Can I read The Structural Econometric Time Series Analysis Approach on EtoBox?

The Structural Econometric Time Series Analysis Approach by Arnold Zellner and Franz C. Palm is a book available to read on EtoBox.

What is The Structural Econometric Time Series Analysis Approach about?

Bringing together a collection of previously published work, this 2004 book 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. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike

Author

Arnold Zellner and Franz C. Palm

Publisher

CAMBRIDGE UNIV PRESS; Cambridge University Press

Published

2004

Language

EN

ISBN

9780511231223

Subjects

Economics, Business, Finance