Estimation of Dynamic Econometric Models with Errors in Variables
Download or Read eBook Estimation of Dynamic Econometric Models with Errors in Variables PDF 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.
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 (08 Downloads) |
Book Synopsis Estimation of Dynamic Econometric Models with Errors in Variables by : Jaime Terceiro Lomba
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.