<strong> Multiple Time Series Models</strong> 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.

Multiple Time Series Models (Quantitative Applications in the Social Sciences)

Politics & Social Sciences

Brandt, Patrick T.

Williams, John Taylor

Social Sciences

Sage Publications, Inc.

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Books by Brandt, Patrick T.

See the best price to sell, buy, or rent books by Brandt, Patrick T.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Multiple Time Series Models (Quantitative Applications in the Social Sciences)