Estimation of Dynamic Econometric Models with Errors in Variables

To chci

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. … celý popis

Podrobná bibliografie

Hlavní autor

Jaime Terceiro Lomba

Typ dokumentu

Knihy

Fyzický popis

viii, 116 s.

Vydáno

Berlin : Springer-Verlag, 1990

Vydání

1. ed.

Edice

Lecture notes in economics and mathematical systems ; 339

Témata

ekonometrie > ev

monografie

Bibliografie

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ISBN

3-540-52358-8