Multiple Time Series Models by Patrick T. Brandt
Look inside with Google Book Preview
Multiple Time Series Models
By Patrick T. Brandt

Multiple Time Series Models

By (author) See other recent books by Patrick T. Brandt See other recent books by John Taylor Williams
Format: Paperback

Normal Price: $35.95
Your Price: $32.36 AUD, inc. GST
Shipping: $7.95 per order
You Save: $3.59! (10% off normal price)
Plus...earn $1.62 in Boomerang Bucks
Availability: Available Available, ships in 7-10 days

Multiple Time Series Models by Patrick T. Brandt

Book Description

Many analyses of time series data involve multiple, related variables.a Multiple Time Series Models presents many specification choices and special challenges.a This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression.aaThe text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned.a Specification, estimation, and inference using these modelsais discussed.a The authors also review arguments for and against using multi-equation time series models. Two complete, worked examples show how VAR models can be employed. An appendix discusses software that can be used for multiple time series models and software code for replicating the examples is available.Key FeaturesOffers a detailed comparison of different time series methods and approaches. Includes a self-contained introduction to vector autoregression modeling. Situates multiple time series modeling as a natural extension of commonly taught statistical models.

Buy Multiple Time Series Models book by Patrick T. Brandt from Australia's Online Bookstore, Boomerang Books.

Book Details

ISBN: 9781412906562
ISBN-10: 1412906563
Format: Paperback
(216mm x 140mm x 6mm)
Pages: 120
Imprint: SAGE Publications Inc
Publisher: SAGE Publications Inc
Publish Date: 2-Nov-2006
Country of Publication: United States


» Have you read this book? We'd like to know what you think about it - write a review about Multiple Time Series Models book by Patrick T. Brandt and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review

Author Biography - Patrick T. Brandt

Patrick T. Brandt is an Assistant Professor of Political Science in the School of Social Science at the University of Texas at Dallas. He has published in the American Journal of Political Science and Political Analysis. He teaches courses in social science research methods and social science statistics. His current research focuses on the development and application of time series models to the study of political institutions, political economy, and international relations. He received an A.B. (1990) in Government from the College of William and Mary, an M.S. (1997) in Mathematical Methods in the Social Sciences from Northwestern University, and a Ph.D. (2001) in Political Science from Indiana University. Before joining the faculty at the University of Texas at Dallas, he held positions at the University of North Texas, Indiana University, and as a fellow at the Harvard-MIT Data Center. John T. Williams was Professor and Chair of the Department of Political Science at University of California, Riverside. He taught time series analysis at the Inter-university Consortium for Political and Social Research Summer Training Program for over ten years. His work uses statistical methods in the study of political economy and public policy. He co-authored two books: Compound Dilemmas: Democracy, Collective Action, and Superpower Rivalry (University of Michigan Press, 2001) and Public Policy Analysis: A Political Economy Approach (Houghton Mifflin, 2000). He published over twenty journal articles and book chapters on a wide range of topics, ranging from macroeconomic policy to defense spending to forest resource management. He was a leader in the application of new methods of statistical analysis to political science, especially the use of vector autoregression (VAR), Bayesian, and event count time series models. He received a B.A. (1979), an M.A. (1981) from North Texas State University, and a Ph.D. (1987) from the University of Minnesota. Before moving to Riverside in 2001, he held academic positions at the University of Illinois Chicago (1985-1990) and at Indiana University, Bloomington (1990-2001).

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Patrick T. Brandt close
Recent books by John Taylor Williams close
Multiple Time Series Models by John Taylor Williams
» close