A Software for Teaching Multivariate Time Series Analysis

Aufsätze in Sammelwerken 2026

Helmut Lütkepohl

In: Eric Hillebrand, William Griffiths (Eds.) , Teaching Econometrics : A Tribute to R. Carter Hill
Springer Nature
S. 169–177
Advanced Studies in Theoretical and Applied Econometrics ; 56

Abstract

In the early days of teaching multiple time series analysis, a menu-driven software was developed for use in the classroom and for examinations. The software and its follow-up version are briefly motivated and reviewed. A personal view of the author about future software tools for time series analysis is expressed.

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