Overview
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.
- | Author: Arnold Zellner
- | Publisher: Cambridge University Press
- | Publication Date: Feb 17, 2011
- | Number of Pages: 736 pages
- | Binding: Paperback or Softback
- | ISBN-10: 0521187435
- | ISBN-13: 9780521187435
