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Estimation of Dynamic Econometric Models with Errors in Variables

  • Jaime Terceiro Lomba

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 339)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Jaime Terceiro Lomba
    Pages 1-4
  3. Jaime Terceiro Lomba
    Pages 5-16
  4. Jaime Terceiro Lomba
    Pages 49-55
  5. Jaime Terceiro Lomba
    Pages 56-67
  6. Jaime Terceiro Lomba
    Pages 68-69
  7. Back Matter
    Pages 70-120

About this book

Introduction

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.

Keywords

Maximum-likelihood-Schätzer algorithms development econometrics evaluation information likelihood value-at-risk Ökonom Ökonometrie

Authors and affiliations

  • Jaime Terceiro Lomba
    • 1
  1. 1.Facultad de EconómicasUniversidad ComplutenseMadridSpain

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-48810-8
  • Copyright Information Springer-Verlag Berlin Heidelberg 1990
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-52358-1
  • Online ISBN 978-3-642-48810-8
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site
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