ISBN-13: 9780521187435 / Angielski / Miękka / 2011 / 736 str.
ISBN-13: 9780521187435 / Angielski / Miękka / 2011 / 736 str.
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.