Statistics, Econometrics and Forecasting
Statistics, Econometrics and Forecasting
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Summary
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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Statistics, Econometrics and Forecasting by Arnold Zellner
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.
"I found it a stimulating bookIt 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
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.
| SKU | Unavailable |
| ISBN 13 | 9780521832878 |
| ISBN 10 | 052183287X |
| Title | Statistics, Econometrics and Forecasting |
| Author | Arnold Zellner |
| Series | The Stone Lectures In Economics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 2004-02-19 |
| Number of pages | 184 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |