Estimation of Dynamic Econometric Models with Errors in Variables

Jaime Terceiro Lomba

ISBN 10: 3540523588 / ISBN 13: 9783540523581

Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 1990, 1990

Beschreibung

This item is printed on demand - Print on Demand Titel. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 132 pp. Englisch.

Bestandsnummer des Verkäufers 9783540523581

Bibliografische Details

• Titel: Estimation of Dynamic Econometric Models with Errors in Variables
• Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 1990
• Erscheinungsjahr: 1990
• Sprache: Englisch
• ISBN-10: 3540523588
• ISBN-13: 9783540523581
• Einband: Taschenbuch
• Zustand: Neu
• Abmessungen: 244B x 170 H x 8 T Millimeter Breite: 244 mm, Höhe: 170 mm, Tiefe: 8 mm
• Gewicht: 242 Gramm

Über diesen Titel

Inhaltsangabe

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.