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_c2909 _d2909 |
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| 001 | 14318526 | ||
| 003 | OSt | ||
| 005 | 20190927163033.0 | ||
| 008 | 060328s2007 caua b 001 0 eng | ||
| 010 | _a 2006010016 | ||
| 020 | _a1412906563 (pbk.) | ||
| 020 | _a9781412906562 | ||
| 035 | _a(OCoLC)ocm65341030 | ||
| 035 | _a(OCoLC)65341030 | ||
| 040 |
_aDLC _cDLC _dBAKER _dNLGGC _dC#P _dYDXCP _dCOO _dBTCTA _dDLC |
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| 042 | _apcc | ||
| 050 | 0 | 0 |
_aHA30.3 _b.B73 2007 |
| 082 | 0 | 0 |
_a519.55 BRA W _223 |
| 100 | 1 | _aBrandt, Patrick T. | |
| 245 | 1 | 0 |
_aMultiple time series models / _cPatrick T. Brandt, John T. Williams. |
| 260 |
_aThousand Oaks, Calif. : _bSage Publications, _cc2007. |
||
| 300 |
_axiii, 99 p. : _bill. ; _c22 cm. |
||
| 490 | 1 |
_aQuantitative applications in the social sciences ; _v148 |
|
| 504 | _aIncludes bibliographical references (p. 92-95) and index. | ||
| 505 | _aList 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 | ||
| 650 | 0 |
_aTime-series analysis _xMathematical models. |
|
| 700 | 1 |
_aWilliams, John T. _q(John Taylor), _d1958- |
|
| 830 | 0 |
_aSage university papers series. _pQuantitative applications in the social sciences ; _vno. 07-148. |
|
| 856 | 4 | 1 |
_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip0611/2006010016.html |
| 856 | 4 | 2 |
_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0660/2006010016-d.html |
| 856 | 4 | 2 |
_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0739/2006010016-b.html |
| 906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
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| 942 |
_2ddc _cSTS |
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