Estimation of Dynamic Econometric Models with Errors in Variables

Beschreibung

This monograph presents a new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables.

Autor*in

Jaime Terceiro Lomba

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

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