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Time Series Analysis And Macroeconometric Modelling

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Time Series Analysis And Macroeconometric Modelling

The Collected Papers of Kenneth F. Wallis

Kenneth F. Wallis

Kenneth F. Wallis, Professor of Econometrics, University of Warwick, UK and Director of the ESRC Macroeconomic Modelling Bureau

1995 456 pp Hardback 978 1 85278 821 6
ebook isbn 978 1 78254 162 2

Hardback £99.00 on-line price £89.10

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Series: Economists of the Twentieth Century series



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Description
‘An excellent reference volume of this author’s work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.’
– Aslib Book Guide

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.

Contents
Contents: Introduction Part I: Time-series Econometrics Part II: Modelling Seasonality Part III: Forecasting in Theory and Practice Part IV: Macroeconometric Modelling

Further information

‘An excellent reference volume of this author’s work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.’
– Aslib Book Guide

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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