Structural econometric modeling and time series analysis (Q1822192): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0096-3003(86)90011-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2102989328 / rank
 
Normal rank

Revision as of 22:39, 19 March 2024

scientific article
Language Label Description Also known as
English
Structural econometric modeling and time series analysis
scientific article

    Statements

    Structural econometric modeling and time series analysis (English)
    0 references
    1986
    0 references
    We discuss the structural econometric modeling and time series analysis (SEMTSA) approach put forward by \textit{A. Zellner} and \textit{F. Palm} [J. Econ. 2, 17-54 (1974; Zbl 0282.90011)] which provides a synthesis of econometric and time series methods in modeling economic time series. The approach aims at giving guidance for checking the data admissibility of the dynamic specification of a model in its various forms, in particular the transfer function form and the finally equation form. We review the SEMTSA approach, discuss recent developments, and briefly compare the SEMTSA with other methodologies for econometric modeling. Finally some remarks are made about problems that remain to be solved.
    0 references
    ARIMA time-series models
    0 references
    forecasting
    0 references
    structural econometric modeling and time series analysis
    0 references
    SEMTSA
    0 references
    0 references

    Identifiers