Multiple Time Series Models
John Taylor Williams, Patrick T. Brandt
SAGE Publications Inc, 2006
68,25 €On orderDelivery: 2-3 weeks
Reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. This book focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. It also reviews arguments for and against using multi-equation time series models.
- ISBN-13
- 9781412906562
- ISBN-10
- 1412906563
- Publisher
- SAGE Publications Inc
- Year
- 2006
- Publication date
- 2006-11-02
- Pages
- 120
- Dimensions
- 214x139x7
- Weight
- 156