New Introduction to Multiple Time Series Analysis.pdf

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New Introduction to Multiple
Time Series Analysis
Helmut Lütkepohl
New Introduction
to Multiple
Time Series Analysis
With 49 Figures
and 36 Tables
123
Professor Dr. Helmut Lütkepohl
Department of Economics
European University Institute
Villa San Paolo
Via della Piazzola 43
50133 Firenze
Italy
E-mail: helmut.luetkepohl@iue.it
Cataloging-in-Publication Data
Library of Congress Control Number: 2005927322
ISBN 3-540-40172-5 Springer Berlin Heidelberg New York
This work is subject to copyright. All rights are reserved, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of
illustrations, recitation, broadcasting, reproduction on microfilm or in any other way,
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only under the provisions of the German Copyright Law of September 9, 1965, in its
current version, and permission for use must always be obtained from Springer-Verlag.
Violations are liable for prosecution under the German Copyright Law.
Springer is a part of Springer Science+Business Media
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© Springer-Verlag Berlin Heidelberg 2005
Printed in Germany
The use of general descriptive names, registered names, trademarks, etc. in this publi-
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use.
Cover design: Erich Kirchner
Production: Helmut Petri
Printing: Strauss Offsetdruck
SPIN 10932797
Printed on acid-free paper – 43/3153 – 5 4 3 2 1 0
To Sabine

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