UID:
almahu_9948234319002882
Format:
1 online resource (xv, 718 pages) :
,
digital, PDF file(s).
ISBN:
9780511493171 (ebook)
Content:
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.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Additional Edition:
Print version: ISBN 9780521814072
Language:
English
Subjects:
Economics
URL:
https://doi.org/10.1017/CBO9780511493171
URL:
Volltext
(lizenzpflichtig)
URL:
https://doi.org/10.1017/CBO9780511493171
