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Item Details
| Title:
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TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
THE COLLECTED PAPERS OF KENNETH F. WALLIS |
| By: |
Kenneth F. Wallis |
| Format: |
Hardback |
| List price:
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£139.00 |
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| ISBN 10: |
1852788216 |
| ISBN 13: |
9781852788216 |
| Publisher: |
EDWARD ELGAR PUBLISHING LTD |
| Pub. date: |
1 January, 1995 |
| Series: |
Economists of the Twentieth Century Series |
| Pages: |
456 |
| Description: |
This volume of essays by Kenneth F. Wallis features 28 articles published from 1970 to 1995 in the areas of time series analysis and macroeconometric modelling. |
| Synopsis: |
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. |
| Publication: |
UK |
| Imprint: |
Edward Elgar Publishing Ltd |
| Returns: |
Returnable |
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