Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference (Wiley Series in Probability and Statistics)

Filling the need for a comprehensive guide on the subject, Applied Time Series Analysis for the Social Sciences presents time series analysis in an accessible format designed to appeal to students and professional researchers with little mathematical and statistical background. With a focus on social-science applications and a mix of theory, including detailed case studies provided throughout, the text examines various uses and interpretations of lagged dependent variables and common confusion in this area. An accompanying website with data sets and examples in Stats and R accompanies the text.