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Sinopsis
Written by one of the foremost practitioners and exponents of econometrics in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference.
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Críticas
"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
Biografía del autor
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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- EditorialCambridge University Press
- Año de publicación2004
- ISBN 10 052183287X
- ISBN 13 9780521832878
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de páginas184
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Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
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Cambridge University Press 19 F, 2004
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Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
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Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
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Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
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Statistics, Econometrics and Forecasting
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Statistics, Econometrics and Forecasting (Hardcover)
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Cambridge University Press, Cambridge, 2004
ISBN 10: 052183287X
ISBN 13: 9780521832878
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Hardcover. Condición: new. Hardcover. 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 in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780521832878
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Statistics, Econometrics and Forecasting (Hardcover)
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Cambridge University Press, Cambridge, 2004
ISBN 10: 052183287X
ISBN 13: 9780521832878
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Hardcover. Condición: new. Hardcover. 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 in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780521832878
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Statistics, Econometrics and Forecasting
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Cambridge University Press, 2006
ISBN 10: 052183287X
ISBN 13: 9780521832878
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Written by one of the foremost practitioners and exponents of econometrics in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appre. Nº de ref. del artículo: 446949467
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Statistics, Econometrics and Forecasting (Hardcover)
Publicado por
Cambridge University Press, Cambridge, 2004
ISBN 10: 052183287X
ISBN 13: 9780521832878
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Hardcover. Condición: new. Hardcover. 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 in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780521832878
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