Multivariate Tests for Time Series Models

Language: English

Published by Sage Publications, Inc, 1994

0803954409 / 9780803954403

Series: Book 80 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 - Which time series test should a researcher chose to best describe the interactions among a set of time series variables Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. Other topics it covers are joint stationarity, testing for cointegration, testing for Granger causality, and testing for model order, and forecast accuracy. Related models explained include transfer function, vector autoregression, error correction models, and others. Readers with a working knowledge of time series regression will find this helpful book accessible.

Seller Inventory # 9780803954403

Title
Multivariate Tests for Time Series Models
Author
Michael J Hannan
Publisher
Sage Publications, Inc
Publication year
1994
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0803954409
ISBN 13
9780803954403
Item weight
145 grams
Dimensions
216x140x6 mm
Series
Book 80 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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