| Document Type
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BL
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| Record Number
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1003871
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| Doc. No
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b758241
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| Main Entry
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Brandt, Patrick T.
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| Title & Author
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Multiple time series models /\ Patrick T. Brandt, John T. Williams.
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| Publication Statement
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Thousand Oaks, Calif. :: Sage Publications,, ©2007.
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| Series Statement
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Quantitative applications in the social sciences ;; 148
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| Page. NO
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1 online resource (xiii, 99 pages) :: illustrations.
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| ISBN
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1412985218
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: 1441628258
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: 1452210799
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: 9781412985215
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: 9781441628251
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: 9781452210797
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1412906563
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9781412906562
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| Bibliographies/Indexes
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Includes bibliographical references (pages 92-95) and index.
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| Contents
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Introduction to multiple time series models -- Basic vector autoregression models -- Examples of VAR analyses.
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| Abstract
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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.
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| Subject
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Time-series analysis-- Mathematical models.
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| Subject
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MATHEMATICS-- Probability Statistics-- Time Series.
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| Subject
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Multiple Zeitreihenanalyse
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Time-series analysis-- Mathematical models.
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| Dewey Classification
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519.5/5
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| LC Classification
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HA30.3.B73 2007eb
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| NLM classification
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31.73bcl
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MR 2100rvk
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MR 2200rvk
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QH 237rvk
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| Added Entry
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Williams, John T., (John Taylor),1958-
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