the collected papers of Kenneth F. Wallis
Edición de la obra Time series analysis and macroeconometric modelling
| Autor | Kenneth Frank Wallis |
|---|---|
| Editorial | E. Elgar |
| Fecha de publicación | 1995 |
| Lugar | Aldershot, UK, Brookfield, Vt., US |
| Idioma | inglés |
| Páginas | 426 |
| ISBN-10 | 1852788216 |
| OCLC | 32274621 |
| LCCN | 95013217 |
| Serie | Economists of the twentieth century |
| Número de Cutter |
W214t |
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.