Arnold Zellner – The Structural Econometric Time Series Analysis Approach

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Size 4.6 MB

  • PDF:734 pages
  • Publisher:Cambridge University Press (21 Oct. 2004)
  • Language:English
  • ISBN-10:0521814073
  • ISBN-13:978-0521814072

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Description

Arnold Zellner – The Structural Econometric Time Series Analysis Approach

Bringing collectively a group of beforehand revealed work, this 2004 ebook supplies a dialogue of main concerns referring to the development of econometric fashions that work properly to clarify financial phenomena, predict future outcomes and be helpful for policy-making. Analytical relations between dynamic econometric structural fashions and empirical time collection MVARMA, VAR, switch operate, and univariate ARIMA fashions are established with essential utility for model-checking and mannequin development. The concept and functions of those procedures to a wide range of econometric modeling and forecasting issues in addition to Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are additionally introduced and utilized. Finally, consideration is concentrated on the consequences of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that options demand, provide and entry equations for main sectors of economies is analysed and described. This quantity will show invaluable to professionals, teachers and college students alike.

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