Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)

Arnold Zellner

ISBN 10: 052183287X / ISBN 13: 9780521832878

Published by Cambridge University Press 19 F, 2004

About this Item

Statistics, Econometrics and Forecasting (The Stone Lectures in Economics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .

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Bibliographic Details

• Title: Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
• Publisher: Cambridge University Press 19 F
• Publication Date: 2004
• Language: English
• ISBN 10: 052183287X
• ISBN 13: 9780521832878
• Binding: Hardcover
• Condition: Very Good

About this title

Synopsis

This book is based on two Sir Richard Stone lectures at the Bank of England and the National Institute for Economic and Social Research. Largely non-technical, the first part of the book covers some of the broader issues involved in Stone's and others' work in statistics. It explores the more philosophical issues attached to statistics, econometrics and forecasting and describes the paradigm shift back to the Bayesian approach to scientific inference. The first part concludes with simple examples from the different worlds of educational management and golf clubs. The second, more technical part covers in detail the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling.

About the Author

Arnold Zellner is H. G. B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the University of Chicago, and adjunct Professor at the University of California at Berkeley. He is one of the most important figures in the development of econometrics, in particular the use of Bayesian technique. He is co-founder of the Journal of Econometrics, and remains an active researcher in modeling, statistics and forecasting.