TY - BOOK ID - 5437090 TI - The structural econometric time series analysis approach AU - Zellner, Arnold AU - Palm, Franz C PY - 2004 SN - 9780521814072 0521814073 9780511493171 9780521187435 0511230451 0511231229 9780511231223 9780511228827 0511228821 0511229666 9780511229664 9780511230455 0511493177 9786610702930 6610702934 0521187435 1107159075 1280702931 0511331533 PB - Cambridge Cambridge University Press DB - UniCat KW - Econometric models KW - Modèles économétriques KW - AA / International- internationaal KW - 303.6 KW - 305.971 KW - 304.3 KW - 304.0 KW - Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. KW - Speciale gevallen in econometrische modelbouw. KW - Statistische analyse van de seizoenschommelingen. KW - Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. KW - Econometric models. KW - Modèles économétriques KW - Econometrics KW - Mathematical models KW - Raming : theorie (wiskundige statistiek). Bayesian analysis and inference KW - Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen KW - Statistische analyse van de seizoenschommelingen KW - Speciale gevallen in econometrische modelbouw KW - Business, Economy and Management KW - Economics KW - Analyses des series temporelles KW - Economie structurale KW - Time series analysis UR - https://www.unicat.be/uniCat?func=search&query=sysid:5437090 AB - Bringing together a collection of previously published work, this 2004 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. ER -