The Structural Econometric Time Series Analysis Approach: Author index
The Structural Econometric Time Series Analysis Approach: Author index
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结构计量经济学时间序列分析方法：作者索引
DOI：
10.1017/cbo9780511493171
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发表时间：
2004
期刊：
影响因子：
--
通讯作者：
F. Palm
中科院分区：
文献类型：
--
作者：
A. Zellner;F. Palm
汇集了以前出版的工作，这本书提供了一个及时的讨论有关的计量经济学模型，工作很好地解释经济现象，预测未来的结果，并为决策有用的建设主要考虑。建立了动态计量经济结构模型与经验时间序列MVARMA、VAR、传递函数和单变量ARIMA模型之间的解析关系，在模型检验和模型构建中具有重要应用。这些程序的理论和应用，以各种计量经济学建模和预测问题，以及贝叶斯和非贝叶斯检验，收缩估计和预测程序也提出和应用。最后，注意力集中在预测精度和新的马歇尔宏观经济模型，功能的需求，供应和进入方程的主要经济部门的分解的影响进行了分析和说明。这卷将证明是无价的专业人士，学者和学生一样。
Bringing together a collection of previously published work, this book provides a timely discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. 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 also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the new Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.