The RATS Software Forum

Hello,
I am from a discipline which does not do much VAR modeling (Sociology). I was wondering if any of you had thoughts on a excellent VAR study based on annual data (regardless of discipline)? In Sociology, many of the time-series are ANNUAL as opposed to some higher frequency. I would love any suggestions.

-Tom

TVolscho-286 wrote:Hello,
I am from a discipline which does not do much VAR modeling (Sociology). I was wondering if any of you had thoughts on a excellent VAR study based on annual data (regardless of discipline)? In Sociology, many of the time-series are ANNUAL as opposed to some higher frequency. I would love any suggestions.

-Tom

I was going to suggest that you look at "Multiple Time Series Models (Quantitative Applications in the Social Sciences)" by Brandt and Williams (who are Political Scientists), but it looks like none of their examples are annual data. However, you might want to contact Patrick Brandt to see if he has any thoughts.

Thanks Tom. Actually, that is the book I used to train myself in VAR and RATS. I will keep looking and check the international databases.