Statistics, Econometrics and Forecasting
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Statistics, Econometrics and Forecasting by Arnold Zellner
Book DescriptionBased 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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Book DetailsISBN: 9780521832878
(216mm x 138mm x 14mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 19-Feb-2004
Country of Publication: United Kingdom
Books By Author Arnold Zellner
Structural Econometric Time Series Analysis Approach, Paperback (February 2011)
This text offers key texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach.
Simplicity, Inference and Modelling, Paperback (October 2009)
An inter-disciplinary perspective on the role of simplicity in modelling and inference, first published in 2002.
Statistics, Econometrics and Forecasting, Paperback (February 2004)
Analysis and appreciation of the structural econometric, time series analysis approach to statistical and econometric modeling.
Economics of Marine Resources and Conservation Policy, Hardback (February 2003)» View all books by Arnold Zellner
This volume presents a complete reprint of Crutchfield and Zellner's pioneering study, together with a new introduction by the authors and four papers by other scholars. These cover the history of the halibut industry as well as the contributions of the original work.
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Author Biography - Arnold Zellner
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.
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