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  3. Estimation of Dynamic Econometric Models with Errors in Variables
Estimation of Dynamic Econometric Models with Errors in Variables (e-bog) af Lomba, Jaime Terceiro
Lomba, Jaime Terceiro (forfatter)

Estimation of Dynamic Econometric Models with Errors in Variables e-bog

436,85 DKK (inkl. moms 546,06 DKK)
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...
E-bog 436,85 DKK
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Forfattere Lomba, Jaime Terceiro (forfatter)
Forlag Springer
Udgivet 6 december 2012
Genrer Economic theory and philosophy
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783642488108

Beskrivelse

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.