Forecasting aggregated vector ARMA processes/

Lutkepohl, Helmut.

Forecasting aggregated vector ARMA processes/ Helmut Lütkepohl. - 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.) : DM55.00 (West Germany)

86031599


Time-series analysis-
Econometrics
Economic forecasting---Statistical methods.

519.5/5
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