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Statistics, Econometrics and Forecasting

Statistics, Econometrics and Forecasting - Paperback

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Product Details
Author:
Arnold Zellner
Publisher:
Cambridge University Press
Publication Date:
Feb 19, 2004
Number of pages:
184 pages
Binding:
Paperback or Softback
ISBN-10:
0521540445
ISBN-13:
9780521540445

Overview

This book is based on two Sir Richard Stone lectures at the Bank of England and the National Institute for Economic and Social Research. Largely non-technical, the first part of the book covers some of the broader issues involved in Stone's and others' work in statistics. It explores the more philosophical issues attached to statistics, econometrics and forecasting and describes the paradigm shift back to the Bayesian approach to scientific inference. The first part concludes with simple examples from the different worlds of educational management and golf clubs. The second, more technical part covers in detail the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling.


  • | Author: Arnold Zellner
  • | Publisher: Cambridge University Press
  • | Publication Date: Feb 19, 2004
  • | Number of Pages: 184 pages
  • | Binding: Paperback or Softback
  • | ISBN-10: 0521540445
  • | ISBN-13: 9780521540445

Categories

Business & Economics

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