Description: Time Series Analysis and Macroeconometric Modelling : The Collected Papers of Kenneth F. Wallis, Hardcover by Wallis, Kenneth F., ISBN 1852788216, ISBN-13 9781852788216, Brand New, Free shipping in the US This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting, with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models. Professor Wallis has written a detailed introduction to the papers in this volume in which he explains the background to these papers and comments on subsequent developments.
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Book Title: Time Series Analysis and Macroeconometric Modelling : The Collect
Number of Pages: 456 Pages
Language: English
Publication Name: Time Series Analysis and Macroeconometric Modelling : the Collected Papers of Kenneth F. Wallis
Publisher: Elgar Publishing, Incorporated, Edward
Publication Year: 1995
Item Height: 1.1 in
Subject: Social Scientists & Psychologists, Economics / Macroeconomics, Probability & Statistics / Time Series
Item Weight: 28.8 Oz
Type: Textbook
Item Length: 9.4 in
Subject Area: Mathematics, Biography & Autobiography, Business & Economics
Author: Kenneth F. Wallis
Item Width: 6.5 in
Series: Economists of the Twentieth Century Ser.
Format: Hardcover
