Sprache: Englisch
Verlag: Cambridge University Press, 2004
ISBN 10: 052183287X ISBN 13: 9780521832878
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 144,86
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: Cambridge University Press, 2004
ISBN 10: 052183287X ISBN 13: 9780521832878
Anbieter: Kennys Bookstore, Olney, MD, USA
EUR 196,08
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. Analysis and appreciation of the structural econometric, time series analysis approach to statistical and econometric modeling. Series Editor(s): Weale, Martin. Series: Stone Lectures in Economics. Num Pages: 184 pages, 9 b/w illus. 13 tables. BIC Classification: KCHS. Category: (P) Professional & Vocational. Dimension: 216 x 138 x 14. Weight in Grams: 363. . 2004. Illustrated. hardcover. . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Cambridge University Press, 2004
ISBN 10: 052183287X ISBN 13: 9780521832878
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.