Estimation of Dynamic Econometric Models with Errors in Variables
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- Bog, paperback
- Engelsk
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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
- Sidetal121
- Udgivelsesdato04-04-1990
- ISBN139783540523581
- Forlag Springer-verlag Berlin And Heidelberg Gmbh & Co. K
- FormatPaperback
Størrelse og vægt
10 cm
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