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Download The Structural Econometric Time Series Analysis Approach CHM PDF DJVU

The Structural Econometric Time Series Analysis Approach




E-Book Download :The Structural Econometric Time Series Analysis Approach (Format : pdf , Language : English)



Author : Arnold Zellner, Franz C. Palm
Publish :2004 / Cambridge University Press
ISBN10/ISBN13 : 0521814073/9780521814072
Pages :736

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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.

Book Description

This 2004 book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making.

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