Cardiac-Output
发表于 2025-3-23 10:25:37
Estimation of Econometric Models with Measurement Errors,he vector ., containing p parameters, in which we shall include all the unknown elements within the following matrices: Φ, Γ, E, H, D, C, Q, R and S. Recall that vectors x ., u . and z . have dimensions n, r, and m, respectively.
PALL
发表于 2025-3-23 16:50:16
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敌手
发表于 2025-3-23 21:32:37
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旧式步枪
发表于 2025-3-23 23:43:18
Estimation of Dynamic Econometric Models with Errors in Variables978-3-642-48810-8Series ISSN 0075-8442 Series E-ISSN 2196-9957
商议
发表于 2025-3-24 03:58:10
https://doi.org/10.1007/978-3-211-87627-5In the last chapter we obtained a state-space parametrization for the dynamic econometric model given by (2.3).
GIST
发表于 2025-3-24 08:02:02
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Pde5-Inhibitors
发表于 2025-3-24 12:51:07
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extinct
发表于 2025-3-24 16:51:44
Formulation of Econometric Models with Measurement Errors,In the last chapter we obtained a state-space parametrization for the dynamic econometric model given by (2.3).
涂掉
发表于 2025-3-24 21:26:24
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艺术
发表于 2025-3-25 01:51:09
Conclusions,In this monograph we have developed a new formulation for dynamic econometric models with measurement errors. We have also obtained an algorithm for the maximum likelihood estimation of all the parameters of the model. The estimates obtained in this way are consistent and asymptotically normal and efficient.