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Statistics, Econometrics and Forecasting

Statistics, Econometrics and Forecasting

£88.00

Part of The Stone Lectures in Economics

  • Date Published: February 2004
  • availability: Available
  • format: Hardback
  • isbn: 9780521832878

£ 88.00
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About the Authors
  • 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.

    • Written by one of the foremost practitioners and exponents of econometrics
    • Provides basic material on how to construct econometric models, with applied examples, including the newly developed Marshallian Macroeconomic Model
    • First book in new lecture series honouring Nobel Laureate, the late Sir Richard Stone
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    Product details

    • Date Published: February 2004
    • format: Hardback
    • isbn: 9780521832878
    • length: 184 pages
    • dimensions: 216 x 140 x 14 mm
    • weight: 0.38kg
    • contains: 9 b/w illus. 13 tables
    • availability: Available
  • Table of Contents

    List of figures
    List of tables
    Preface
    Lecture 1. Bank of England
    Lecture 2. National Institute of Economic and Social Research
    Appendix: on the questionable virtue of aggregation
    Notes
    References
    Indexes.

  • Author

    Arnold Zellner, University of Chicago
    Arnold Zellner is H. G. B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the University of Chicago, and adjunct Professor at the University of California at Berkeley. He is one of the most important figures in the development of econometrics, in particular the use of Bayesian technique. He is co-founder of the Journal of Econometrics, and remains an active researcher in modeling, statistics and forecasting.

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