Multiple Time Series Models: 148 (Quantitative Applications in the Social Sciences) - Image 1

£33.56

Sage Publications Multiple Time Series Models: 148 (Quantitative Applications in the Social Sciences)

Name: Multiple Time Series Models: 148 (Quantitative Applications in the Social Sciences)
Brand: Sage Publications
Price: 28.3 GBP
Availability: InStock

Higher Education

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Many analyses of time series data involve multiple, related variables. Multiple Time Series Models presents many specification choices and special challenges. This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. The text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. Specification, estimation, and inference using these models is discussed. The authors also review arguments for and against using multi-equation time series models. Two complete, worked examples show how VAR models can be employed. An appendix discusses software that can be used for multiple time series models and software code for replicating the examples is available. Key Features Offers a detailed comparison of different time series methods and approaches. Includes a self-contained introduction to vector autoregression modeling. Situates multiple time series modeling as a natural extension of commonly taught statistical models.

Product Specifications

Brand: Sage Publications
Format: paperback
ASIN: 1412906563
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 21 September 2006
Listed Since: 05 February 2007

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Sage Publications Multiple Time Series Models: 148 (Quantitative Applications in the Social Sciences)

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