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.
| ISBN: | 9783540523581 |
| Publication date: | 4th April 1990 |
| Author: | Jaime Terceiro Lomba |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 121 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Economic theory and philosophy Probability and statistics |
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.
Estimation of Dynamic Econometric Models With Errors in Variables features in the following genres: Economic theory and philosophy, Probability and statistics
Paperback. Not Available.
Estimation of Dynamic Econometric Models With Errors in Variables was written by Jaime Terceiro Lomba and published by Springer an imprint of Springer Berlin Heidelberg
Estimation of Dynamic Econometric Models With Errors in Variables has 121 pages
Yes it is part of Lecture Notes in Economics and Mathematical Systems series