Non-Fiction Books:

Multivariate Tests for Time Series Models

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!
  • Multivariate Tests for Time Series Models by Jeffrey B. Cromwell
  • Multivariate Tests for Time Series Models by Jeffrey B. Cromwell
$117.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $29.25 with Afterpay Learn more

6 weekly interest-free payments of $19.50 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 4-14 June using International Courier

Description

Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests. In addition, it covers such topics as: joint stationarity; testing for cointegration; testing for causality; and model order and forecast accuracy. Related models explained include transfer function, vector autoregression and error correction models.

Author Biography:

Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.   Dr. Hannan joined Edinboro University′s Department of Business & Economics in 1988 after earning a Ph.D. in Mineral Resource Economics from West Virginia University and a Bachelor of Arts degree in Economics from the University of Pittsburgh.  Prior to coming to Edinboro University, Dr. Hannan also served as Senior Research Assistant at the Regional Research Institute, Morgantown, West Virginia.  He has published several articles in professional journals, given presentations at professional meetings, conducted applied economic research and made several invited community presentation on economic topics.  His recent research has focussed on measuring asymetry in economic relationships and in analyzing perceptions of economic impact from prison sitings in rural communities.   Dr. Hannan was President of the Pennsylvania Economic Association in 2004-2005 and continues to serve on the PEA Board of Directors.  Dr. Hannan also received Edinboro University′s 2001 Advisor of the Year Award, and was recently honored as Reviewer of the Year by the Journal of the Northeastern Association of Business, Economics and Technology.  Dr. Hannan also serves as a mentor and site reviewer for the Accredidation Council of Business Schools & Programs. Michel Terraza is a science Professor of economics at Montpellier I University. He applied this decomposed measure when studying the wages inequalities in the Languedoc-Roussillon region (see the bibliography). He did it in collaboration with Françoise Seyte (Associate Professor) and Stéphane Mussard (Assistant Professor).
Release date NZ
August 16th, 1994
Audience
  • Professional & Vocational
Pages
104
Dimensions
140x216x13
ISBN-13
9780803954403
Product ID
2453458

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...