Description

Book Synopsis
Written by one of the foremost practitioners and exponents of econometrics in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference.

Trade Review
"I found it a stimulating book. It offers valuable insights on Arnold Zellner's approach to 'good' research, demonstrating how productive and novative research may emerge. Also entertaining were the various anecdotes." - Markus Leippold, University of Ziurich

Table of Contents
List of figures; List of tables; Preface; Lecture 1. Bank of England; Lecture 2. National Institute of Economic and Social Research; Appendix: on the questionable virtue of aggregation; Notes; References; Indexes.

Statistics Econometrics and Forecasting

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    A Paperback / softback by Arnold Zellner

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      Book details

      Publisher Cambridge University Press
      Published 19 February 2004
      ISBN-13 9780521540445
      978-0521540445
      ISBN-10 0521540445
      Also in:
      Econometrics and economic statistics

      Description

      Book Synopsis
      Written by one of the foremost practitioners and exponents of econometrics in the world, this book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference.

      Trade Review
      "I found it a stimulating book. It offers valuable insights on Arnold Zellner's approach to 'good' research, demonstrating how productive and novative research may emerge. Also entertaining were the various anecdotes." - Markus Leippold, University of Ziurich

      Table of Contents
      List of figures; List of tables; Preface; Lecture 1. Bank of England; Lecture 2. National Institute of Economic and Social Research; Appendix: on the questionable virtue of aggregation; Notes; References; Indexes.

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