NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005

B-Tier
Journal: Econometric Theory
Year: 2006
Volume: 22
Issue: 5
Pages: 961-967

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Vector time series analysis has become a standard tool in macroeconometrics and in empirical finance since the early 1980s. Over the last two decades, Helmut Lütkepohl has published extensively on virtually all topics covered in this book, which puts him in an excellent position for writing an authoritative textbook on this subject.

Technical Details

RePEc Handle
repec:cup:etheor:v:22:y:2006:i:05:p:961-967_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25