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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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 2. novembra 2006 |
| ISBN13 | 9781412906562 |
| Založniki | SAGE Publications Inc |
| Strani | 120 |
| Dimenzije | 139 × 214 × 7 mm · 156 g |
| Jezik | Angleščina |
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