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Estimation of Dynamic Econometric Models with Errors in Variables
Jaime Terceiro Lomba
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Description for Estimation of Dynamic Econometric Models with Errors in Variables
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 129 pages, 1 black & white illustrations, 4 black & white tables, biography. BIC Classification: KCHS. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 244 x 170 x 7. Weight in Grams: 242.
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.
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.
Product Details
Format
Paperback
Publication date
1990
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
129
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
121
Place of Publication
Berlin, Germany
ISBN
9783540523581
SKU
V9783540523581
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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