Multiple Time Series Models

Patrick T. Brandt

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Language: English

Published by Sage Publications, Inc, 2006

1412906563 / 9781412906562

Series: Book 110 of 194 - Quantitative Applications in the Social Sciences

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - Many analyses of time series data involve multiple, related variables.á Multiple Time Series Models presents many specification choices and special challenges.á This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression.ááThe text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned.á Specification, estimation, and inference using these modelsáis discussed.á 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 FeaturesOffers 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.

Seller Inventory # 9781412906562

Title
Multiple Time Series Models
Author
Patrick T. Brandt
Publisher
Sage Publications, Inc
Publication year
2006
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1412906563
ISBN 13
9781412906562
Item weight
152 grams
Dimensions
216x140x6 mm
Series
Book 110 of 194: Quantitative Applications in the Social Sciences

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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