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Focusing on the philosophical underpinnings of statistics, econometrics, and forecasting, the book begins with a non-technical discussion inspired by Sir Richard Stone's lectures. It highlights the shift towards Bayesian methods, illustrated with relatable examples from educational management and golf clubs. The second part delves into the more technical aspects of structural econometric time series analysis (SEMTSA), providing a comprehensive exploration of statistical and econometric modeling techniques.
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Statistics, Econometrics and Forecasting, Arnold Zellner
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- Année de publication
- 2006
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