Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences) book cover by Jeff B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza

Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences) [9780803954403]

Name: Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences) [9780803954403]
SKU: 9780803954403
Availability: InStock

Author: Jeff B. Cromwell Walter C. Labys Michael J. Hannan Michel Terraza

Paperback

SKU: 9780803954403

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Paperback

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Overview

Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. In addition, it covers such topics as: joint stationarity; testing for cointegration; testing for causality; and model order and forecast accuracy. Related models explained include transfer function, vector autoregression and error correction models.

The book, Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences) [Bulk, Wholesale, Quantity] ISBN#9780803954403 in Paperback by Jeff B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Author:

Jeff B. Cromwell Walter C. Labys Michael J. Hannan Michel Terraza

Format:

Paperback

Publication Date:

07/06/1994

ISBN-10:

0803954409

ISBN-13:

9780803954403

Pages:

104

Publisher:

SAGE Publications

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