Cover of Statistics, Econometrics and Forecasting by Zellner, Arnold, Arnold, Zellner, Weale, CBE, ISBN 9780521540445
Econometrics

Statistics, Econometrics and Forecasting

STATISTICS ECONOMETRICS & FORE

Contributor(s): Author , Author , Editor Format: Paperback

Paperback ยท ISBN 9780521540445

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Key Specifications

ISBN 9780521540445
Subtitle STATISTICS ECONOMETRICS & FORE
Publisher Cambridge University Press
Publication date February 2004
Language English
MRP ยฃ34.00 GBP
Page count 184
Item weight 53 g

This book is based on two Sir Richard Stone lectures at the Bank of England and the National Institute for Economic and Social Research. Largely non-technical, the first part of the book covers some of the broader issues involved in Stone's and others' work in statistics. It explores the more philosophical issues attached to statistics, econometrics and forecasting and describes the paradigm shift back to the Bayesian approach to scientific inference. The first part concludes with simple examples from the different worlds of educational management and golf clubs. The second, more technical part covers in detail the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling.