Estimation of Dynamic Econometric Models with Errors in Variables
| Author | : Jaime Terceiro Lomba |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 126 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9783642488108 |
| ISBN-13 | : 3642488102 |
| Rating | : 4/5 (102 Downloads) |
Download or read book Estimation of Dynamic Econometric Models with Errors in Variables written by Jaime Terceiro Lomba and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Top