Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic

Many analyses of time series data involve multiple, related variables. Multiple Time Series Models presents many specification choices and special challenges. T

Aimed at econometricians who have completed at least one course in time series modeling, this comprehensive book will teach you the time series analytical possi

In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in