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The Structural Econometric Time Series Analysis Approach by Arnold Zellner, Franz C. Palm

The Structural Econometric Time Series Analysis Approach

by Arnold Zellner , Franz C. Palm
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Book cover type: Paperback
  • ISBN13: 9780521187435
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 736
  • Original Price: GBP 49.0
  • Language: English
  • Edition: N/A
  • Item Weight: 967 grams
  • BISAC Subject(s): Econometrics

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.

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