The structural econometric time series analysis approach:
Bringing together a collection of previously published work, this 2004 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 bet...
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2004
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBG01 Volltext |
| Zusammenfassung: | Bringing together a collection of previously published work, this 2004 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xv, 718 pages) |
| ISBN: | 9780511493171 |
| DOI: | 10.1017/CBO9780511493171 |
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| spelling | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm Cambridge Cambridge University Press 2004 1 online resource (xv, 718 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Bringing together a collection of previously published work, this 2004 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 Ökonometrisches Modell Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Zeitreihenanalyse (DE-588)4067486-1 s Ökonometrisches Modell (DE-588)4043212-9 s 2\p DE-604 Zellner, Arnold edt Palm, Franz C. 1948- edt Erscheint auch als Druckausgabe 978-0-521-18743-5 Erscheint auch als Druckausgabe 978-0-521-81407-2 https://doi.org/10.1017/CBO9780511493171 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | The structural econometric time series analysis approach Ökonometrisches Modell Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4043212-9 (DE-588)4143413-4 |
| title | The structural econometric time series analysis approach |
| title_auth | The structural econometric time series analysis approach |
| title_exact_search | The structural econometric time series analysis approach |
| title_full | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm |
| title_fullStr | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm |
| title_full_unstemmed | The structural econometric time series analysis approach edited by Arnold Zellner and Franz C. Palm |
| title_short | The structural econometric time series analysis approach |
| title_sort | the structural econometric time series analysis approach |
| topic | Ökonometrisches Modell Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Ökonometrisches Modell Econometric models Zeitreihenanalyse Aufsatzsammlung |
| url | https://doi.org/10.1017/CBO9780511493171 |
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