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. Modeling Multiple Time Series presents many specification choices and special challenges.

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

A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoreti

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares student