Statistics, econometrics and forecasting

Arnold Zellner - Collection The stone lectures in economics

166 pages, parution le 15/02/2004

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Résumé

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.

Sommaire

Preface
Lecture I at Bank of England
Lecture II at National Institute for Economic and Social Research
Summary and conclusions.

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Arnold Zellner
Collection	The stone lectures in economics
Parution	15/02/2004
Nb. de pages	166
Format	14 x 21,8
Couverture	Broché
Poids	261g
Intérieur	Noir et Blanc
EAN13	9780521540445
ISBN13	978-0-521-54044-5