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Time Series Analysis with Two or More Time Series

Youseop Shin

in Time Series Analysis in the Social Sciences: The Fundamentals

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.003.0006
Subject:
Sociology, Law, Crime and Deviance

Chapter Six explains time series analysis with one or more independent variables. The dependent variable is the monthly violent crime rates and the independent variables are unemployment rates and ... More


Illustrations of the use of the linear model

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0008
Subject:
Mathematics, Probability / Statistics

This chapter discusses examples which show how the use of the linear model works in practice. The first example is an analysis of road accident data to estimate the reduction in car drivers killed ... More


Measuring Synchronization of Recurrent Events in Multivariate Data

Don Harding and Adrian Pagan

in The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Published in print:
2016
Published Online:
January 2018
ISBN:
9780691167084
eISBN:
9781400880935
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691167084.003.0006
Subject:
Economics and Finance, Econometrics

This chapter presents methods for capturing the synchronization of recurrent events in bivariate and multiple series. The special features of the unconditional densities of binary series recommend ... More


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