↓ Skip to main content
What is this page? Embed badge

New Introduction to Multiple Time Series Analysis

Overview of attention for book
Cover of 'New Introduction to Multiple Time Series Analysis'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
  3. Altmetric Badge
    Chapter 2 Stable Vector Autoregressive Processes
  4. Altmetric Badge
    Chapter 3 Estimation of Vector Autoregressive Processes
  5. Altmetric Badge
    Chapter 4 VAR Order Selection and Checking the Model Adequacy
  6. Altmetric Badge
    Chapter 5 VAR Processes with Parameter Constraints
  7. Altmetric Badge
    Chapter 6 Vector Error Correction Models
  8. Altmetric Badge
    Chapter 7 Estimation of Vector Error Correction Models
  9. Altmetric Badge
    Chapter 8 Specification of VECMs
  10. Altmetric Badge
    Chapter 9 Structural VARs and VECMs
  11. Altmetric Badge
    Chapter 10 Systems of Dynamic Simultaneous Equations
  12. Altmetric Badge
    Chapter 11 Vector Autoregressive Moving Average Processes
  13. Altmetric Badge
    Chapter 12 Estimation of VARMA Models
  14. Altmetric Badge
    Chapter 13 Specification and Checking the Adequacy of VARMA Models
  15. Altmetric Badge
    Chapter 14 Cointegrated VARMA Processes
  16. Altmetric Badge
    Chapter 15 Fitting Finite Order VAR Models to Infinite Order Processes
  17. Altmetric Badge
    Chapter 16 Multivariate ARCH and GARCH Models
  18. Altmetric Badge
    Chapter 17 Periodic VAR Processes and Intervention Models
  19. Altmetric Badge
    Chapter 18 State Space Models
Attention for Chapter 9: Structural VARs and VECMs
Altmetric Badge

Citations

dimensions_citation
2873 Dimensions

Readers on

mendeley
18 Mendeley
Summary Dimensions citations
So far, Dimensions has found 2,873 publications that cite this research output.

2,873

The most recent citing publications are shown below. View all 2,873 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.