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Book synopsis

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. The first section focuses on time series econometrics and contains applications in empirical macroeconomics. Issues addressed include the (mis)use of the Durbin-Watson statistic, the two-step estimator, time series modelling and econometric implications of the rational expectations hypothesis. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting found in both large scale and small scale models. Macroeconometric modelling is the subject of the final section and focuses on large-scale macroeconometric models, models of the UK economy and policy-making with macroeconometric models.

Book details

Book category Books in English Economics, finance, business & management Economics Macroeconomics

• Full title: TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
• Subtitle: The Collected Papers of Kenneth F. Wallis
• Author: Kenneth F. Wallis
• Language: English
• Binding: Hardback
• Number of pages: 456
• EAN: 9781852788216
• ID: 05110801
• Publisher: Edward Elgar Publishing Ltd
• Weight: 843 g
• Dimensions: 234 × 156 × 29 mm
• Date of publishing: 01. January 1995

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