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Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences)

Jeffrey B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza




[PDF.jh40] Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences)

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 | #2774821 in Books |  SAGE Publications, Inc |  1994-07-06 | Original language:English | PDF # 1 |  8.50 x.22 x5.51l,.28 | File type: PDF | 104 pages

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||0 of 0 people found the following review helpful.| Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences)|By Sandra Schlick|The book looks at multivariate time series and plots tests of them a bid too short. The variables used are not described well (MFD for example is not explained what it is). Also the cross reference I was looking at "see table 8.5.1" turned out to be wrong as it was ref|About the Author||Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.  

Dr. Hannan joined Edinboro University's Department of Business & Econom

Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. In addition, it covers such topics as: joint stationarity; testing for cointegration; testing for causality; and model order and forecast accuracy. Related models explained includ...

You can specify the type of files you want, for your gadget.Multivariate Tests for Time Series Models (Quantitative Applications in the Social Sciences)   |  Jeffrey B. Cromwell, Walter C. Labys, Michael J. Hannan, Michel Terraza. A good, fresh read, highly recommended.

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