Tell your friends about this item:
Estimation of Dynamic Econometric Models with Errors in Variables - Lecture Notes in Economics and Mathematical Systems Jaime Terceiro Lomba 1st edition
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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | April 4, 1990 |
| ISBN13 | 9783540523581 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 121 |
| Dimensions | 170 × 244 × 7 mm · 222 g |
| Language | English |