Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)

by Arnold Zellner
Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
ISBN 052183287X
  • Author:
    Arnold Zellner
  • Title:
    Statistics, Econometrics and Forecasting (The Stone Lectures in Economics)
  • Category:
  • ISBN13:
    978-0521832878
  • Size PDF version
    1327 kb
  • Size EPUB version
    1643 kb
  • Rating:
    4.8
  • Votes:
    431
  • Format:
    fb2, pdf, azf, odf, lit, ibooks, mobi, epub, cb7
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.

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