The Structural Econometric Time Series Analysis Approach
Arnold Zellner, Franz C. Palm
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. 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 presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
عام:
2004
الإصدار:
illustrated edition
الناشر:
Cambridge University Press
اللغة:
english
الصفحات:
736
ISBN 10:
0511231229
ISBN 13:
9780521814072
ملف:
PDF, 3.40 MB
IPFS:
,
english, 2004