Quantitative applications in the social sciences ;
148
Includes bibliographical references (pages 92-95) and index.
Introduction to multiple time series models -- Basic vector autoregression models -- Examples of VAR analyses.
0
A comprehensive introduction to multiple time series in the social sciences, this book places multiple time series into historical context and then introduces structural equation modeling, vector auto regression (VAR), and factor analytic techniques for analysing multiple time series.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Multiple time series models.
9781412906562
Time-series analysis-- Mathematical models.
MATHEMATICS-- Probability & Statistics-- Time Series.