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Multiple Time Series Models

by Patrick T. Brandt e John Taylor Williams
Book eBook
language: english
Publisher: SAGE PUBLICATIONS INC, November of 2006 ‧
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Reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. This book focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. It also reviews arguments for and against using multi-equation time series models.

Multiple Time Series Models

by Patrick T. Brandt e John Taylor Williams

Property Description
ISBN: 9781412906562
Publisher: SAGE PUBLICATIONS INC
Release Date: November of 2006
Language: English
Cover: Softcover
Pages: 120
Format: Book
Collection: Quantitative Applications In The Social Sciences
Categories: Books in English > Social Sciences and Humanities > Communication and Journalism
EAN: 9781412906562