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TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING

The Collected Papers of Kenneth F. Wallis

Language EnglishEnglish
Book Hardback
Book TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING Kenneth F. Wallis
Libristo code: 05110801
Publishers Edward Elgar Publishing Ltd, January 1995
This volume of essays by Kenneth F. Wallis features 28 articles published from 1970 to 1995 in the a... Full description
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203.51 €
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This volume of essays by Kenneth F. Wallis features 28 articles published from 1970 to 1995 in the areas of time series analysis and macroeconometric modelling. The first section focuses on time series econometrics and contains applications in empirical macroeconomics. Issues addressed include the (mis)use of the Durbin-Watson statistic, the two-step estimator, time series modelling and econometric implications of the rational expectations hypothesis. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting found in both large scale and small scale models. Macroeconometric modelling is the subject of the final section and focuses on large-scale macroeconometric models, models of the UK economy and policy-making with macroeconometric models.

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About the book

Full name TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
Author Kenneth F. Wallis
Language English
Binding Book - Hardback
Date of issue 1995
Number of pages 456
EAN 9781852788216
Libristo code 05110801
Publishers Edward Elgar Publishing Ltd
Weight 843
Dimensions 156 x 234 x 29

Categories

Economics, Finance, Business & Management > Economics > Macroeconomics
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