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Arnold Zellner, Franz C. Palm

The Structural Econometric Time Series Analysis Approach

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ISBN: 0521814073, 9780521814072
Издательство: Cambridge University Press
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.