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Introduction to Time Series Analysis : Quantitative Applications in the Social Sciences - Mark Pickup

Introduction to Time Series Analysis

By: Mark Pickup

eText | 15 October 2014 | Edition Number 1

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Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, this unique book demonstrates the use of—and the assumptions underlying—common models of time series data, including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models.

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