The structural econometric time series analysis approach:
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 bet...
Gespeichert in:
| Weitere beteiligte Personen: | , |
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| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2004
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| Links: | https://doi.org/10.1017/CBO9780511493171 |
| Zusammenfassung: | 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. |
| Umfang: | 1 Online-Ressource (xv, 718 Seiten) |
| ISBN: | 9780511493171 |
Internformat
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| spelling | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm Cambridge Cambridge University Press 2004 1 Online-Ressource (xv, 718 Seiten) txt c cr 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. Palm, Franz C. 1948- Zellner, Arnold Erscheint auch als Druck-Ausgabe 9780521187435 Erscheint auch als Druck-Ausgabe 9780521814072 |
| spellingShingle | The structural econometric time series analysis approach |
| title | The structural econometric time series analysis approach |
| title_auth | The structural econometric time series analysis approach |
| title_exact_search | The structural econometric time series analysis approach |
| title_full | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm |
| title_fullStr | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm |
| title_full_unstemmed | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm |
| title_short | The structural econometric time series analysis approach |
| title_sort | structural econometric time series analysis approach |
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