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Multiple Time Series Models

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In Stock (616)

£ 38.84

Description

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.

Book Details
EAN:
9781412906562
Binding:
Paperback / softback
Dimensions(mm):
214 x 139 x 7
Publication Date:
2006-11-02
Publication Country:
United States