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Sage Pubns Paperback Books

Books pubblicati nella collana Sage Pubns Paperback con argomento Time Series Analysis di Genere Mathematics

Multiple Time Series Models

Multiple Time Series Models

Brandt Patrick T.  Williams John T. 
edizioni Sage Pubns collana Sage Pubns (Paperback) , 2006

Multiple Time Series Models introduces researchers and students to the different approaches to modeling multivariate time series data, including simultaneous equations, ARIMA, error correction models, and vector autoregression. Authors Patrick T. Brandt and John T. Williams focus on vector autoregression (VAR) models...

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