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Estimation of Dynamic Econometric Models with Errors in Variables by Jaime Terceiro Lomba
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Estimation of Dynamic Econometric Models with Errors in Variables

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Description

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.
Release date Australia
April 4th, 1990
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Illustrations
1 Illustrations, black and white; VIII, 121 p. 1 illus.
Pages
121
Dimensions
170x244x7
ISBN-13
9783540523581
Product ID
14431101

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