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.
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Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (viii, 116 pages)
ISBN:9783642488108 (electronic bk.)
3642488102 (electronic bk.)
ISSN:0075-8442 ;