Time‐series analysis, forecasting and econometric modelling: The structural econometric modelling, time‐series analysis (SEMTSA) approach | Zendy

Zellner Arnold | Zendy

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Time‐series analysis, forecasting and econometric modelling: The structural econometric modelling, time‐series analysis (SEMTSA) approach

Author(s) -

Zellner Arnold

Publication year - 1994

Publication title -

journal of forecasting

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.543

H-Index - 59

eISSN - 1099-131X

pISSN - 0277-6693

DOI - 10.1002/for.3980130212

Subject(s) - econometrics , econometric model , series (stratigraphy) , econometric analysis , time series , economics , point (geometry) , computer science , statistics , mathematics , paleontology , geometry , biology

In this paper an account of our experiences in modelling and forecasting the annual output growth rates of 18 industrialized countries is presented. A structural econometric modelling, rime‐series a nalysis (SEMTSA) approach is described and contrasted with other approaches. Theoretical and applied results relating to variable and model selection and point and turning‐point forecasting are discussed. A summary of results and directions for future research concludes the paper.

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