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.
| ISBN: | 9781852788216 |
| Publication date: | 1st January 1995 |
| Author: | Kenneth F Wallis |
| Publisher: | Edward Elgar Publishing Ltd |
| Format: | Hardback |
| Pagination: | 456 pages |
| Series: | Economists of the Twentieth Century series |
| Genres: |
Macroeconomics Econometrics and economic statistics |