1 option
Applied Time Series Analysis for the Social Sciences : Specification, Estimation, and Inference.
- Format:
- Book
- Author/Creator:
- Baker, Regina M.
- Series:
- Wiley Series in Probability and Statistics Series
- Language:
- English
- Subjects (All):
- Time-series analysis.
- Social sciences--Statistical methods.
- Social sciences.
- Physical Description:
- 1 online resource (242 pages)
- Edition:
- 1st ed.
- Place of Publication:
- Newark : John Wiley & Sons, Incorporated, 2025.
- Summary:
- EXPLORE THIS INDISPENSABLE AND COMPREHENSIVE GUIDE TO TIME SERIES ANALYSIS FOR STUDENTS AND PRACTITIONERS IN A WIDE VARIETY OF DISCIPLINES Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference delivers an accessible guide to time series analysis that includes both theory and practice.
- Contents:
- Foundations
- Properties of time series : mean and variance stationarity
- Properties of time series : autocorrelation, the autocorrelation function and the partial autocorrelation function
- Examining time series properties : univariate ARIMA estimation and forecasting
- ARIMA intervention models
- ARIMA with non-binary explanatory variables
- OLS and the Gauss-Markov assumptions
- Autoregressive distributed lag models
- Cointegration and error correction
- General-to-specific modeling and the LSE school approach
- Vector autoregression : fundamental concepts
- Vector autoregression : details.
- Notes:
- Description based on print version record and CIP data provided by publisher; resource not viewed.
- Description based on publisher supplied metadata and other sources.
- ISBN:
- 1-119-01047-0
- 1-119-01049-7
- OCLC:
- 1549523400
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.