Multivariate Tests for Time Series Models

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

Write A Review

Paperback | 1 July 1994

At a Glance

Paperback
104 Pages

Dimensions(cm)
21.59 x 13.97 x 0.56

Paperback

$83.60

or 4 interest-free payments of $20.90 with

Ships in 7 to 10 business days

Which time series test should a researcher chose to best describe the interactions among a set of time series variables? Aimed at providing social scientists with practical guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. Other topics it covers are joint stationarity, testing for cointegration, testing for Granger causality, and testing for model order, and forecast accuracy. Related models explained include transfer function, vector autoregression, error correction models, and others. Readers with a working knowledge of time series regression will find this helpful book accessible.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.