Time series analysis for the social sciences

Resource Information

The work Time series analysis for the social sciences represents a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Work, Language Material, Books.

Label

Time series analysis for the social sciences

Statement of responsibility

Janet Box-Steffensmeier, The Ohio State University, John R. Freeman, University of Minnesota, Matthew P. Hitt, The Louisiana State University, Jon C.W. Pevehouse, University of Wisconsin Madison

Creator

• Box-Steffensmeier, Janet M., 1965-

Contributor

• Hitt, Matthew P., 1985-
• Pevehouse, Jon C.
• Freeman, John R., 1950-

Author

• Pevehouse, Jon C.
• Hitt, Matthew P., 1985-
• Freeman, John R., 1950-

Subject

• Time-series analysis
• Time-series analysis -- Mathematical models

Language

eng

Summary

"Time-series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time-series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time-Series Analysis for Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time-series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse, and Matthew P. Hitt cover a wide range of topics including ARIMA models, time-series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy"--

Member of

• Analytical methods for social research

Assigning source

Provided by publisher

Cataloging source

DLC

Illustrations

illustrations

Index

index present

Literary form

non fiction

Nature of contents

bibliography

Series statement

Analytical methods for social research