The Art and Science of Econometrics

ISBN-13: 9781032227269 / Angielski / Twarda / 2022 / 232 str.

Ping Zong

Opis

The primary focus of this book is on providing an understanding of statistical properties behind econometric methods. By concentrating on dynamic structural linear models like state-space models and the Bayesian approach, the book alludes to the fact that this methodological study is not only a science but also an art.

Spis treści

1. Introduction 2. Methodology Review 3. Methodology of Simple Regression Analysis 4. Methodology of Multiple Regression Analysis 5. Time Series Regression Analysis 6. Economic Forecasting 7. Dynamic Econometric Models 8. Bayesian Approach 9. Concluding Remarks

O autorze

Ping Zong is a Methodologist at the Office for National Statistics, Newport, Wales, UK.