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The Structural Econometric Time Series Analysis Approach

The Structural Econometric Time Series Analysis Approach

Hardcover

Economics

ISBN10: 0521814073
ISBN13: 9780521814072
Publisher: Cambridge University Press
Published: Oct 21 2004
Pages: 736
Weight: 2.84
Height: 1.95 Width: 6.10 Depth: 9.16
Language: English
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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Economics