Multiple Time Series Models - Quantitative Applications in the Social Sciences - Patrick T. Brandt - Books - SAGE Publications Inc - 9781412906562 - November 2, 2006
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Multiple Time Series Models - Quantitative Applications in the Social Sciences

Patrick T. Brandt

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Multiple Time Series Models - Quantitative Applications in the Social Sciences

Reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. This book focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. It also reviews arguments for and against using multi-equation time series models.


120 pages, Illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 2, 2006
ISBN13 9781412906562
Publishers SAGE Publications Inc
Pages 120
Dimensions 139 × 214 × 7 mm   ·   156 g

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