Time Series Analysis And Macroeconometric Modelling
The Collected Papers of Kenneth F. Wallis
Kenneth F. Wallis, Professor of Econometrics, University of Warwick, UK and Director of the ESRC Macroeconomic Modelling Bureau
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Series: Economists of the Twentieth Century series
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.
Contents: Introduction Part I: Time-series Econometrics Part II: Modelling Seasonality Part III: Forecasting in Theory and Practice Part IV: Macroeconometric Modelling