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Estimation of Dynamic Econometric Models with Errors in Variables

Estimation of Dynamic Econometric Models with Errors in Variables

Paperback

Series: Lecture Notes in Economic and Mathematical Systems, Book 339

EconomicsProbability & Statistics

ISBN10: 3540523588
ISBN13: 9783540523581
Publisher: Springer Nature
Published: Apr 4 1990
Pages: 121
Weight: 0.49
Height: 0.28 Width: 6.69 Depth: 9.61
Language: English
This monograph presents a new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables.

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Economics