Estimation of Dynamic Econometric Models with Errors in Variables
Language: English
Published by Springer, 1990
- Softcover
- New

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- Title
- Estimation of Dynamic Econometric Models with Errors in Variables
- Author
- Terceiro Lomba Jaime
- Publisher
- Springer
- Publication year
- 1990
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3540523588
- ISBN 13
- 9783540523581
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.
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Majestic Books
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