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Arnold Zellner – Statistics, Econometrics & Forecasting
Dec
Arnold Zellner – Statistics, Econometrics & Forecasting
Sale page:_ http://www.amazon.com/Statistics-Econometrics-Forecasting-Lectures-Economics/dp/0521540445
Series: The Stone Lectures in Economics
Paperback: 184 pages
Publisher: Cambridge University Press (March 29, 2004)
Language: English
ISBN-10: 0521540445
ISBN-13: 978-0521540445
Product Dimensions: 5.4 x 0.4 x 8.5 inches
Shipping Weight: 9 ounces (View shipping rates and policies)
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Amazon Best Sellers Rank: #4,531,221 in Books (See Top 100 in Books)
This book is based on two Sir Richard Stone lectures at the Bank of England and the National Institute for Economic and Social Research. Largely non-technical, the first part of the book covers some of the broader issues involved in Stone’s and others’ work in statistics. It explores the more philosophical issues attached to statistics, econometrics and forecasting and describes the paradigm shift back to the Bayesian approach to scientific inference. The first part concludes with simple examples from the different worlds of educational management and golf clubs. The second, more technical part covers in detail the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling.
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