Estimation of Dynamic Econometric Models with Errors in Variables

von Jaime Terceiro Lomba

121 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Economics and Mathematical Systems
• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Wirtschaftswissenschaft Wirtschaftstheorie und -philosophie
• ISBN: 9783540523581
• Sprache: Englisch
• Erscheinungsdatum: 04.04.1990
• Größe: 24.4 x 17 cm
• Verlag: Springer Berlin