New Introduction to Multiple Time Series Analysis

内容安排得非常好，讲得很清晰，数理部分处理得恰到好处，写教材就得这么写呀。

8.9 New Introduction to Multiple Time Series Analysis - Helmut Lütkepohl (Springer, 2011)

skimmed through parts. no comment...

清楚，例子多，基础学习就该每一个点都了解到啊，不能为了结果好看跳步

Great compilation of principal techniques of multiple time series models and inference