• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Linear Models with Correlated Disturbances

Linear Models with Correlated Disturbances

Paperback

Series: Lecture Notes in Economic and Mathematical Systems, Book 358

EconomicsGeneral MathematicsProbability & Statistics

ISBN10: 3540539018
ISBN13: 9783540539018
Publisher: Springer Nature
Published: May 7 1991
Pages: 196
Weight: 0.76
Height: 0.45 Width: 6.69 Depth: 9.61
Language: English
This book is primarily concerned with the estimation of regression models with correlated disturbances. Topics discussed include maximum likelihood, test strategies, Kalman filtering, conditional normal distributions, the Cramér-Rao inequality, Cholesky decomposition, missing observations and numerical optimization. A simple geometrical approach is used.

Also in

Economics