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The Structural Econometric Time Series Analysis Approach. A.ゼルナー他編 構造的計量経済学的時系列分析アプローチ
・ISBN 978-0-521-81407-2 2004 hard GB£ 94.00
￥29,779.- (税込) ※（※）価格はご注文時の参考価格となります。
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★★★
・ISBN 978-0-521-18743-5 2010 paper GB£ 49.00
￥15,523.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-49317-1
| 著者・編者 | Zellner, Arnold / Palm, F. C. (eds.), |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | 718 pp. |
| 言語 | ENG |
| ニュース番号 | ＜488-192 515-244＞ |
解説
Bringing together a collection of previously published work, this book provides a 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 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.