The

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 est...

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Bibliografiske detaljer
Andre forfattere: Arnold Zellner; Franz C. Palm
Sprog:Undetermined
English
Udgivet: New York Cambridge University Press 2004
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh
Beskrivelse
Summary: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
Fysisk beskrivelse:xv, 718 p.
ill.
24 cm
Bibliografi:Includes bibliographical references and indexes
ISBN:0521814073
9780521814072