02526cam a22003854a 4500 2909 2909 14318526 OSt 20190927163033.0 060328s2007 caua b 001 0 eng 2006010016 1412906563 (pbk.) 9781412906562 (OCoLC)ocm65341030 (OCoLC)65341030 DLC DLC BAKER NLGGC C#P YDXCP COO BTCTA DLC pcc HA30.3 .B73 2007 519.55 BRA W 23 Brandt, Patrick T. 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 Includes bibliographical references (p. 92-95) and index. List of Figures List of Tables Series Editor?s Introduction Preface 1. Introduction to Multiple Time Series Models 1.1 Simultaneous Equation Approach 1.2 ARIMA Approach 1.3 Error Correction or LSE Approach 1.4 Vector Autoregression Approach 1.5 Comparison and Summary 2. Basic Vector Autoregression Models 2.1 Dynamic Structural Equation Models 2.2 Reduced Form Vector Autoregressions 2.3 Relationship of a Dynamic Structural Equation Model to a Vector Autoregression Model 2.4 Working With This Model 2.5 Specification and Analysis of VAR Models 2.6 Other Specification Issues 2.7 Unit Roots and Error Correction in VARs 2.8 Criticisms of VAR 3. Examples of VAR Analyses 3.1 Public Mood and Macropartisanship 3.2 Effective Corporate Tax Rates 3.3 Conclusion Appendix: Software for Multiple Time Series Models Notes References Index About the Authors Time-series analysis Mathematical models. Williams, John T. (John Taylor), 1958- Sage university papers series. Quantitative applications in the social sciences ; no. 07-148. Table of contents only http://www.loc.gov/catdir/toc/ecip0611/2006010016.html Publisher description http://www.loc.gov/catdir/enhancements/fy0660/2006010016-d.html Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0739/2006010016-b.html 7 cbc orignew 1 ecip 20 y-gencatlg ddc STS 0 0 ddc 0 0 44/2 AIISH AIISH 2019-09-27 0 519.55 BRA W 14490 2019-09-27 00:00:00 2019-09-27 STS