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TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING

Name: TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
Brand: Edward Elgar Publishing Ltd
SKU: 05110801
Price: 73632 HUF
Availability: InStock
Author: Kenneth F. Wallis
ISBN: 9781852788216

The Collected Papers of Kenneth F. Wallis

Kenneth F. Wallis

Language

English

Book Hardback

Libristo code: 05110801

Publishers Edward Elgar Publishing Ltd, January 1995

This volume of essays by Kenneth F. Wallis features 28 articles published from 1970 to 1995 in the a... Full description

Libristo code: 05110801

492 b

73 632 Ft

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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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About the book

Full name TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING

Author Kenneth F. Wallis

Language

English

Binding Book - Hardback

Date of issue 1995

Number of pages 456

EAN 9781852788216

Libristo code 05110801

Publishers Edward Elgar Publishing Ltd

Weight 843

Dimensions 156 x 234 x 29

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