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Book Review: New Introduction to Multiple Time Series Analysis

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  • Òscar Jord�

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  • Òscar Jord�, 2010. "Book Review: New Introduction to Multiple Time Series Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 243-246, April.
    • Handle: RePEc:taf:emetrv:v:29:y:2010:i:2:p:243-246
    DOI: 10.1080/07474930903472868
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    References listed on IDEAS

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    1. Thomas A. Lubik & Frank Schorfheide, 2004. "Testing for Indeterminacy: An Application to U.S. Monetary Policy," American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March.
    2. Lewis, Richard & Reinsel, Gregory C., 1985. "Prediction of multivariate time series by autoregressive model fitting," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 393-411, June.
    3. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April.
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