Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and ...
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Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.
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Add this copy of The Structural Econometric Time Series Analysis to cart. $41.93, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Cambridge University Press.
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1350grams, ISBN: 0521814073.
Add this copy of The Structural Econometric Time Series Analysis to cart. $52.38, very good condition, Sold by Prior Books rated 5.0 out of 5 stars, ships from Cheltenham, GLOUCESTERSHIRE, UNITED KINGDOM, published 2004 by Cambridge University Press.
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Very Good. Bright and clean, firm and square, just a few minor bumps and rubs. Hence a non-text page is stamped 'damaged'. Despite such this book is in better than very good condition. Thus it looks and feels unread with contents that are crisp, fresh and tight. Now offered for sale at a special bargain price.
Add this copy of The Structural Econometric Time Series Analysis to cart. $57.49, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2011 by Cambridge University Press.
Add this copy of The Structural Econometric Time Series Analysis to cart. $91.14, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2011 by Cambridge University Press.
Add this copy of The Structural Econometric Time Series Analysis to cart. $116.80, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by Cambridge University Press.
