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Lectures in econometrics. With a chapter on modelling socialist economy by Władysław Welfe. (English) Zbl 0539.62119
Advanced Textbooks in Economics, Vol. 22. Amsterdam - New York - Oxford: North-Holland. IX, 233 p. $ 29.95; Dfl. 95.00 (1983).
This volume is an advanced textbook in econometrics. It presents material, which textbooks in econometrics normally do not contain. The first chapter describes three types of macroeconomic model approaches. Chapters two and three handle types of simulation and methods of model validation. Dynamic analysis is presented in chapter four including frequency domain approaches. Multiplier and policy analysis follows in chapter five. Chapter six deals with the forecasting problem. The international linkage of national economic models as accomplished in the project LINK is described in chapter seven. In the appendix the application of econometric methods to model the socialist economy is presented.
Reviewer: J.Wolters

MSC:
62P20 Applications of statistics to economics
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
62M20 Inference from stochastic processes and prediction
91B82 Statistical methods; economic indices and measures