Statistics, Econometrics And Forecasting (the Stone Lectures In Economics)
by Arnold Zellner /
2004 / English / PDF
2.2 MB Download
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.
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.
