Comments on ‘time-series analysis, forecasting and econometric modelling: The structural econometric modelling, time-series analysis (SEMTSA) approach’, by A. Zellner

Structural Econometric Modelling and Time Series Analysis towards an Integrated Approach

In this paper we present the different approaches to modelling dynamic regression and structural equations• First, we give a survey of the traditional econometrie and the time series approaches to specification analysis of dynamic econometrie models. Then, we describe the three testing procedures that are presently available to the econometrician: (1) testing for misspecification or diagnostic ...

The Econometric Modelling of Financial Time Series Second edition

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

a Comparison Study Between the Joint Probability Approach and Time Series Rainfall Modelling in Coastal Detention Pond Analysis (RESEARCH NOTE)

In tidally affected coastal catchments detention pond should be provided to store flood surface water. A comparison between the full simulation approach based on the joint probability method and time series rainfall modeling via the annual maximum of pond level was undertaken to investigate the assumptions of independence between variables that are necessary in the joint probability method. The...

Analysis of the dependence structure in econometric time series

The various scales of a signal maintain relations of dependence the ones with the others. Those can vary in time and reveal speed changes in the studied phenomenon. In the goal to establish these changes, one shall compute first the wavelet transform of a signal, on various scales. Then one shall study the statistical dependences between these transforms thanks to an estimator of mutual informa...