这也太贵了。国外应该是有免费的。
Lütkepohl, H. (2005), New Introduction to Multiple Time Series Analysis, New York: Springer.
Since this book is available online in pdf-format from mirlyn, you are not required to purchase a
copy, but if anyone plans on using time series econometrics as a graduate student or as a
practitioner, this book is a good investment.
上面这一点是我在一个syllabus上看到的。
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