Estimation of Dynamic Econometric Models with Errors in Variables

Jaime Terceiro Lomba

ISBN 10: 3540523588 / ISBN 13: 9783540523581

Published by Springer, J.B. Metzler Apr 1990, 1990

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -This monograph presents a new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 132 pp. Englisch.

Seller Inventory # 9783540523581

Bibliographic Details

• Title: Estimation of Dynamic Econometric Models with Errors in Variables
• Publisher: Springer, J.B. Metzler Apr 1990
• Publication Date: 1990
• Language: English
• ISBN 10: 3540523588
• ISBN 13: 9783540523581
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 244W x 170H x 8D millimeters 244 millimeters width by 170 millimeters height by 8 millimeters depth
• Weight: 242 grams

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.