Research Catalog

Title

Multiple time series models / Patrick T. Brandt, John T. Williams.

Author

Brandt, Patrick T.

Publication

Thousand Oaks, Calif. : Sage Publications, c2007.

Items in the Library & Off-site

Details

Additional Authors

Williams, John T. (John Taylor), 1958-

Description

xiii, 99 p. : ill.; 22 cm.

Summary

"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." "This text is intended for advanced undergraduate and graduate courses on time series analysis, quantitative research methods, or more advanced statistics, especially in the departments of Sociology, Psychology, Political Science, and Economics. It is also an excellent resource for researchers in the social sciences who are conducting time series analysis or econometric studies."--Jacket.

Series Statement

Quantitative applications in the social sciences ; 148

Uniform Title

Quantitative applications in the social sciences ; no. 07-148.

Subject

• Time-series analysis > Mathematical models
• Models, Statistical
• Time and Motion Studies

Bibliography (note)

• Includes bibliographical references (p. 92-95) and index.

Processing Action (note)

• committed to retain

Contents

Introduction to multiple time series models -- Basic vector autoregression models -- Examples of VAR analyses -- Appendix : Software for multiple time series models.

ISBN

• 1412906563 (pbk.)
• 9781412906562 (pbk.)

LCCN

• ^^2006010016
• 9781412906562

OCLC

• 65341030
• SCSB-10821789

Owning Institutions

Harvard Library