Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Multiple Time Series Models
Engelsk
Bogcover for Multiple Time Series Models af Patrick T. Brandt, John Taylor Williams, 9781412906562
Specifikationer
Sprog:
Engelsk
Sider:
120
ISBN-13:
9781412906562
Indbinding:
Paperback
ISBN-10:
1412906563
Udg. Dato:
2 nov 2006
Størrelse i cm:
21,4 x 13,9 x 0,7
Oplagsdato:
2 nov 2006

Multiple Time Series Models

Engelsk
Paperback 2006
Format:

Bog beskrivelse
Many analyses of time series data involve multiple, related variables.  Multiple Time Series Models presents many specification choices and special challenges.  This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression.  The text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned.  Specification, estimation, and inference using these models is discussed.  The authors also review arguments for and against using multi-equation time series models. Two complete, worked examples show how VAR models can be employed. An appendix discusses software that can be used for multiple time series models and software code for replicating the examples is available.Key Features
  • Offers a detailed comparison of different time series methods and approaches.
  • Includes a self-contained introduction to vector autoregression modeling.
  • Situates multiple time series modeling as a natural extension of commonly taught statistical models.
... Vis mere

Forlags Vejl. pris
431,02 kr
Hos Booktok
408 kr
spar 5%
Læg i kurv nu
Sikker betaling
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
120
ISBN-13:
9781412906562
Indbinding:
Paperback
ISBN-10:
1412906563
Udg. Dato:
2 nov 2006
Størrelse i cm:
21,4 x 13,9 x 0,7
Oplagsdato:
2 nov 2006
Finder produkter...
Kategori sammenhænge