Economics
The Structural Econometric Time Series Analysis Approach (English, Arnold Zellner | Franz C. Palm)
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Product Description
About the Book
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.
ISBN: 9780521814072
Book Specifications
| ISBN-13 | 9780521814072 |
| ISBN-10 | 0521814073 |
| Publisher | Cambridge University Press |
| Category | Economics |
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