Estimation of Dynamic Econometric Models with Errors in Variables:
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 for...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1990
|
| Ausgabe: | 1st ed. 1990 |
| Schriftenreihe: | Lecture Notes in Economics and Mathematical Systems
339 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (VIII, 121 p. 1 illus) |
| ISBN: | 9783642488108 |
| DOI: | 10.1007/978-3-642-48810-8 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV046871928 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200828s1990 |||| o||u| ||||||eng d | ||
| 020 | |a 9783642488108 |9 978-3-642-48810-8 | ||
| 024 | 7 | |a 10.1007/978-3-642-48810-8 |2 doi | |
| 035 | |a (ZDB-2-SBE)978-3-642-48810-8 | ||
| 035 | |a (OCoLC)1193300937 | ||
| 035 | |a (DE-599)BVBBV046871928 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 | ||
| 082 | 0 | |a 330.1 |2 23 | |
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a SI 853 |0 (DE-625)143200: |2 rvk | ||
| 100 | 1 | |a Terceiro Lomba, Jaime |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Estimation of Dynamic Econometric Models with Errors in Variables |c by Jaime Terceiro Lomba |
| 250 | |a 1st ed. 1990 | ||
| 264 | 1 | |a Berlin, Heidelberg |b Springer Berlin Heidelberg |c 1990 | |
| 300 | |a 1 Online-Ressource (VIII, 121 p. 1 illus) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Lecture Notes in Economics and Mathematical Systems |v 339 | |
| 520 | |a 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 | ||
| 650 | 4 | |a Economic Theory/Quantitative Economics/Mathematical Methods | |
| 650 | 4 | |a Statistics, general | |
| 650 | 4 | |a Economic theory | |
| 650 | 4 | |a Statistics | |
| 650 | 0 | 7 | |a Schätztheorie |0 (DE-588)4121608-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Fehler in den Variablen |0 (DE-588)4134830-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Dynamisches Modell |0 (DE-588)4150932-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Fehlertheorie |0 (DE-588)4474146-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | 1 | |a Dynamisches Modell |0 (DE-588)4150932-8 |D s |
| 689 | 0 | 2 | |a Fehler in den Variablen |0 (DE-588)4134830-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Fehlertheorie |0 (DE-588)4474146-7 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Schätztheorie |0 (DE-588)4121608-8 |D s |
| 689 | 2 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783540523581 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783642488115 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-642-48810-8 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-SBE |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SBE_Archiv | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032282060 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-642-48810-8 |l BTU01 |p ZDB-2-SBE |q ZDB-2-SBE_Archiv |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181720306548736 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Terceiro Lomba, Jaime |
| author_facet | Terceiro Lomba, Jaime |
| author_role | aut |
| author_sort | Terceiro Lomba, Jaime |
| author_variant | l j t lj ljt |
| building | Verbundindex |
| bvnumber | BV046871928 |
| classification_rvk | QH 300 SI 853 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-3-642-48810-8 (OCoLC)1193300937 (DE-599)BVBBV046871928 |
| dewey-full | 330.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.1 |
| dewey-search | 330.1 |
| dewey-sort | 3330.1 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-642-48810-8 |
| edition | 1st ed. 1990 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02909nmm a2200625zcb4500</leader><controlfield tag="001">BV046871928</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200828s1990 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642488108</subfield><subfield code="9">978-3-642-48810-8</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-642-48810-8</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-SBE)978-3-642-48810-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1193300937</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046871928</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.1</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 853</subfield><subfield code="0">(DE-625)143200:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Terceiro Lomba, Jaime</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Estimation of Dynamic Econometric Models with Errors in Variables</subfield><subfield code="c">by Jaime Terceiro Lomba</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed. 1990</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin, Heidelberg</subfield><subfield code="b">Springer Berlin Heidelberg</subfield><subfield code="c">1990</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (VIII, 121 p. 1 illus)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Lecture Notes in Economics and Mathematical Systems</subfield><subfield code="v">339</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory/Quantitative Economics/Mathematical Methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics </subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Schätztheorie</subfield><subfield code="0">(DE-588)4121608-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Fehler in den Variablen</subfield><subfield code="0">(DE-588)4134830-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Dynamisches Modell</subfield><subfield code="0">(DE-588)4150932-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Fehlertheorie</subfield><subfield code="0">(DE-588)4474146-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Dynamisches Modell</subfield><subfield code="0">(DE-588)4150932-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Fehler in den Variablen</subfield><subfield code="0">(DE-588)4134830-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Fehlertheorie</subfield><subfield code="0">(DE-588)4474146-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Schätztheorie</subfield><subfield code="0">(DE-588)4121608-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783540523581</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783642488115</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-642-48810-8</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SBE_Archiv</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032282060</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-642-48810-8</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="q">ZDB-2-SBE_Archiv</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046871928 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:36Z |
| indexdate | 2024-07-10T08:56:08Z |
| institution | BVB |
| isbn | 9783642488108 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032282060 |
| oclc_num | 1193300937 |
| open_access_boolean | |
| owner | DE-634 |
| owner_facet | DE-634 |
| physical | 1 Online-Ressource (VIII, 121 p. 1 illus) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Lecture Notes in Economics and Mathematical Systems |
| spelling | Terceiro Lomba, Jaime Verfasser aut Estimation of Dynamic Econometric Models with Errors in Variables by Jaime Terceiro Lomba 1st ed. 1990 Berlin, Heidelberg Springer Berlin Heidelberg 1990 1 Online-Ressource (VIII, 121 p. 1 illus) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 339 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 Economic Theory/Quantitative Economics/Mathematical Methods Statistics, general Economic theory Statistics Schätztheorie (DE-588)4121608-8 gnd rswk-swf Fehler in den Variablen (DE-588)4134830-8 gnd rswk-swf Dynamisches Modell (DE-588)4150932-8 gnd rswk-swf Fehlertheorie (DE-588)4474146-7 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 s Dynamisches Modell (DE-588)4150932-8 s Fehler in den Variablen (DE-588)4134830-8 s DE-604 Fehlertheorie (DE-588)4474146-7 s Schätztheorie (DE-588)4121608-8 s Erscheint auch als Druck-Ausgabe 9783540523581 Erscheint auch als Druck-Ausgabe 9783642488115 https://doi.org/10.1007/978-3-642-48810-8 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Terceiro Lomba, Jaime Estimation of Dynamic Econometric Models with Errors in Variables Economic Theory/Quantitative Economics/Mathematical Methods Statistics, general Economic theory Statistics Schätztheorie (DE-588)4121608-8 gnd Fehler in den Variablen (DE-588)4134830-8 gnd Dynamisches Modell (DE-588)4150932-8 gnd Fehlertheorie (DE-588)4474146-7 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4121608-8 (DE-588)4134830-8 (DE-588)4150932-8 (DE-588)4474146-7 (DE-588)4043212-9 |
| title | Estimation of Dynamic Econometric Models with Errors in Variables |
| title_auth | Estimation of Dynamic Econometric Models with Errors in Variables |
| title_exact_search | Estimation of Dynamic Econometric Models with Errors in Variables |
| title_exact_search_txtP | Estimation of Dynamic Econometric Models with Errors in Variables |
| title_full | Estimation of Dynamic Econometric Models with Errors in Variables by Jaime Terceiro Lomba |
| title_fullStr | Estimation of Dynamic Econometric Models with Errors in Variables by Jaime Terceiro Lomba |
| title_full_unstemmed | Estimation of Dynamic Econometric Models with Errors in Variables by Jaime Terceiro Lomba |
| title_short | Estimation of Dynamic Econometric Models with Errors in Variables |
| title_sort | estimation of dynamic econometric models with errors in variables |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Statistics, general Economic theory Statistics Schätztheorie (DE-588)4121608-8 gnd Fehler in den Variablen (DE-588)4134830-8 gnd Dynamisches Modell (DE-588)4150932-8 gnd Fehlertheorie (DE-588)4474146-7 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Statistics, general Economic theory Statistics Schätztheorie Fehler in den Variablen Dynamisches Modell Fehlertheorie Ökonometrisches Modell |
| url | https://doi.org/10.1007/978-3-642-48810-8 |
| work_keys_str_mv | AT terceirolombajaime estimationofdynamiceconometricmodelswitherrorsinvariables |