Statistics Econometrics Forecasting (The Stone Lectures in Economics) - Softcover

Zellner, Arnold

Softcover

ISBN 10: 0521540445 ISBN 13: 9780521540445

Publisher: Cambridge University Press, 2008

Synopsis

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.

About this title

Product Description

163p blue paperback, appears unused, some sunning to spine, binding tight, text clean and fresh, an excellent copy

Review

"I found it a stimulating book. It offers valuable insights on Arnold Zellner's approach to 'good' research, demonstrating how productive and novative research may emerge. Also entertaining were the various anecdotes." - Markus Leippold, University of Ziurich

Edition details

• Publisher: Cambridge University Press
• Publication date: 2008
• ISBN 10: 0521540445
• ISBN 13: 9780521540445
• Binding: Paperback
• Language: English
• Number of pages: 184