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Multiple Time Series Models (Quantitative Applications in the Social Sciences #148)
Current price:
$50.40
This product is not returnable.
Publication Date: September 1st, 2006
Publisher:
Sage Publications, Inc
ISBN:
9781412906562
Pages:
120
Usually Ships in 1 to 5 Days
Description
Multiple Time Series Models introduces researchers and students to the different approaches to modeling multivariate time series data including simultaneous equations, ARIMA, error correction models, and vector autoregression. Authors Patrick T. Brandt and John T. Williams focus on vector autoregression (VAR) models as a generalization of these other approaches and discuss specification, estimation, and inference using these models.
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