TY  - BOOK
AU  - Zellner,Arnold
TI  - Statistics, econometrics, and forecasting
SN  - 052183287X
AV  - HB141 .Z45 2004
U1  - 330.01'5195 22
PY  - 2004///
CY  - Cambridge, UK, New York
PB  - Cambridge University Press
KW  - Econometric models
KW  - Time-series analysis
KW  - Economic forecasting
N1  - Includes bibliographical references (p. 138-154) and indexes
N2  - 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
UR  - http://www.loc.gov/catdir/description/cam032/2003053225.html
UR  - http://www.loc.gov/catdir/toc/cam032/2003053225.html
UR  - http://www.loc.gov/catdir/enhancements/fy0732/2003053225-b.html
ER  -