This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. 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 presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
Páginas : 734
Peso : 3 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 2004
ISBN : 978-0521814072
Editorial : Cambridge University
Autor : Arnold Zellner, Franz C. Palm
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