Lütkepohl, Helmut New introduction to multiple time series analysis. Corrected 2nd printing. (English) Zbl 1141.62071 Berlin: Springer (ISBN 3-540-26239-3/pbk). xxi, 764 p. (2006). See the review of the original edition from 2005 [Zbl 1072.62075]. Cited in 1 ReviewCited in 46 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics 62M20 Inference from stochastic processes and prediction 91B84 Economic time series analysis Citations:Zbl 1072.62075 PDFBibTeX XMLCite \textit{H. Lütkepohl}, New introduction to multiple time series analysis. Corrected 2nd printing. Berlin: Springer (2006; Zbl 1141.62071)