Statistics, econometrics, and foreca...
Zellner, Arnold,

 

  • Statistics, econometrics, and forecasting /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 330/.01/5195
    書名/作者: Statistics, econometrics, and forecasting // Arnold Zellner.
    其他題名: Statistics, Econometrics & Forecasting
    作者: Zellner, Arnold,
    面頁冊數: 1 online resource (xvii, 163 pages) : : digital, PDF file(s).
    附註: Title from publisher's bibliographic system (viewed on 05 Oct 2015).
    標題: Econometric models.
    標題: Time-series analysis.
    標題: Economic forecasting.
    ISBN: 9780511493188 (ebook)
    內容註: Preface -- 1. Lecture I: Bank of England -- 2. Lecture II: National Institute for Economic and Social Research -- 3. Appendix: On the questionable virtue of aggregation.
    摘要、提要註: 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.
    電子資源: http://dx.doi.org/10.1017/CBO9780511493188
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