Statistics, econometrics, and forecasting /
Zellner, Arnold.
Statistics, econometrics, and forecasting / Arnold Zellner. - Cambridge, UK ; New York : Cambridge University Press, 2004. - xvii, 163 p. : ill. ; 23 cm. - The Stone lectures in economics .
Includes bibliographical references (p. 138-154) and indexes.
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. It 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.
052183287X 0521540445 (pbk.) 9780521832878
2003053225
Econometric models.
Time-series analysis.
Economic forecasting.
HB141 / .Z45 2004
330.01'5195
Statistics, econometrics, and forecasting / Arnold Zellner. - Cambridge, UK ; New York : Cambridge University Press, 2004. - xvii, 163 p. : ill. ; 23 cm. - The Stone lectures in economics .
Includes bibliographical references (p. 138-154) and indexes.
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. It 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.
052183287X 0521540445 (pbk.) 9780521832878
2003053225
Econometric models.
Time-series analysis.
Economic forecasting.
HB141 / .Z45 2004
330.01'5195