Introduction to multiple time series analysis. 2nd ed. (English) Zbl 0835.62075 Berlin: Springer-Verlag. xxi, 545 p. (1993). MSC: 62M10 62M20 62-01 91B84 93E12 PDFBibTeX XMLCite \textit{H. Lütkepohl}, Introduction to multiple time series analysis. 2nd ed. Berlin: Springer-Verlag (1993; Zbl 0835.62075)
Lütkepohl, Helmut Introduction to multiple time series analysis. (English) Zbl 0729.62085 Berlin etc.: Springer-Verlag. xxi, 545 p. with 34 fig. DM 78.00/pbk (1991). Reviewer: P.Stoica (Bucureşti) MSC: 62M10 62M20 62-01 91B84 93E12 PDFBibTeX XMLCite \textit{H. Lütkepohl}, Introduction to multiple time series analysis. Berlin etc.: Springer-Verlag (1991; Zbl 0729.62085)
Lütkepohl, Helmut Linear transformations of vector ARMA processes. (English) Zbl 0555.62072 J. Econom. 26, 283-293 (1984). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{H. Lütkepohl}, J. Econom. 26, 283--293 (1984; Zbl 0555.62072) Full Text: DOI