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The Structural Econometric Time Series Analysis Approach
by Arnold Zellner and Franz C. Palm
Other Available Formats
Overview
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.
This item is Non-Returnable
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Details
- ISBN-13: 9780521814072
- ISBN-10: 0521814073
- Publisher: Cambridge University Press
- Publish Date: October 2004
- Dimensions: 9.16 x 6.1 x 1.95 inches
- Shipping Weight: 2.84 pounds
- Page Count: 736
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