The Structural Econometric Time Series Analysis Approach
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Tag: Science/Engineering
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The Structural Econometric Time Series Analysis Approach
Cambridge University Press | ISBN: 0521814073 | 2004-11-08 | PDF | 360 pages | 4 Mb
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.
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