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  3. Statistics, Econometrics and Forecasting
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  • Publisher:
    Cambridge University Press
    Publication date:
    22 September 2009
    19 February 2004
    ISBN:
    9780511493188
    9780521832878
    9780521540445
    DOI:
    https://doi.org/10.1017/CBO9780511493188
    Dimensions:
    (216 x 138 mm)
    Weight & Pages:
    0.38kg, 184 Pages
    Dimensions:
    (216 x 138 mm)
    Weight & Pages:
    0.264kg, 184 Pages
    • Subjects:
    Economics, Econometrics and Mathematical Methods, Economic Theory, Statistics for Econometrics, Finance and Insurance, Statistics and Probability
    Series:
    The Stone Lectures in Economics
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    • Selected: Digital
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    Subjects:
    Economics, Econometrics and Mathematical Methods, Economic Theory, Statistics for Econometrics, Finance and Insurance, Statistics and Probability
    Series:
    The Stone Lectures in Economics
    Information

    Book description

    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.

    Reviews

    "I found it a stimulating book. It offers valuable insights on Arnold Zellner's approach to 'good' research, demonstrating how productive and novative research may emerge. Also entertaining were the various anecdotes." - Markus Leippold, University of Ziurich

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