TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series) - Image 1

£148.99

Edward Elgar Publishing TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)

Name: TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)
Brand: Edward Elgar Publishing
Price: 114.63 GBP
Availability: InStock

Business & Economic History

Price History & Forecast

Last 86 days • 86 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 86 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £115 (64 days, 74.4%)

Price range: £115 - £149

Price levels: 2 different prices over 86 days

Description

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.

Product Specifications

Brand: Edward Elgar Publishing
Format: hardcover
ASIN: 1852788216
Category: Books > Subjects > Business, Finance & Law > Biographies & Histories > Business & Economic History
Domain: Amazon UK
Release Date: 01 January 1995
Listed Since: 16 December 2006

Barcode

No barcode data available

Edward Elgar Publishing TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Time Series and Dynamic Models (Themes in Modern Econometrics)

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

Time Series Models for Business and Economic Forecasting

Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)

Henri Theil’s Contributions to Economics and Econometrics: Volume III: Economic Policy and Forecasts, and Management Science: 24 (Advanced Studies in Theoretical and Applied Econometrics, 24)

Nonlinear Time Series Analysis of Business Cycles: 276 (Contributions to Economic Analysis, 276)

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

Henri Theil’s Contributions to Economics and Econometrics: Volume II: Consumer Demand Analysis and Information Theory: 25 (Advanced Studies in Theoretical and Applied Econometrics, 25)

Applied Time Series Econometrics (Themes in Modern Econometrics)

New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269)

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

MONEY, INFLATION AND EMPLOYMENT: Essays in Honour of James Ball

Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling: V43, Part A (Advances in Econometrics, 43, Part A)

Advances in Economics and Econometrics: Theory and Applications, Volume II: Seventh World Congress (Econometric Society Monographs, Series Number 27)

Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R

Machine Learning for Time-Series with Python: Forecast, predict, and detect anomalies with state-of-the-art machine learning methods

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation (Statistics for Social and Behavioral Sciences)

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)

Dynamic Modeling, Empirical Macroeconomics, and Finance: Essays in Honor of Willi Semmler

Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics)

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Forecasting, Structural Time Series Models and the Kalman Filter

Macroeconomics at the Service of Public Policy