LIBROS DEL AUTOR: jaime terceiro lomba

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  • Estimation of Dynamic Econometric Models with Errors in Variables
    Jaime Terceiro Lomba
    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 no...
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