The Structural Econometric Time Series Analysis Approach pdf

Arnold Zellner was born on January 2, 1927, in Brooklyn, New York. Arnold attended Harvard University on scholarship, earning a bachelor’s degree in physics in 1949. Upon completing his tour of duty in the Army, he used his GI Bill benefits to attend the University of California, Berkley, where he earned a PhD in economics in 1957. He held appointments in the Department of Economics at the University of Washington (1955–1960) and the University of Wisconsin (1961–1966) before accepting an appointment as the H.G.B. Alexander Professor of Economics and Statistics at the University of Chicago, Graduate School of Business (1966–1996). Since retiring in 1996 from the University of Chicago, he has been a frequent lecturer throughout the world and a visiting professor in the Department of Agricultural and Resource Economics at the University of California, Berkley.

The Structural Econometric Time Series Analysis Approach pdf by Arnold Zellner

This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.