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Book Cover
E-book
Author Brandt, Patrick T.

Title Multiple time series models / Patrick T. Brandt, John T. Williams
Published Thousand Oaks, Calif. : Sage Publications, [2007]
©2007
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Sage Research Methods Online Books    View Resource Record  

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Description 1 online resource (xiii, 99 pages) : illustrations
Series Quantitative applications in the social sciences ; 148
Quantitative applications in the social sciences ; no. 07-148
Contents Introduction to multiple time series models -- Basic vector autoregression models -- Examples of VAR analyses
Summary 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
Bibliography Includes bibliographical references (pages 92-95) and index
Notes Print version record
Subject Time-series analysis -- Mathematical models.
Form Electronic book
Author Williams, John T. (John Taylor), 1958-
ISBN 9781441628251
1441628258
9781412985215 (electronic bk.)
1412985218 (electronic bk.)