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Description - The Structural Econometric Time Series Analysis Approach by Arnold Zellner

Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.

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Book Details

ISBN: 9780521187435
ISBN-10: 0521187435
Format: Paperback
(229mm x 152mm x 37mm)
Pages: 736
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 25-Nov-2010
Country of Publication: United Kingdom

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