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Publisher: Vandenhoeck and Ruprecht Gottingen

Issued date: 1977

Citation: The Spectral maximum likelihood estimation of econometric models with stationary errors. Gottingen : Vandenhoeck and Ruprecht, 1977. 107 p.

ISBN: 3-525-11233-5

Keywords: Modelo econométrico

Rights: Atribución-NoComercial-SinDerivadas 3.0 España





Autor: Espasa, Antoni

Fuente: http://e-archivo.uc3m.es


Introducción



Universidad Carlos III de Madrid Repositorio institucional e-Archivo http:--e-archivo.uc3m.es Departamento de Economía DE - Monografías 1977 The Spectral Maximum Likelihood Estimation of Econometric Models with Stationary Errors Espasa, Antoni Vandenhoeck and Ruprecht (Gottingen) The Spectral maximum likelihood estimation of econometric models with stationary errors. Gottingen : Vandenhoeck and Ruprecht, 1977.
107 p. http:--hdl.handle.net-10016-13085 Descargado de e-Archivo, repositorio institucional de la Universidad Carlos III de Madrid The Spectral Maximum Likelihood Estimation of Econometric Models with Stationary Errors by Antoni Espasa Vandenhoeck und Ruprecht in Gottingen CIP-Kurztitelaufnahme der Deutschen Bibliothek Espasa, Antoni The spectral maximum likelihood estimation of econometric models with stationary errors.
- 1.
Aufl.
- Gottingen : Vandenhoeck and Ruprecht, 1977. (Angewandte Statistik und Okonometrie ; H.
3) ISBN 3-525-11233-5 © Vandenhoeck and Ruprecht in Gottingen 1977.
- Printed in Germany. Ohne ausdriickliche Genehmigung des Verlages ist es nicht gestattet, das Buch oder Teile daraus auf foto- oder akustomechanischem Wege zu vervielfaltigen.
Druck: Hubcrt and Co., Gottingen Contents I Introduction t. 9 11 Notation ;. 13 III Stationary disturbances and asymptotic theory . 18 IV Specfiml (Spectral full information maximum likelihood) Estimation 23 IV.
1 IV.2 IV.3 IV.4 The model and its likelihood funktion The first order conditions The second order conditions The Ha.nnan-Terrell procedure. 23 33 42 47 V The Specfilm estimation with inadequate sample size. 49 VI The estimation of the multiple regression model with stationary errors and lagged endogenous variables . 53 Vl.l Alternative likelihood functions VI.2 The Spec LS estimator and its asymptotic distribution . VI.
3 The spectral estimator and the maximum likelihood esti...





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