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The structural econometric time series analysis approach /

This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a timely discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Zellner, Arnold, Palm, Franz C., 1948-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2004.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Half-title; Title; Copyright; Contents; Contributors; Acknowledgments; Introduction; 1 Time series analysis and simultaneous equation econometric models (1974); 2 Statistical analysis of econometric models (1979); 3 Structural econometric modeling and time series analysis: an integrated approach (1983); 4 Time series analysis, forecasting, and econometric modeling: the structural econometric modeling, time series analysis (SEMTSA) approach (1994); 5 Large-sample estimation and testing procedures for dynamic equation systems (1980).