Call Boomerang Books 1300 36 33 32

Description - 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.

Buy Statistics, Econometrics and Forecasting by Arnold Zellner from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521540445
ISBN-10: 0521540445
Format: Paperback
(216mm x 138mm x 11mm)
Pages: 184
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 19-Feb-2004
Country of Publication: United Kingdom

Other Editions - Statistics, Econometrics and Forecasting by Arnold Zellner

Book Reviews - Statistics, Econometrics and Forecasting by Arnold Zellner

» Have you read this book? We'd like to know what you think about it - write a review about Statistics, Econometrics and Forecasting book by Arnold Zellner and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


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.

Books By Arnold Zellner

Simplicity, Inference and Modelling by Arnold Zellner
Paperback, August 2009
$57.56
Statistics, Econometrics and Forecasting by Arnold Zellner
Hardback, February 2004
$166.50