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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1990
|
| Edition: | 1st ed. 1990 |
| Series: | Lecture Notes in Economics and Mathematical Systems
339 |
| Subjects: | |
| Online Access: | BTU01 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (VIII, 121 p. 1 illus) |
| ISBN: | 9783642488108 |
| DOI: | 10.1007/978-3-642-48810-8 |
Staff View
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Record in the Search Index
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| author | Terceiro Lomba, Jaime |
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| dewey-full | 330.1 |
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| 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 |
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| 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 |
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| 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 |