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Titlebook: Estimation of Dynamic Econometric Models with Errors in Variables; Jaime Terceiro Lomba Book 1990 Springer-Verlag Berlin Heidelberg 1990 M

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書目名稱Estimation of Dynamic Econometric Models with Errors in Variables
編輯Jaime Terceiro Lomba
視頻videohttp://file.papertrans.cn/316/315788/315788.mp4
叢書名稱Lecture Notes in Economics and Mathematical Systems
圖書封面Titlebook: Estimation of Dynamic Econometric Models with Errors in Variables;  Jaime Terceiro Lomba Book 1990 Springer-Verlag Berlin Heidelberg 1990 M
描述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.
出版日期Book 1990
關鍵詞Maximum-likelihood-Sch?tzer; algorithms; development; econometrics; evaluation; information; likelihood; va
版次1
doihttps://doi.org/10.1007/978-3-642-48810-8
isbn_softcover978-3-540-52358-1
isbn_ebook978-3-642-48810-8Series ISSN 0075-8442 Series E-ISSN 2196-9957
issn_series 0075-8442
copyrightSpringer-Verlag Berlin Heidelberg 1990
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沙發(fā)
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板凳
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Estimation of Econometric Models with Measurement Errors,he vector ., containing p parameters, in which we shall include all the unknown elements within the following matrices: Φ, Γ, E, H, D, C, Q, R and S. Recall that vectors x ., u . and z . have dimensions n, r, and m, respectively.
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Estimation of Dynamic Econometric Models with Errors in Variables
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Crystalline Silicon Solar Cellshe regression model with measurement errors in the independent variables is not identified may lead to the erroneous belief that the treatment of this problem in more complex situations is even less open to study.
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發(fā)表于 2025-3-22 19:32:38 | 只看該作者
Crystalline State Photoreactionsate-space formulations usually employed in the econometrics literature, but employ one that is based on the minimum dimension for the vector of state variables and which explicitly takes into account the improper nature of econometric models.
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Introduction,he regression model with measurement errors in the independent variables is not identified may lead to the erroneous belief that the treatment of this problem in more complex situations is even less open to study.
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