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Time Series Analysis for the Social Sciences

Auteur: Box-Steffensmeier, Janet M. (Ohio State University)
Editeur: Cambridge University Press
Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.
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Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.
ISBN / EAN 9780521691550
Auteur Box-Steffensmeier, Janet M. (Ohio State University)
Editeur Cambridge University Press