Structural Econometric Time Series Analysis Approach

Name: Structural Econometric Time Series Analysis Approach
Brand: Cambridge University Press
SKU: 9780521187435
Price: 61.91 EUR
Availability: InStock

Autor: Arnold ZellnerFranz C. Palm

Jazyk:

Väzba: Brožovaná

Vydavateľ: Cambridge University Press

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61.91 €

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

Informácie o knihe

Autor

Arnold ZellnerFranz C. Palm

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2011

Stránok

736

EAN

9780521187435

ISBN

0521187435

Enbook ID

02025156

Vydavateľ

Cambridge University Press

Hmotnosť

970

Rozmery

152 x 229 x 37

Kompletný popis

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.

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Structural Econometric Time Series Analysis Approach

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