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Estimation of Dynamic Econometric Models with Errors in Variables - Lecture Notes in Economics and Mathematical Systems Jaime Terceiro Lomba 1.º edición
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Estimation of Dynamic Econometric Models with Errors in Variables - Lecture Notes in Economics and Mathematical Systems
Jaime Terceiro Lomba
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.
121 pages, 1 black & white illustrations, 4 black & white tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 4 de abril de 1990 |
| ISBN13 | 9783540523581 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 121 |
| Dimensiones | 170 × 244 × 7 mm · 222 g |
| Lengua | Inglés |
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