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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
| Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 2 november 2006 |
| ISBN13 | 9781412906562 |
| Uitgevers | SAGE Publications Inc |
| Pagina's | 120 |
| Afmetingen | 139 × 214 × 7 mm · 156 g |
| Taal en grammatica | Engels |
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