Multiple time series models /
Brandt, Patrick T.
Williams, John T.(John Taylor),1958-
Thousand Oaks, Calif. ; London : Sage Publications,
c2007.
Includes bibliographical references (p. 92-95) and index.
Introduction to multiple time series models -- Basic vector autoregression models -- Examples of VAR analyses -- Appendix : Software for multiple time series models.
Time-series analysis
Multiple time series models.