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The Structural Econometric Time Series Analysis Approach - Tapa blanda

 
9780521187435: The Structural Econometric Time Series Analysis Approach
Tapa blanda
ISBN 10: 0521187435 ISBN 13: 9780521187435
Editorial: Cambridge University Press, 2011

Sinopsis

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.

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Product Description

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Editorial
Cambridge University Press
Año de publicación
2011
Idioma
Inglés
ISBN 10 
0521187435
ISBN 13 
9780521187435
Encuadernación
Tapa blanda
Número de páginas
736
Editor
Zellner Arnold
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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