| DC Field | Value | Language |
|---|
| dc.contributor.author | Lütkepohl, Helmut | - |
| dc.date.accessioned | 2021-04-19T04:22:58Z | - |
| dc.date.available | 2021-04-19T04:22:58Z | - |
| dc.date.issued | 2005 | - |
| dc.identifier.isbn | 3-540-40172-5 | - |
| dc.identifier.uri | http://localhost:8080/xmlui/handle/123456789/57 | - |
| dc.description | Although the persons who have contributed to the project in some way or
other are too numerous to be listed here, I wish to express my special grati-
tude to some of them. Because some parts of the old book are still maintained,
it is only fair to mention those who have helped in a special way in the prepa-
ration of that book. They include Theo Dykstra who read and commented
on a large part of the manuscript during his visit in Kiel in the summer of
1990, Hans-Eggert Reimers who read the entire manuscript, suggested many
improvements, and pointed out numerous errors, Wolfgang Schneider who
helped with examples and also commented on parts of the manuscript as well
as Bernd Theilen who prepared the final versions of most figures, and Knut
Haase and Holger Claessen who performed the computations for many of the
examples. I deeply appreciate the help of all these collaborators.
Special thanks for comments on parts of the new book go to Pentti Saikko-
nen for helping with Part II and to Ralf Brüggemann, Helmut Herwartz, and
Martin Wagner for reading Chapters 9, 16, and 18, respectively. Christian
Kascha prepared some of the new figures and my wife Sabine helped with
the preparation of the author index. Of course, I assume full responsibility
for any remaining errors, in particular, as I have keyboarded large parts of
the manuscript myself. A preliminary L A T E X version of parts of the old book
was provided by Springer-Verlag. I thank Martina Bihn for taking charge of
the project on the side of Springer-Verlag. Needless to say, I welcome any
comments by readers. | en_US |
| dc.description.abstract | ̈
When I worked on my Introduction to Multiple Time Series Analysis (Lütke-
pohl (1991)), a suitable textbook for this field was not available. Given the
great importance these methods have gained in applied econometric work, it
is perhaps not surprising in retrospect that the book was quite successful.
Now, almost one and a half decades later the field has undergone substantial
development and, therefore, the book does not cover all topics of my own
courses on the subject anymore. Therefore, I started to think about a serious
revision of the book when I moved to the European University Institute in
Florence in 2002. Here in the lovely hills of Toscany I had the time to think
about bigger projects again and decided to prepare a substantial revision of
my previous book. Because the label Second Edition was already used for a
previous reprint of the book, I decided to modify the title and thereby hope
to signal to potential readers that significant changes have been made relative
to my previous multiple time series book. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Springer | en_US |
| dc.subject | Multiple Time Series Analysis | en_US |
| dc.subject | Economics | en_US |
| dc.title | New Introduction to Multiple Time Series Analysis | en_US |
| dc.type | Book | en_US |
| Appears in Collections: | ARTS & SCIENCE
|
