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This text offers key texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach.
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press 2011-02, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2010
ISBN 10: 0521187435
ISBN 13: 9780521187435
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Librería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a discussion of major considerations relating to the construction of econometric models that work . Nº de ref. del artículo: 446929279
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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The Structural Econometric Time Series Analysis Approach (Paperback)
Publicado por
Cambridge University Press, Cambridge, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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Librería: CitiRetail, Stevenage, Reino Unido
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Paperback. Condición: new. Paperback. Bringing together a collection of previously published work, this 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. This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780521187435
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The Structural Econometric Time Series Analysis Approach
Publicado por
Cambridge University Press, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This text offers key texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. Nº de ref. del artículo: 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
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The Structural Econometric Time Series Analysis Approach (Paperback)
Publicado por
Cambridge University Press, Cambridge, 2011
ISBN 10: 0521187435
ISBN 13: 9780521187435
Nuevo
Paperback
Librería: AussieBookSeller, Truganina, VIC, Australia
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: new. Paperback. Bringing together a collection of previously published work, this 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. This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780521187435
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