Forecasting aggregated vector ARMA processes /
Lutkepohl, Helmut.
Forecasting aggregated vector ARMA processes / Helmut Lutkepohl. - Berlin ; New York : Springer-Verlag, c1987. - x, 323 p. : ill. ; 25 cm. - Lecture notes in economics and mathematical systems 284 .
Bibliography: p. [316]-323.
0387172084 (U.S. : pbk.) : 3540172084
Time-series analysis.
Econometrics.
Economic forecasting--Statistical methods
Forecasting aggregated vector ARMA processes / Helmut Lutkepohl. - Berlin ; New York : Springer-Verlag, c1987. - x, 323 p. : ill. ; 25 cm. - Lecture notes in economics and mathematical systems 284 .
Bibliography: p. [316]-323.
0387172084 (U.S. : pbk.) : 3540172084
Time-series analysis.
Econometrics.
Economic forecasting--Statistical methods