Brandt, Patrick T. <br/><br/>
Multiple time series models / 
Patrick T. Brandt, John T. Williams. 
 - Thousand Oaks, Calif. :  Sage Publications,  c2007. 
 - xiii, 99 p. :  ill. ;  22 cm. 
 - Quantitative applications in the social sciences ;  148 .
 - Sage university papers series.  Quantitative applications in the social sciences ;  no. 07-148. .
<br/><br/>Includes bibliographical references (p. 92-95) and index. 
<br/><br/>List of Figures<br/>List of Tables<br/>Series Editor?s Introduction<br/>Preface<br/>1. Introduction to Multiple Time Series Models<br/>1.1 Simultaneous Equation Approach<br/>1.2 ARIMA Approach<br/>1.3 Error Correction or LSE Approach<br/>1.4 Vector Autoregression Approach<br/>1.5 Comparison and Summary<br/>2. Basic Vector Autoregression Models<br/>2.1 Dynamic Structural Equation Models<br/>2.2 Reduced Form Vector Autoregressions<br/>2.3 Relationship of a Dynamic Structural Equation Model to a Vector Autoregression Model<br/>2.4 Working With This Model<br/>2.5 Specification and Analysis of VAR Models<br/>2.6 Other Specification Issues<br/>2.7 Unit Roots and Error Correction in VARs<br/>2.8 Criticisms of VAR<br/>3. Examples of VAR Analyses<br/>3.1 Public Mood and Macropartisanship<br/>3.2 Effective Corporate Tax Rates<br/>3.3 Conclusion<br/>Appendix: Software for Multiple Time Series Models<br/>Notes<br/>References<br/>Index<br/>About the Authors 
<br/><br/><label>ISBN: </label>1412906563 (pbk.) 9781412906562 
<br/><br/><label>LCCN: </label>2006010016 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis--Mathematical models.
<br/><br/><label>LC Class. No.: </label>HA30.3  / .B73 2007 
<br/><br/><label>Dewey Class. No.: </label>519.55 BRA W