Time Series Analysis for the Social Sciences - Analytical Methods for Social Research - Box-Steffensmeier, Janet M. (Ohio State University) - Books - Cambridge University Press - 9780521691550 - December 22, 2014
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Time Series Analysis for the Social Sciences - Analytical Methods for Social Research

Box-Steffensmeier, Janet M. (Ohio State University)

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Time Series Analysis for the Social Sciences - Analytical Methods for Social Research

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.

296 pages, 93 b/w illus. 30 tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Specielt cover Box set
Released December 22, 2014
ISBN13 9780521691550
Publishers Cambridge University Press
Pages 298
Dimensions 154 × 232 × 20 mm   ·   436 g
Language English  
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