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Estimation of Dynamic Econometric Models with Errors in Variables - Lecture Notes in Economics and Mathematical Systems Jaime Terceiro Lomba 1. izdaja
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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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 4. aprila 1990 |
| ISBN13 | 9783540523581 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 121 |
| Dimenzije | 170 × 244 × 7 mm · 222 g |
| Jezik | Angleščina |
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