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Estimation of Dynamic Econometric Models with Errors in Variables (Lecture Notes in Economics and Mathematical Systems) (Lecture Notes in Economics and Mathematical Systems, 339, Band 339) - Softcover

Lomba, Jaime Terceiro

 
9783540523581: Estimation of Dynamic Econometric Models with Errors in Variables (Lecture Notes in Economics and Mathematical Systems) (Lecture Notes in Economics and Mathematical Systems, 339, Band 339)
Softcover
ISBN 10: 3540523588 ISBN 13: 9783540523581
Verlag: Springer, 1990

Inhaltsangabe

A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical development of the expressions used in problems of estimation and verification of models in state-space form is presented. The results are useful in relation not only to the problem of errors in variables but also to any other possible econometric application of state-space formulations.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
1990
Sprache
Englisch
ISBN 10 
3540523588
ISBN 13 
9783540523581
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
132
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