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.