Multiple Time Series Models (Quantitative Applications in the Social Sciences) book cover by Patrick T. Brandt, John T. Williams

Multiple Time Series Models (Quantitative Applications in the Social Sciences) [9781412906562]

Name: Multiple Time Series Models (Quantitative Applications in the Social Sciences) [9781412906562]
SKU: 9781412906562
Availability: InStock

Author: Patrick T. Brandt John T. Williams

Paperback

SKU: 9781412906562

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Paperback

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Overview

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.

The book, Multiple Time Series Models (Quantitative Applications in the Social Sciences) [Bulk, Wholesale, Quantity] ISBN#9781412906562 in Paperback by Patrick T. Brandt, John T. Williams may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Author:

Patrick T. Brandt John T. Williams

Format:

Paperback

Publication Date:

09/21/2006

ISBN-10:

1412906563

ISBN-13:

9781412906562

Pages:

120

Publisher:

SAGE Publications

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