Time Series Analysis for the Social Sciences

Author : Janet M. Box-Steffensmeier,Matthew P. Hitt

Paperback

Published : Monday 22 December 2014

ISBN : 9780521691550

Price : €32.75

Description

Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.

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