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.
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ISBN | 9783540523581 |
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Sprache | eng |
Cover | Kartonierter Einband (Kt) |
Verlag | Springer Berlin Heidelberg |
Jahr | 19900404 |
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