Estimation of Dynamic Econometric Models with Errors in Variables - Lecture Notes in Economics and Mathematical Systems 339 (Paperback)Jaime Terceiro Lomba (author)
Paperback 121 Pages / Published: 04/04/1990
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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.
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Number of pages: 121
Weight: 242 g
Dimensions: 244 x 170 x 7 mm
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