The Structural Econometric Time Series Analysis Approach
Language: English
Published by Cambridge University Press, 2011
- Softcover
- New
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- Title
- The Structural Econometric Time Series Analysis Approach
- Author
- Zellner Arnold Palm Franz C.
- Publisher
- Cambridge University Press
- Publication year
- 2011
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0521187435
- ISBN 13
- 9780521187435
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
"Synopsis" may belong to another edition of this title.
Book Description
This 2004 book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making.
"About the title" may belong to another edition of this title.
Biblios
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