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Multiple Time Series Models - Quantitative Applications in the Social Sciences Patrick T. Brandt
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Multiple Time Series Models - Quantitative Applications in the Social Sciences
Patrick T. Brandt
Reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. This book focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. It also reviews arguments for and against using multi-equation time series models.
120 pages, Illustrations
| Medien | Bücher Taschenbuch (Buch mit Softcover und geklebtem Rücken) |
| Erscheinungsdatum | 2. November 2006 |
| ISBN13 | 9781412906562 |
| Verlag | SAGE Publications Inc |
| Seitenanzahl | 120 |
| Maße | 139 × 214 × 7 mm · 156 g |
| Sprache | Englisch |
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