{"product_id":"multivariate-tests-for-time-series-jeff-b-cromwell-9780803954403","title":"Multivariate Tests for Time Series Models","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Jeff B. Cromwell\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0803954409\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780803954403\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Sage Publications, Inc\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/01\/1994\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 104\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.28lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 7.98h x 6.02w x 0.26d","brand":"Jeff B. Cromwell","offers":[{"title":"Paperback","offer_id":48065138000127,"sku":"9780803954403","price":51.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_db47935b-eada-43b3-9b2c-662f28ac17ec.jpg?v=1768673245","url":"https:\/\/www.whiterainbookhouse.com\/products\/multivariate-tests-for-time-series-jeff-b-cromwell-9780803954403","provider":"WR Book House","version":"1.0","type":"link"}