NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005

By Lutz Kilian. Econometric Theory, 2006

189 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c35d1e17152e5d976587d763e5a72e866ea098c7