Time Series Analysis and Macroeconometric Modelling : The Collected Papers of...

Description: Time Series Analysis and Macroeconometric Modelling : The Collected Papers of Kenneth F. Wallis, Hardcover by Wallis, Kenneth F., ISBN 1852788216, ISBN-13 9781852788216, Like New Used, 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

Publication Name: Time Series Analysis and Macroeconometric Modelling : the Collected Papers of Kenneth F. Wallis

Language: English

Publisher: Elgar Publishing, Incorporated, Edward

Subject: Social Scientists & Psychologists, Economics / Macroeconomics, Probability & Statistics / Time Series

Item Height: 1.1 in

Publication Year: 1995

Type: Textbook

Item Weight: 28.8 Oz

Author: Kenneth F. Wallis

Subject Area: Mathematics, Biography & Autobiography, Business & Economics

Item Length: 9.4 in

Series: Economists of the Twentieth Century Ser.

Item Width: 6.5 in

Format: Hardcover