Time Series Analysis for the Social Sciences

by Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, Jon C. W. Pevehouse

Series: Analytical Methods for Social Research

Subject categories
ISBNs
  • 9780521871167
  • 9781316055762
  • 9781316053393
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 the 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.

  • Cambridge University Press; December 2014
  • ISBN: 9781316055762
  • Read online, or download in secure PDF or secure ePub format
  • Title: Time Series Analysis for the Social Sciences
  • Series: Analytical Methods for Social Research
  • Author: Janet M. Box-Steffensmeier; John R. Freeman; Matthew P. Hitt; Jon C. W. Pevehouse
  • Imprint: Cambridge University Press
Subject categories
ISBNs
  • 9780521871167
  • 9781316055762
  • 9781316053393
Subject categories
ISBNs
  • 9780521871167
  • 9781316055762
  • 9781316053393