Statistics, Econometrics and Forecasting

Informationen zum Autor 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. Zusammenfassung Written by one of the foremost practitioners and exponents of econometrics in the world! this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling! and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference. Inhaltsverzeichnis List of figures; List of tables; Preface; Lecture 1. Bank of England; Lecture 2. National Institute of Economic and Social Research; Appendix: on the questionable virtue of aggregation; Notes; References; Indexes.

Dettagli sul prodotto

• Autori: Zellner Arnold, Arnold Zellner
• Con la collaborazione di: CBE Weale (Editore)
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 19.02.2004
• EAN: 9780521832878
• ISBN: 978-0-521-83287-8
• Pagine: 184
• Serie: Stone Lectures in Economics; The Stone Lectures in Economics
• Categorie: Guide e manuali > Diritto, professione, finanze; Scienze sociali, diritto, economia > Economia > Altro; BUSINESS & ECONOMICS / Econometrics, Economic statistics, Econometrics and economic statistics