Statistics, Econometrics and Forecasting

By: Arnold Zellner, Zellner Arnold, CBE Weale (Editor)

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Hardcover | 19 February 2004

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Hardcover
184 Pages

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21.59 x 13.97 x 1.42

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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.

Industry Reviews

"I found it a stimulating book. It offers valuable insights on Arnold Zellner's approach to 'good' research, demonstrating how productive and novative research may emerge. Also entertaining were the various anecdotes." - Markus Leippold, University of Ziurich

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You Can Find This Book In

Non-Fiction Economics Economic Forecasting Mathematics Probability & Statistics Econometrics Economic Statistics

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Paperback

Published: 20th April 2004

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List of figures
List of tables
Preface
Bank of England
National Institute of Economic and Social Research
Appendix: on the questionable virtue of aggregation
Notes
References
Indexes
Table of Contents provided by Publisher. All Rights Reserved.

Statistics, Econometrics and Forecasting

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Paperback

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