Time series analysis and macroeconometric modelling : the collected papers of Kenneth F. Wallis
著者
書誌事項
Time series analysis and macroeconometric modelling : the collected papers of Kenneth F. Wallis
（Economists of the twentieth century）
E. Elgar, 1995
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
Contents: Introduction Part I: Time-series Econometrics Part II: Modelling Seasonality Part III: Forecasting in Theory and Practice Part IV: Macroeconometric Modelling
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