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Statistics, econometrics, and forecasting /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Statistics, econometrics, and forecasting // Arnold Zellner.
remainder title:	Statistics, Econometrics & Forecasting
Author:	Zellner, Arnold,
Description:	1 online resource (xvii, 163 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Econometric models. -
Online resource:	https://doi.org/10.1017/CBO9780511493188
ISBN:	9780511493188 (ebook)

Statistics, econometrics, and forecasting /
Zellner, Arnold,

Statistics, econometrics, and forecasting /Statistics, Econometrics & ForecastingArnold Zellner. - 1 online resource (xvii, 163 pages) :digital, PDF file(s). - The Stone lectures in economics. - Stone lectures in economics..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Preface -- 1. Lecture I: Bank of England -- 2. Lecture II: National Institute for Economic and Social Research -- 3. Appendix: On the questionable virtue of aggregation.

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.

ISBN: 9780511493188 (ebook)Subjects--Topical Terms:

556561
Econometric models.

LC Class. No.: HB141 / .Z45 2004

Dewey Class. No.: 330/.01/5195

Statistics, econometrics, and forecasting /
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500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 $a Preface -- 1. Lecture I: Bank of England -- 2. Lecture II: National Institute for Economic and Social Research -- 3. Appendix: On the questionable virtue of aggregation.
520 $a 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.
650 0 $a Econometric models. $3 556561
650 0 $a Time-series analysis. $3 528412
650 0 $a Economic forecasting. $3 558397
776 0 8 $i Print version: $z 9780521832878
830 0 $a Stone lectures in economics. $3 1441724
856 4 0 $u https://doi.org/10.1017/CBO9780511493188