Hidden Bibliographic Details
| ISBN: | 0511185057
9780511185052
0511187726
9780511187728
0511186797
9780511186790
0511189567
9780511189562
051118588X
9780511185885
9780521832878
052183287X
9780521540445
0521540445
0511493185
9780511493188
9786610457779
6610457778
0521540445
052183287X
1107148960
9781107148963
1280457775
9781280457777
0511327056
9780511327056
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| Digital file characteristics: | data file
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| Notes: | Includes bibliographical references (pages 138-154) and indexes.
English.
Print version record.
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| Summary: | 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.
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| Other form: | Print version: Zellner, Arnold. Statistics, econometrics, and forecasting. Cambridge, UK ; New York : Cambridge University Press, 2004 052183287X 0521540445
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