Statistics, Econometrics and Forecasting »

Arnold Zellner is H. G. B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the University of Chicago, and adjunct Professor at the University of California at Berkeley. He is one of the most important figures in the development of econometrics, in particular the use of Bayesian technique. He is co-founder of the Journal of Econometrics, and remains an active researcher in modeling, statistics and forecasting.

Analysis and appreciation of the structural econometric, time series analysis approach to statistical and econometric modeling.

List of figures; List of tables; Preface; Lecture

1. Bank of England; Lecture
2. National Institute of Economic and Social Research; Appendix: on the questionable virtue of aggregation; Notes; References; Indexes.