Estimation of Dynamic Econometric Models with Errors in Variables
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- Engelsk
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kr. 434,95
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kr. 389,95
Beskrivelse
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.
Detaljer
- SprogEngelsk
- Udgivelsesdato06-12-2012
- ISBN139783642488108
- Forlag Springer Berlin Heidelberg
- FormatPDF
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