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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2006年11月2日 |
| ISBN13 | 9781412906562 |
| 出版社 | SAGE Publications Inc |
| ページ数 | 120 |
| 寸法 | 139 × 214 × 7 mm · 156 g |
| 言語 | 英語 |
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