Articles liés à The Structural Econometric Time Series Analysis Approach
Synopsis
This text offers key texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach.
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Présentation de l'éditeur
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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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
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ISBN 13 : 9780521187435
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The Structural Econometric Time Series Analysis Approach (Paperback)
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Cambridge University Press, Cambridge, 2011
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Paperback. Etat : 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 multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 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
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ISBN 13 : 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press 2011-02, 2011
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
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ISBN 13 : 9780521187435
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The Structural Econometric Time Series Analysis Approach
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Cambridge University Press, 2011
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ISBN 13 : 9780521187435
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Paperback. Etat : Brand New. 734 pages. 8.80x6.00x1.70 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521187435
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The Structural Econometric Time Series Analysis Approach (Paperback)
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Cambridge University Press, Cambridge, 2011
ISBN 10 : 0521187435
ISBN 13 : 9780521187435
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Paperback. Etat : 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. N° de réf. du vendeur 9780521187435
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The Structural Econometric Time Series Analysis Approach
Edité par
Cambridge University Press CUP, 2011
ISBN 10 : 0521187435
ISBN 13 : 9780521187435
Neuf
Couverture souple
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