[share_ebook] The Structural Econometric Time Series Analysis Approach


Author: Arnold Zellner, Franz C. Palm

Date: 2011-11-05

Pages: 734

Publisher: Cambridge University Press

Category: Business


Posted on 2011-10-05, by sharebookfree.

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The Structural Econometric Time Series Analysis Approach


The Structural Econometric Time Series Analysis Approach
Arnold Zellner, Franz C. Palm | Cambridge University Press | 2011-11-05 | 734 pages | English | PDF

This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. 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 presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.


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