© 1990

Estimation of Dynamic Econometric Models with Errors in Variables


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


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.


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

Authors and affiliations

  1. 1.Facultad de EconómicasUniversidad ComplutenseMadridSpain

Bibliographic information

  • Book Title Estimation of Dynamic Econometric Models with Errors in Variables
  • Authors Jaime Terceiro Lomba
  • Series Title Lecture Notes in Economics and Mathematical Systems
  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 1990
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-52358-1
  • eBook ISBN 978-3-642-48810-8
  • Series ISSN 0075-8442
  • Edition Number 1
  • Number of Pages VIII, 121
  • Number of Illustrations 1 b/w illustrations, 0 illustrations in colour
  • Topics Economic Theory/Quantitative Economics/Mathematical Methods
    Statistics, general
  • Buy this book on publisher's site