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Estimation of Dynamic Econometric Models with Errors in Variables

Language EnglishEnglish
Book Paperback
Book Estimation of Dynamic Econometric Models with Errors in Variables Jaime Terceiro Lomba
Libristo code: 05338957
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, April 1990
A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in b... Full description
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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.

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About the book

Full name Estimation of Dynamic Econometric Models with Errors in Variables
Author Jaime Terceiro Lomba
Language English
Binding Book - Paperback
Date of issue 1990
Number of pages 121
EAN 9783540523581
ISBN 3540523588
Libristo code 05338957
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 242
Dimensions 170 x 244 x 7

Categories

Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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