Estimation of Dynamic Econometric Models with Errors in Variables.

Terceiro Lomba, Jaime:

ISBN 10: 3540523588 / ISBN 13: 9783540523581

Published by Berlin, Springer Berlin / Heidelberg, 1990

About this Item

126 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. 3540523588 Sprache: Englisch Gewicht in Gramm: 900.

Seller Inventory # 2347834

Bibliographic Details

• Title: Estimation of Dynamic Econometric Models with Errors in Variables.
• Publisher: Berlin, Springer Berlin / Heidelberg
• Publication Date: 1990
• Language: English
• ISBN 10: 3540523588
• ISBN 13: 9783540523581
• Binding: Softcover
• Weight: 900 grams
• Seller catalogs:
  • SQ Informatik

About this title

Synopsis

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.