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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1990.
|
| Series: | Lecture notes in economics and mathematical systems ;
339. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| 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 ; |