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The Structural Econometric Time Series Analysis Approach PDF

736 Pages·2004·3.396 MB·English
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Preview The Structural Econometric Time Series Analysis Approach

Description:
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.