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Author: Charles W. Ostrom View as:     Display per page

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9780803931350 Academic Inspection Copy
  • Time Series Analysis

  • Regression Techniques
  • This volume explores the regression (or structural equation) approach to the analysis of time series data in which the modeller makes an initial specification of a causal structure and then analyzes the data to determine whether there is any empirical support for the specification. The great advantage of time series regression analysis is the possibility for both explaining the past, and predicting the future behaviour of variables of interest. Although this volume does not cover Box-Jenkins types of models for explaining endogenous variables, it does introduce the Box-Jenkins time series method as an alternative to modelling the underlying error processes. As such, the book attempts to partially bridge the gap between the two approaches to the analysis of time to time series data.
  • ISBN-13: 9780803931350 (Paperback)
  • Publisher: SAGE PUBLICATIONS
    Imprint: SAGE PUBLICATIONS INC
  • Price:
    AUD $103.00
  • Stock: 0 in stock
  • Local release date: 01/01/1990
  • Availability: This book is temporarily out of stock, order will be despatched as soon as fresh stock is received.
  • Categories: Social research & statistics [JHBC]
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