The Structural Econometric Time Series Analysis Approach (Paperback)

Language: English

Published by Cambridge University Press, Cambridge, 2011

0521187435 / 9780521187435

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Paperback. 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. 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.…

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Title
The Structural Econometric Time Series Analysis Approach (Paperback)
Author
Arnold Zellner
Publisher
Cambridge University Press, Cambridge
Publication year
2011
Condition
new
Binding
Paperback
Language
English
ISBN 10
0521187435
ISBN 13
9780521187435

CitiRetail

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