The Structural Econometric Time Series Analysis Approach
Contributors: Arnold Zellner (Editor); Franz C. Palm (Editor)
Publisher: Cambridge University Press
Published: November 8, 2004
Language: eng
Format: Hardcover
Number of pages: 734
ISBN-13: 9780521814072
Subjects: Economic forecasting; Economic statistics; Economics - General; Business/Economics; Business & Economics; Business / Economics / Finance; Econometrics; Business & Economics / Econometrics; Econometric models
First sentence: In this chapter we take up the analysis of dynamic simultaneous equation models (SEMs) within the context of general linear multiple time series processes such as studied by Quenouille (1957).