Statistics Econometrics Forecasting 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Arnold Zellner 作者

Cambridge University Press

译者

2008-8-21 出版日期

184 页数

GBP 23.99 价格

Paperback

丛书系列

9780521540445 图书编码

Statistics Econometrics Forecasting 在线电子书图书标签: statistics Econometrics

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发表于2024-10-02

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Statistics Econometrics Forecasting 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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.

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