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Statistics, econometrics, and forecasting / Arnold Zellner

Author
Zellner, Arnold
Published
Cambridge, UK ; New York : Cambridge University Press, 2004.
Physical Description
1 online resource (xvii, 163 pages) : illustrations
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Series
Language Note
English.
Contents
Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Preface; lecture 1 Bank of England; lecture 2 National Institute of Economic and Social Research; appendix On the questionable virtue of aggregation; Notes; References; Subject index; Author index.
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.
Report Numbers
MYILIB_CUp
Subject(s)
ISBN
0511185057 (electronic bk.)
9780511185052 (electronic bk.)
0511187726
9780511187728
0511186797
9780511186790
0511189567 (electronic bk. ; Adobe Digital Editions)
9780511189562 (electronic bk. ; Adobe Digital Editions)
051118588X (electronic bk.)
9780511185885 (electronic bk.)
9780521832878
052183287X
9780521540445 (pbk.)
0521540445 (pbk.)
0511493185 (electronic book)
9780511493188 (electronic book)
9786610457779
6610457778
1107148960
9781107148963
1280457775
9781280457777
0511327056
9780511327056
0521540445 (Paper)
052183287X (Cloth)
Digital File Characteristics
data file
Bibliography Note
Includes bibliographical references (pages 138-154) and indexes.
View MARC record | catkey: 43321962