Time Series Analysis for the Social Sciences (Analytical Methods for Social Research) (Paperback)

Time Series Analysis for the Social Sciences (Analytical Methods for Social Research) By Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt Cover Image

Time Series Analysis for the Social Sciences (Analytical Methods for Social Research) (Paperback)

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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.
Product Details ISBN: 9780521691550
ISBN-10: 0521691559
Publisher: Cambridge University Press
Publication Date: December 22nd, 2014
Pages: 298
Language: English
Series: Analytical Methods for Social Research