The Structural Econometric Time Series Analysis Approach

Edited by Arnold Zellner , Franz C. Palm

ISBN 10: 0521814073 / ISBN 13: 9780521814072

Published by Cambridge University Press, 2004

About this Item

This text offers key texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. Editor(s): Zellner, Arnold; Palm, Franz C. Num Pages: 736 pages, 140 tables. BIC Classification: KCHS; KCJ. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 44. Weight in Grams: 1282. . 2004. Illustrated. hardcover. . . . .

Seller Inventory # V9780521814072

Bibliographic Details

• Title: The Structural Econometric Time Series Analysis Approach
• Publisher: Cambridge University Press
• Publication Date: 2004
• Language: English
• ISBN 10: 0521814073
• ISBN 13: 9780521814072
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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.

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.