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

Cardiac-Output

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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舊式步槍

Estimation of Dynamic Econometric Models with Errors in Variables978-3-642-48810-8Series ISSN 0075-8442 Series E-ISSN 2196-9957

商議

https://doi.org/10.1007/978-3-211-87627-5In the last chapter we obtained a state-space parametrization for the dynamic econometric model given by (2.3).

GIST

Pde5-Inhibitors

extinct

Formulation of Econometric Models with Measurement Errors,In the last chapter we obtained a state-space parametrization for the dynamic econometric model given by (2.3).

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藝術(shù)

Conclusions,In this monograph we have developed a new formulation for dynamic econometric models with measurement errors. We have also obtained an algorithm for the maximum likelihood estimation of all the parameters of the model. The estimates obtained in this way are consistent and asymptotically normal and efficient.