Preface
Acknowledgements

1 Multivariate Linear Time Series

2 Stationary Vector Autoregressive Time Series

3 Vector Autoregressive Moving-Average Time Series

4 Structural Specification of VARMA Models

5 Unit-Root Nonstationary Processes

6 Factor Models and Selected Topics

7 Multivariate Volatility Models

Appendix A. Reveiw of Mathematics and Statistics

Index