Estimation of Dynamic Econometric Models with Errors in Variables /

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 for...

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Bibliographic Details

Main Author:	Lomba, Jaime Terceiro
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1990.
Series:	Lecture notes in economics and mathematical systems ; 339.
Subjects:	Economics. Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book