Description: 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. Janet M. Box-Steffensmeier is Vernal Riffe Professor of Political Science and Professor of Sociology at Ohio State University (courtesy), where she is a University Distinguished Scholar and directs the Program in Statistics and Methodology (PRISM). Box-Steffensmeier served as president of the Midwest Political Science Association and the Political Methodology Society and as treasurer of the American Political Science Association. She has twice received the Gosnell Prize for the best work in political methodology, and she received the Emerging Scholar Award from the Elections, Public Opinion, and Voting Behavior Subsection of the American Political Science Association. She was an inaugural Fellow of the Society for Political Methodology. The Box-Steffensmeier Graduate Student Award, given annually by the Interuniversity Consortium for Political and Social Research (ICPSR), is named after her in recognition of her contributions in political methodology and her support of women in this field.
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EAN: 9780521691550
UPC: 9780521691550
ISBN: 9780521691550
MPN: N/A
Book Title: Time Series Analysis for the Social Sciences (Anal
Number of Pages: 298 Pages
Publication Name: Time Series Analysis for the Social Sciences
Language: English
Publisher: Cambridge University Press
Publication Year: 2014
Subject: General, Probability & Statistics / Time Series
Item Height: 0.9 in
Type: Textbook
Item Weight: 13.8 Oz
Subject Area: Mathematics, Political Science
Author: Jon C. W. Pevehouse, Matthew P. Hitt, John R. Freeman, Janet Box-Steffensmeier
Item Length: 8.9 in
Series: Analytical Methods for Social Research Ser.
Item Width: 6 in
Format: Trade Paperback