FIML estimation of dynamic econometric systems from inconsistent data

Economic data are typically inconsistent, contain measurement errors and are sometimes unavailable. The paper therefore proposes a bayesian and a generalized least-squares procedure for adjusting the data to satisfy accounting identities, to incorporate subjective views and to recover unobserved dat...

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Bibliographic Details

Published in:	International journal of systems science Vol. 16; no. 1; pp. 1 - 29
Main Author:	PLOEG, F. VAN DER
Format:	Journal Article
Language:	English
Published:	Taylor & Francis Group 01.01.1985
ISSN:	0020-7721, 1464-5319
Online Access:	Get full text
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