Brandt, Patrick T. creator Williams, John T. (John Taylor) 1958- text bibliography cau Thousand Oaks, Calif Sage Publications c2007 2007 monographic eng

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xiii, 99 p. : ill. ; 22 cm. 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 Patrick T. Brandt, John T. Williams. Includes bibliographical references (p. 92-95) and index. Time-series analysis Mathematical models HA30.3 .B73 2007 519.55 BRA W Quantitative applications in the social sciences 1412906563 (pbk.) 9781412906562 2006010016 http://www.loc.gov/catdir/toc/ecip0611/2006010016.html http://www.loc.gov/catdir/enhancements/fy0660/2006010016-d.html http://www.loc.gov/catdir/enhancements/fy0739/2006010016-b.html http://www.loc.gov/catdir/toc/ecip0611/2006010016.html http://www.loc.gov/catdir/enhancements/fy0660/2006010016-d.html http://www.loc.gov/catdir/enhancements/fy0739/2006010016-b.html DLC 060328 20190927163033.0 14318526