FIML estimation of dynamic econometric systems from inconsistent data (Q3675389)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIML estimation of dynamic econometric systems from inconsistent data |
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FIML estimation of dynamic econometric systems from inconsistent data (English)
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1985
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generalized least-squares procedure
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discrete-time dynamic models
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measurement errors
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FIML estimation
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Kalman-Bucy filter
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log-likelihood criterion
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