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TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING

The Collected Papers of Kenneth F. Wallis

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING Kenneth F. Wallis
Libristo kod: 05110801
Nakladnici Edward Elgar Publishing Ltd, siječanj 1995
This volume of essays by Kenneth F. Wallis features 28 articles published from 1970 to 1995 in the a... Cijeli opis
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This volume of essays by Kenneth F. Wallis features 28 articles published from 1970 to 1995 in the areas of time series analysis and macroeconometric modelling. The first section focuses on time series econometrics and contains applications in empirical macroeconomics. Issues addressed include the (mis)use of the Durbin-Watson statistic, the two-step estimator, time series modelling and econometric implications of the rational expectations hypothesis. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting found in both large scale and small scale models. Macroeconometric modelling is the subject of the final section and focuses on large-scale macroeconometric models, models of the UK economy and policy-making with macroeconometric models.

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Informacije o knjizi

Puni naziv TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
Autor Kenneth F. Wallis
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 1995
Broj stranica 456
EAN 9781852788216
Libristo kod 05110801
Nakladnici Edward Elgar Publishing Ltd
Težina 843
Dimenzije 156 x 234 x 29

Kategorija

Economics, Finance, Business & Management > Economics > Macroeconomics
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