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The structural econometric time seri...

Palm, Franz C., (1948-)

The structural econometric time series analysis approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330/.01/519232
書名/作者:	The structural econometric time series analysis approach // edited by Arnold Zellner and Franz C. Palm.
其他作者:	Zellner, Arnold,
面頁冊數:	1 online resource (xv, 718 pages) : : digital, PDF file(s).
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Econometric models.
ISBN:	9780511493171 (ebook)
摘要、提要註:	Bringing together a collection of previously published work, this 2004 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.
電子資源:	http://dx.doi.org/10.1017/CBO9780511493171

The structural econometric time series analysis approach /
The structural econometric time series analysis approach /edited by Arnold Zellner and Franz C. Palm. - 1 online resource (xv, 718 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Bringing together a collection of previously published work, this 2004 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.

ISBN: 9780511493171 (ebook)Subjects--Topical Terms:

184596
Econometric models.

LC Class. No.: HB141 / .S87 2004

Dewey Class. No.: 330/.01/519232

The structural econometric time series analysis approach /
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