ENGLISH

Multiple Time Series Models (Quantitative Applications in the Social Sciences)

By Patrick T. Brandt , John Taylor Williams

Book information

Year
2006
ISBN
1412906563, 9781412906562
Open Library ID
OL15616906M
Language
english
Format
PDF
Filesize
1 MB (1062403 bytes)
Edition
1
Pages
121\121
Scanned
no
Time added
2011-06-04 13:46:07

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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