Multivariate Tests for Time Series Models
In their earlier, companion volume, Univariate Tests for Time Series Models (No. 99 of this series), the authors laid the groundwork for the explanation of tests for univariate stochastic (random) time series models. With such analysis, an essential first question is, "Does the stochastic proce...
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2012
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oai:scholar.dlu.edu.vn:DLU123456789-305662012-04-27T07:33:50Z Multivariate Tests for Time Series Models Lewis-Beck, Michael S. Econometrics In their earlier, companion volume, Univariate Tests for Time Series Models (No. 99 of this series), the authors laid the groundwork for the explanation of tests for univariate stochastic (random) time series models. With such analysis, an essential first question is, "Does the stochastic process change over time?" If, for variable X, the answer is "yes," then it is nonstationary. A typical example of a nonstationary time series is United States Gross National Product (GNP), which has generally drifted upward since the 1930s (considering its more or less steadily rising mean value over the period). Upon reflection, it is obvious that many social science variables measured across time are nonstationary. Lamentably, uncritical analysis of nonstationary time series can generate spurious results. 2012-04-27T07:33:50Z 2012-04-27T07:33:50Z 1994 Book 0-8039-5440-9 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30566 en application/chm Sage Publications |
| institution |
Thư viện Trường Đại học Đà Lạt |
| collection |
Thư viện số |
| language |
English |
| topic |
Econometrics |
| spellingShingle |
Econometrics Lewis-Beck, Michael S. Multivariate Tests for Time Series Models |
| description |
In their earlier, companion volume, Univariate Tests for Time Series Models (No. 99 of this series), the authors laid the groundwork for the explanation of tests for univariate stochastic (random) time series models. With such analysis, an essential first question is, "Does the stochastic process change over time?" If, for variable X, the answer is "yes," then it is nonstationary. A typical example of a nonstationary time series is United States Gross National Product (GNP), which has generally drifted upward since the 1930s (considering its more or less steadily rising mean value over the period). Upon reflection, it is obvious that many social science variables measured across time are nonstationary. Lamentably, uncritical analysis of nonstationary time series can generate spurious results. |
| format |
Book |
| author |
Lewis-Beck, Michael S. |
| author_facet |
Lewis-Beck, Michael S. |
| author_sort |
Lewis-Beck, Michael S. |
| title |
Multivariate Tests for Time Series Models |
| title_short |
Multivariate Tests for Time Series Models |
| title_full |
Multivariate Tests for Time Series Models |
| title_fullStr |
Multivariate Tests for Time Series Models |
| title_full_unstemmed |
Multivariate Tests for Time Series Models |
| title_sort |
multivariate tests for time series models |
| publisher |
Sage Publications |
| publishDate |
2012 |
| url |
https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30566 |
| _version_ |
1819785523599769600 |