Produktbild: Linear Models with Correlated Disturbances

Linear Models with Correlated Disturbances

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Lecture Notes in Economics and Mathematical Systems 358

ISBN:	3540539018
ISBN 13:	9783540539018
Autor:	Knottnerus, Paul
Verlag:	Springer Verlag GmbH
Umfang:	viii, 196 S., 1 s/w Illustr., 196 p. 1 illus.
Erscheinungsdatum:	07.05.1991
Auflage:	1/1991
Produktform:	Kartoniert
Einband:	Kartoniert

Artikelnummer: 4607281 Kategorie: Volkswirtschaft

Beschreibung

Beschreibung

This book is primarily concerned with the estimation of regression models with correlated disturbances. Topics discussed include maximum likelihood, test strategies, Kalman filtering, conditional normal distributions, the Cramér-Rao inequality, Cholesky decomposition, missing observations and numerical optimization. A simple geometrical approach is used.

Herstellerkennzeichnung:

Springer Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

E-Mail: juergen.hartmann@springer.com

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