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9. Introduction to Multiple Time Series Analysis

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  • Terence C. Mills

Abstract

9. Introduction to Multiple Time Series Analysis. By H. Lutkepohl. ISBN 0 387 53194 7. Springer, New York, 1992. 546 pp.

Suggested Citation

  • Terence C. Mills, 1993. "9. Introduction to Multiple Time Series Analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 156(2), pages 325-326, March.
    • Handle: RePEc:bla:jorssa:v:156:y:1993:i:2:p:325-326
    DOI: 10.2307/2982748
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    Cited by:

    1. Toni Stocker, 2007. "On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors," Statistical Papers, Springer, vol. 48(1), pages 81-93, January.
    2. Charles Leung, 2007. "Equilibrium Correlations of Asset Price and Return," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 233-256, February.
    3. Chiuling Lu & Raymond So, 2005. "Return Relationships between Listed Banks and Real Estate Firms: Evidence from Seven Asian Economies," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 189-206, September.

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