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(Ebook) Multiple Time Series Models by Patrick T. Brandt, John T. Williams ISBN 9781412906562, 1412906563

SKU: EBN-1901590

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4.5

20 reviews

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Authors:Patrick T. Brandt, John T. Williams

Pages:121 pages.

Year:2006

Editon:1

Publisher:SAGE Publications

Language:english

File Size:1.01 MB

Format:pdf

ISBNS:9781412906562, 1412906563

Categories: Ebooks

Product desciption

(Ebook) Multiple Time Series Models by Patrick T. Brandt, John T. Williams ISBN 9781412906562, 1412906563

Multiple Time Series Models 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.

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