Statistics, Econometrics and Forecasting

Arnold Zellner

ISBN 10: 052183287X / ISBN 13: 9780521832878

Editore: Cambridge University Press, 2004

Riguardo questo articolo

Druck auf Anfrage Neuware - Printed after ordering - 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.

Codice articolo 9780521832878

Dati bibliografici

• Titolo: Statistics, Econometrics and Forecasting
• Editore: Cambridge University Press
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 052183287X
• ISBN 13: 9780521832878
• Rilegatura: Buch
• Condizione: Neu
• Dimensioni: 222 L x 145 A x 14 P (millimetri) 222 millimetri di larghezza per 145 millimetri di altezza per 14 millimetri di profondità
• Peso: 370 grammi

Descrizione articolo

Riassunto

Analysis and appreciation of the structural econometric, time series analysis approach to statistical and econometric modeling.

Informazioni sull?autore

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.