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leges Clodianae
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Estimation of Dynamic Econometric Models with Errors in Variables formatIsbn:Softcover - 9783540523581 leges ClodianaeA 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