Multiple Time Series Models

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Multiple Time Series Models

Multiple Time Series Models

Name: Multiple Time Series Models
ISBN: 9781412906562

Patrick T. Brandt, John T. Williams

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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.

الفئات:

Mathematics

المجلد:

148

عام:

2006

الإصدار:

الناشر:

SAGE Publications

اللغة:

english

الصفحات: