Skip to main content
  • Book
  • © 1990

Estimation of Dynamic Econometric Models with Errors in Variables

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

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

This is a preview of subscription content, log in via an institution to check for access.

Table of contents (7 chapters)

  1. Front Matter

    Pages I-VIII
  2. Introduction

    • Jaime Terceiro Lomba
    Pages 1-4
  3. Formulation of Econometric Models in State-Space

    • Jaime Terceiro Lomba
    Pages 5-16
  4. Extensions of the Analysis

    • Jaime Terceiro Lomba
    Pages 49-55
  5. Numerical Results

    • Jaime Terceiro Lomba
    Pages 56-67
  6. Conclusions

    • Jaime Terceiro Lomba
    Pages 68-69
  7. Back Matter

    Pages 70-120

About this book

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.

Authors and Affiliations

  • Facultad de Económicas, Universidad Complutense, Madrid, Spain

    Jaime Terceiro Lomba

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access