The SAGE Handbook of Research Methods in Political Science and International Relations offers a comprehensive overview of research processes in social science - from the ideation and design of research projects, through the construction of theoretical arguments, to conceptualization, measurement, and data collection, and quantitative and qualitative empirical analysis - exposited through 65 major new contributions from leading international methodologists. Each chapter surveys, builds upon, and extends the modern state of the art in its area. Following through its six-part organization, undergraduate and graduate students, researchers and practicing academics will be guided through the design, methods, and analysis of issues in Political Science and International Relations: Part One: Formulating Good Research Questions and Designing Good Research Projects; Part Two: Methods of Theoretical Argumentation; Part Three: Conceptualization and Measurement; Part Four: Large-Scale Data Collection and Representation Methods; Part Five: Quantitative-Empirical Methods; Part Six: Qualitative and Mixed Methods.
Chapter 34: Dynamic Systems of Equations
Dynamic Systems of Equations
This chapter explores dynamic systems of equations in three parts. First, the topic is motivated by a discussion of why a researcher might use a dynamic model and might go beyond a single-equation model to a system of equations. This discussion is structured in terms of the violations of exogeneity that such models are designed to resolve. Second, the chapter describes common multiple-equation dynamic models: structural vector autoregression (SVAR), reduced form vector autoregression (VAR) and vector error-correction (VEC). Third, the chapter describes the state-space approach to dynamic modelling, showing that it encompasses these models and additional models, such as dynamic-factor and dynamic seemingly unrelated regression (SUR) equations.
Giving the parameter estimates of any ...