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scientific article; zbMATH DE number 2199188
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scientific article; zbMATH DE number 2199188

    Statements

    publication date
    25 August 2005
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    zbMATH Keywords
    multiple time series
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    vector autoregressive processes
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    VAR
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    cointegration
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    multivariate ARCH models
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    state space models
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    author
    Helmut Lütkepohl
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    describes a project that uses
    JMulTi
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    Matlab
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62-01
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    62M20
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    91B84
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    zbMATH DE Number
    2199188
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