Synopsis
Bringing together a collection of previously published work, this book 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. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.
"synopsis" may belong to another edition of this title.
About the Author
Arnold Zellner is H. G. B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics, Graduate School of Business, University of Chicago and Adjunct Professor, University of California at Berkeley. He has published books and many articles on the theory and application of econometrics and statistics to a wide range of problems. Franz C. Palm is Professor of Econometrics, Faculty of Economics and Business Administration, Maastricht University. He has published many articles on the theory and application of econometrics and statistics to a wide range of problems.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for The Structural Econometric Time Series Analysis Approach
Stock Image
The Structural Econometric Time Series Analysis Approach
Published by
Cambridge University Press, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1350grams, ISBN:0521814073. Seller Inventory # 9360313
Buy Used
£ 17.71
£ 13.40 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
The Structural Econometric Time Series Analysis Approach
Published by
Cambridge University Press, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
Used
Hardcover
First Edition
Seller: Prior Books Ltd, Cheltenham, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. First Edition. Bright and clean, firm and square, just a few minor bumps and rubs. Hence a non-text page is stamped 'damaged'. Despite such this book is in better than very good condition. Thus it looks and feels unread with contents that are crisp, fresh and tight. Now offered for sale at a special bargain price. Seller Inventory # 123272
Stock Image
The Structural Econometric Time Series Analysis Approach
Published by
Cambridge University Press, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: Labyrinth Books, Princeton, NJ, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # 069082
Stock Image
The Structural Econometric Time Series Analysis Approach
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. illustrated edition. 734 pages. 9.00x6.25x2.00 inches. In Stock. This item is printed on demand. Seller Inventory # __0521814073
Buy New
£ 105.36
£ 15 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
The Structural Econometric Time Series Analysis Approach (Hardcover)
Published by
Cambridge University Press, Cambridge, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. Bringing together a collection of previously published work, this book provides a timely 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. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the new Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike. This 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521814072
Stock Image
The Structural Econometric Time Series Analysis Approach (Hardcover)
Published by
Cambridge University Press, Cambridge, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: AussieBookSeller, Truganina, VIC, Australia
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. Bringing together a collection of previously published work, this book provides a timely 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. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the new Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike. This 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780521814072
Buy New
£ 112.94
£ 27.45 shipping
Ships from Australia to U.S.A.
Ships from Australia to U.S.A.
Quantity: 1 available
Stock Image
The Structural Econometric Time Series Analysis Approach (Hardcover)
Published by
Cambridge University Press, Cambridge, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. Bringing together a collection of previously published work, this book provides a timely 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. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the new Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike. This 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521814072
Buy New
£ 108.49
£ 37 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
The Structural Econometric Time Series Analysis Approach
Published by
Cambridge University Press CUP, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. xv + 718. Seller Inventory # 26488226
Seller Image
The Structural Econometric Time Series Analysis Approach
Published by
Cambridge University Press, 2016
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This 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 . Seller Inventory # 446948417
Buy New
£ 113.04
£ 42.84 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Stock Image
The Structural Econometric Time Series Analysis Approach
Published by
Cambridge University Press, 2004
ISBN 10: 0521814073
ISBN 13: 9780521814072
New
Hardcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. xv + 718 Illus. Seller Inventory # 7392509
Buy New
£ 151.79
£ 6.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available