Time Series Analysis for the Social Sciences - Analytical Methods for Social Research - Box-Steffensmeier, Janet M. (Ohio State University) - Books - Cambridge University Press - 9780521871167 - 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.


272 pages, 93 b/w illus. 30 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Specielt cover Box set
Released December 22, 2014
ISBN13 9780521871167
Publishers Cambridge University Press
Pages 292
Dimensions 156 × 236 × 21 mm   ·   520 g
Language English  

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