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Estimation of Dynamic Econometric Models with Errors in Variables

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Estimation of Dynamic Econometric Models with Errors in Variables Jaime Terceiro Lomba
Libristo kod: 05338957
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, travanj 1990
A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in b... Cijeli opis
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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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Informacije o knjizi

Puni naziv Estimation of Dynamic Econometric Models with Errors in Variables
Autor Jaime Terceiro Lomba
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 1990
Broj stranica 121
EAN 9783540523581
ISBN 3540523588
Libristo kod 05338957
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 242
Dimenzije 170 x 244 x 7

Kategorija

Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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