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The Structural Econometric Time Series Analysis Approach

Posted By: ChrisRedfield
The Structural Econometric Time Series Analysis Approach

Arnold Zellner, ‎Franz C. Palm - The Structural Econometric Time Series Analysis Approach
Published: 2004-11-08 | ISBN: 0521814073 | PDF | 734 pages | 3 MB


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.