TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING - The Collected Papers of Kenneth F. Wallis (Hardcover)

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.

General

Imprint:	Edward Elgar Publishing Ltd
Country of origin:	United Kingdom
Series:	Economists of the Twentieth Century series
Release date:	1995
Authors:	Kenneth F. Wallis
Dimensions:	234 x 156mm (L x W)
Format:	Hardcover
Pages:	456
ISBN-13:	978-1-85278-821-6
Categories:	Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Economics > Econometrics > General
LSN:	1-85278-821-6
Barcode:	9781852788216

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