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

    Product form

    £29.44

    Includes FREE delivery

    RRP £30.99 – you save £1.55 (5%)

    Order before 4pm today for delivery by Fri 26 Jun 2026.

    A Paperback / softback by Arnold Zellner

    15 in stock


      View other formats and editions of Statistics Econometrics and Forecasting by Arnold Zellner

      Publisher: Cambridge University Press
      Publication Date: 19/02/2004
      ISBN13: 9780521540445, 978-0521540445
      ISBN10: 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.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account