Estimation of Dynamic Econometric Models with Errors in Variables

Language: English

Published by Springer Berlin Heidelberg, Springer Apr 1990, 1990

3540523588 / 9783540523581

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - 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. 132 pp. Englisch.

Seller Inventory # 9783540523581

Title
Estimation of Dynamic Econometric Models with Errors in Variables
Author
Jaime Terceiro Lomba
Publisher
Springer Berlin Heidelberg, Springer Apr 1990
Publication year
1990
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540523588
ISBN 13
9783540523581
Item weight
242 grams
Dimensions
244x170x8 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany