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

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  • Kilian, Lutz

Abstract

Vector time series analysis has become a standard tool in macroeconometrics and in empirical finance since the early 1980s. Over the last two decades, Helmut Lütkepohl has published extensively on virtually all topics covered in this book, which puts him in an excellent position for writing an authoritative textbook on this subject.

Suggested Citation

  • Kilian, Lutz, 2006. "NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005," Econometric Theory, Cambridge University Press, vol. 22(5), pages 961-967, October.
    • Handle: RePEc:cup:etheor:v:22:y:2006:i:05:p:961-967_00
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    Cited by:

    1. Magdalena Borys & Roman Horváth & Michal Franta, 2009. "The effects of monetary policy in the Czech Republic: an empirical study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(4), pages 419-443, November.

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