Statistics, econometrics, and forecasting / Arnold Zellner.
Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of...
Saved in:
| Online Access: |
Full Text (via Cambridge) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, UK ; New York :
Cambridge University Press,
2004.
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| Series: | Stone lectures in economics.
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| Subjects: |
| Summary: | Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal. |
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| Physical Description: | 1 online resource (xvii, 163 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 138-154) and indexes. |
| ISBN: | 0511185057 9780511185052 0511187726 9780511187728 0511186797 9780511186790 0511189567 9780511189562 051118588X 9780511185885 9780521832878 052183287X 9780521540445 0521540445 0511493185 9780511493188 9786610457779 6610457778 1107148960 9781107148963 1280457775 9781280457777 0511327056 9780511327056 |
| DOI: | 10.1017/CBO9780511493188 |