TY  - BOOK
AU  - Box-Steffensmeier, Janet M.,
AU  - Freeman, John R.
AU  - Hitt, Mathew P.
AU  - Pevehouse, John C. W.
TI  - Time series analysis for the social sciences
T2  - Analytical methods for social research
SN  - 9780521871
AV  - HA30.3 .B69 2014
U1  - 519.55 23
PY  - 2014///
CY  - New York
PB  - Cambridge University Press
KW  - Time-series analysis
KW  - Mathematical models
N1  - Includes bibliographical references and index
N2  - "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"--
ER  -