Statistics, Econometrics and Forecasting
Statistics, Econometrics and Forecasting
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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.
- Written by one of the foremost practitioners and exponents of econometrics
- Provides basic material on how to construct econometric models, with applied examples, including the newly developed Marshallian Macroeconomic Model
- First book in new lecture series honouring Nobel Laureate, the late Sir Richard Stone
Reviews & endorsements
"I found it a stimulating book. It offers valuable insights on Arnold Zellner's approach to 'good' research, demonstrating how productive and novative research may emerge. Also entertaining were the various anecdotes." - Markus Leippold, University of Ziurich
Product details
March 2004Hardback
9780521832878
184 pages
216 × 140 × 14 mm
0.38kg
9 b/w illus. 13 tables
Available
Table of Contents
- List of figures
- List of tables
- Preface
- Lecture 1. Bank of England
- Lecture 2. National Institute of Economic and Social Research
- Appendix: on the questionable virtue of aggregation
- Notes
- References
- Indexes.
