عنوان

Time series analysis for the social sciences /

0521691559

0521871166

9780521691550

9780521871167

Time series analysis for the social sciences /

[Book]

Janet M. Box-Steffensmeier, the Ohio State University, John R. Freeman, University of Minnesota, Matthew P. Hitt, Louisiana State University, Jon C.W. Pevehouse, University of Wisconsin, Madison.

New York :

Cambridge University Press,

[2014]

xv, 280 pages :

illustrations ;

23 cm.

Analytical methods for social research

Includes bibliographical references and index.

1. Modeling social dynamics -- 2. Univariate time-series models -- 3. Dynamic regression models -- 4. Modeling the dynamics of social systems -- 5. Univariate, nonstationary processes: tests and modeling -- 6. Cointegration and error correction models -- 7. Selections on time series analysis -- 8. Concluding thoughts for the time series analyst.

0

"Time-series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time-series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time-Series Analysis for Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time-series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse, and Matthew P. Hitt cover a wide range of topics including ARIMA models, time-series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy"--

Time-series analysis-- Mathematical models.

Time-series analysis.

Matematisk statistik.

POLITICAL SCIENCE-- General.

Prévision économique-- Modèles mathématiques.

Samhällsvetenskap.

Sciences sociales-- Méthodes statistiques.

Séries chronologiques.

Sozialwissenschaften.

Statistik.

Statistik.

Tidsserieanalys.

Time-series analysis-- Mathematical models.

Time-series analysis.

Zeitreihenanalyse.

Box-Steffensmeier, Janet M.,1965-

20200822120423.0

rda

[Book]

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