Hakutulokset: error
yhteensä 5 hakutulosta
Estimation of Simultaneous Equation Models with Error Components Structure
Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible …
Exogeneity in Error Correction Models
In the recent years, the study of cointegrated time series and the use of error correction models have become extremely popular in the econometric literature. This book …
Identification in Dynamic Shock-Error Models
Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the …
On Round-Off Errors in Linear Programming
Due to the limited number of digits or bits per storage location in electronic computers, round-off errors arise during arithmetic operations. Depending upon the kind of operation, …
Estimation of Dynamic Econometric Models with Errors in Variables
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 …