Cantitate/Preț
Produs
Total produse
Vezi coșul
Estimation of Dynamic Econometric Models with Errors in Variables de Jaime Terceiro Lomba

Estimation of Dynamic Econometric Models with Errors in Variables: Lecture Notes in Economics and Mathematical Systems, cartea 339

Autor Jaime Terceiro Lomba
en Limba Engleză Paperback – 4 apr 1990
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.
Citește tot Restrânge

Din seria Lecture Notes in Economics and Mathematical Systems

  • Pension Systems, Demographic Change, and the Stock Market
    Preț: 36002 lei
  • Supply Chain Coordination in Case of Asymmetric Information: Information Sharing and Contracting in a Just-in-Time environment.
    Preț: 38393 lei
  • Einführung in die Theorie und Praxis der Entscheidung bei Unsicherheit: Unterlagen für einen Kurs der Schweizerischen Vereinigung für Operations Research
    Preț: 38409 lei
  • A Study of the Queueing Systems M/G/1 and GI/M/1
    Preț: 38007 lei
  • Einführung in die Theorie und Praxis der Entscheidung bei Unsicherheit: Unterlagen für einen Kurs der Schweizerischen Vereinigung für Operations Research
    Preț: 44626 lei
  • Stochastische Lagerhaltungsmodelle
    Preț: 49737 lei
  • Cluster Analysis: A Survey
    Preț: 38084 lei
  • Optimal Subset Selection: Multiple Regression, Interdependence and Optimal Network Algorithms
    Preț: 38486 lei
  • A Neo-Keynesian Theory of Inflation and Economic Growth
    Preț: 37834 lei
  • Optimal Control Theory and its Applications: Proceedings of the Fourteenth Biennial Seminar of the Canadian Mathematical Congress University of Western Ontario, August 12–25, 1973. Part I
    Preț: 39967 lei
  • 20% Control Theory, Numerical Methods and Computer Systems Modelling: International Symposium, Rocquencourt, June 17–21, 1974
    Preț: 36093 lei
  • 15% Supercritical Wing Sections II: A Handbook
    Preț: 64316 lei
  • Introduction to the Theory of Matroids
    Preț: 37909 lei
  • Mathematical Systems Theory and Economics I/II: Proceeding of an International Summer School held in Varenna, Italy, June 1–12, 1967
    Preț: 40474 lei
  • Optimal Control of Discrete Time Stochastic Systems
    Preț: 38562 lei
  • 15% Variable Structure Systems with Application to Economics and Biology: Proceedings of the Second US-Italy Seminar on Variable Structure Systems, May 1974
    Preț: 64449 lei
  • Objectives and Multi-Objective Decision Making Under Uncertainty
    Preț: 37909 lei
  • Stabilitätsaussagen über Klassen von Matrizen mit verschwindenden Zeilensummen
    Preț: 34550 lei
  • Produktionstheorie
    Preț: 42580 lei
  • Foundations of System Theory: Finitary and Infinitary Conditions
    Preț: 37834 lei
  • 18% Input-Output Analysis and the Structure of Income Distribution
    Preț: 77565 lei
  • Optimization and Operations Research: Proceedings of a Conference Held at Oberwolfach, July 27–August 2, 1975
    Preț: 39260 lei
  • Traffic Equilibrium Methods: Proceedings of the International Symposium Held at the Université de Montréal, November 21–23, 1974
    Preț: 40161 lei
  • 15% Inflation in Small Countries: Proceedings of an International Conference Held at the Institute for Advanced Studies Vienna, November 1974
    Preț: 64643 lei
  • Specification and Estimation of Multiple-Output Production Functions
    Preț: 38218 lei
  • On Regenerative Processes in Queueing Theory
    Preț: 37834 lei
  • 15% Foundations of Optimization
    Preț: 63759 lei
  • 15% Multiple Criteria Decision Making Kyoto 1975
    Preț: 64727 lei
  • The Computation of Fixed Points and Applications
    Preț: 37773 lei
  • Optimale Transportnetze: Zur Bestimmung ihres kostengünstigsten Standorts bei gegebener Nachfrage
    Preț: 44784 lei
  • 15% Energy, Regional Science and Public Policy: Proceedings of the International Conference on Regional Science, Energy and Environment I. Louvain, May 1975
    Preț: 64449 lei
  • Environment, Regional Science and Interregional Modeling: Proceedings of the International Conference on Regional Science, Energy and Environment II, Louvain, May 1975
    Preț: 38600 lei
  • 15% Integer Programming and Related Areas: A Classified Bibliography
    Preț: 65443 lei
  • Komplementaritäts- und Fixpunktalgorithmen in der mathematischen Programmierung, Spieltheorie und Ökonomie
    Preț: 41502 lei
  • Heuristische Planungsmethoden: Unterlagen für einen Kurs des Instituts für Operations Research der ETH Zürich
    Preț: 41154 lei
  • Multiple Criteria Decision Making: Proceedings of a Conference Jouy-en-Josas, France May 21–23, 1975
    Preț: 39892 lei
  • Mathematical Systems Theory: Proceedings of the International Symposium Udine, Italy, June 16–27, 1975
    Preț: 39892 lei
  • Mathematical Models in Marketing: A Collection of Abstracts
    Preț: 39275 lei
  • 15% Warsaw Fall Seminars in Mathematical Economics 1975
    Preț: 63547 lei
  • 20% Computing Methods in Applied Sciences and Engineering: Second International Symposium December 15–19, 1975
    Preț: 65356 lei
  • A Disequilibrium-Equilibrium Model with Money and Bonds: A Keynesian-Walrasian Synthesis
    Preț: 37986 lei
  • Entscheidungen bei unvollständiger Information
    Preț: 49546 lei
  • Grundlagen Konvexer Optimierung
    Preț: 44799 lei
  • Expectations and Stability in Oligopoly Models
    Preț: 37871 lei
  • 15% Production Theory and Its Applications: Proceedings of a Workshop
    Preț: 63713 lei
  • Computing Methods in Optimization Problems: Papers presented at the 2nd International Conference on Computing Methods in Optimization Problems, San Remo, Italy, September 9–13, 1968
    Preț: 38584 lei
  • Theory of the Price Index: Fisher’s Test Approach and Generalizations
    Preț: 37854 lei
  • 15% Mathematical Economics and Game Theory: Essays in Honor of Oskar Morgenstern
    Preț: 66655 lei
  • On Optimal Population Paths
    Preț: 38007 lei

Preț: 37986 lei

Nou

Puncte Express: 570
Preț estimativ în valută:
7269€ • 7608$ • 6050£

Carte tipărită la comandă

Livrare economică 31 martie-14 aprilie

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783540523581
ISBN-10: 3540523588
Pagini: 132
Ilustrații: VIII, 121 p. 1 illus.
Dimensiuni: 170 x 244 x 7 mm
Greutate: 0.22 kg
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Economics and Mathematical Systems

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

1. Introduction.- 2. Formulation of Econometric Models in State-Space.- 2.1. Structural Form, Reduced Form and State-Space Form.- 2.2. Additional Remarks.- 3. Formulation of Econometric Models with Measurement Errors.- 3.1. Model of the Exogenous Variables.- 3.2. State-Space Formulation.- 4. Estimation of Econometric Models with Measurement Errors.- 4.1. Evaluation of the Likelihood Function.- 4.2. Maximization of the Likelihood Function.- 4.3. Initial Conditions.- 4.4. Gradient Methods and Identification.- 4.5. Asymptotic Properties.- 4.6. Numerical Considerations.- 4.7. Model Verification.- 5. Extensions of the Analysis.- 5.1. Missing Observations and Contemporaneous Aggregation.- 5.2. Temporal Aggregation.- 5.3. Correlated Measurement Errors.- 6. Numerical Results.- 7. Conclusions.- Appendices.- A. Kalman Filter and Chandrasekhar Equations.- A.1. Kalman Filter.- A.2. Chandrasekhar Equations.- B. Calculation of the Gradient.- C. Calculation of the Hessian.- D. Calculation of the Information Matrix.- E. Estimation of the Initial Conditions.- F. Solution of the Lyapunov and Riccati Equations.- F.1. Lyapunov Equation.- F.2. Riccati Equation.- G. Fixed-Interval Smoothing Algorithm.- References.- Author Index.