ARNOLD ZELLNER – STATISTICS, ECONOMETRICS & FORECASTING

Sir Richard Stone lectured at the Bank of England and the National Institute for Economic and Social Research. The first part of the book covers some of the broader issues involved in Stone’s and others’ work in statistics. The paradigm shift back to the Bayesian approach to scientific inference was described. Simple examples from the different worlds of educational management and golf clubs are included in the first part. The structural econometric time series analysis approach to statistical and econometric modeling is covered in the second part.

REVIEW

I liked the book. It shows how productive and novative research may emerge from Arnold Zellner’s approach to good research. The various anecdotes were also entertaining.

BOOK DESCRIPTION

This book describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling, and provides a careful analysis and appreciation of the paradigm shift back to the Bayesian approach to scientific inference, written by one of the foremost practitioners and exponents of econometrics in the world.

Arnold Zellner is a Statistician, Econometrics and Forecasting.

Econometrics & Forecasting Review, Econometrics & Forecasting Torrent, Statistics, Free Statistics, Statistics Review, Statistics Group buy.