Librería:
Better World Books, Mishawaka, IN, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Vendedor de AbeBooks desde 3 de agosto de 2006
Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. N° de ref. del artículo 3500153-6
Which time series test should a researcher chose to best describe the interactions among a set of time series variables? Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. Other topics it covers are joint stationarity, testing for cointegration, testing for Granger causality, and testing for model order, and forecast accuracy. Related models explained include transfer function, vector autoregression, error correction models, and others. Readers with a working knowledge of time series regression will find this helpful book accessible.
Acerca de los autores:
Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.
Título: Multivariate Tests for Time Series Models
Editorial: SAGE Publications, Incorporated
Año de publicación: 1994
Encuadernación: Encuadernación de tapa blanda
Condición: Good
Edición: 1st Edition.