Multivariate Tests for Time Series Models (Paperback)

Which time series test should a researcher chose to best describe the interactions among a set of time series variables? Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. Other topics it covers are joint stationarity, testing for cointegration, testing for Granger causality, and testing for model order, and forecast accuracy. Related models explained include transfer function, vector autoregression, error correction models, and others. Readers with a working knowledge of time series regression will find this helpful book accessible.

General

Imprint:	Sage Publications Ltd
Country of origin:	United States
Series:	Quantitative Applications in the Social Sciences
Release date:	August 1994
First published:	July 1994
Authors:	Jeffrey B. Cromwell • Walter C. Labys • Michael J Hannan • Michel Terraza
Dimensions:	215 x 139 x 13mm (L x W x T)
Format:	Paperback
Pages:	104
ISBN-13:	978-0-8039-5440-3
Categories:	Books > Reference & Interdisciplinary > Communication studies > General Books > Social sciences > Sociology, social studies > Social theory Books > Social sciences > Psychology > General Books > Social sciences > Sociology, social studies > Social research & statistics > General
LSN:	0-8039-5440-9
Barcode:	9780803954403

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