Multiple Time Series Models (Quantitative Applications in the

Description Specifications
Description
Multiple Time Series Models (Quantitative Applications in the Social Sciences)
- Used Book in Good Condition
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.
Specifications
Country USA
Brand Sage Publications
Manufacturer SAGE Publications, Inc
Binding Paperback
ReleaseDate 2006-09-21
UnitCount 1
EANs 9781412906562

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