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Applied time series analysis for the social sciences : specification, estimation, and inference / Regina M. Baker.
- Format:
- Book
- Author/Creator:
- Baker, Regina M., author.
- Series:
- Wiley series in probability and statistics
- Language:
- English
- Subjects (All):
- Time-series analysis.
- Social sciences--Statistical methods.
- Social sciences.
- Physical Description:
- 1 online resource (xiii, 225 pages) : illustrations (some color).
- Place of Publication:
- Hoboken, NJ : John Wiley & Sons, Inc., 2026.
- 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:
- Includes bibliographical references and index.
- Electronic reproduction. Hoboken, N.J. Available via World Wide Web.
- Description based on online resource; title from digital title page (viewed on December 11, 2025).
- Other Format:
- Print version: Baker, Regina M. Applied time series analysis for the social sciences
- ISBN:
- 9781119010494
- 1119010497
- 9781119010470
- 1119010470
- 9781119010487
- 1119010489
- Publisher Number:
- 40033207465
- Access Restriction:
- Restricted for use by site license.
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