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SIMULTANEOUS EQUATIONS ESTIMATION (The International Library of Critical Writings in Econometrics series) - Hardcover

 
9781852786618: SIMULTANEOUS EQUATIONS ESTIMATION (The International Library of Critical Writings in Econometrics series)
Hardcover
ISBN 10: 1852786612 ISBN 13: 9781852786618
Publisher: Edward Elgar Publishing Ltd, 1994

Synopsis

This volume comprises the classic articles on methods of identification and estimation of simultaneous equations econometric models. It includes path-breaking contributions by Trygve Haavelmo and Tjalling Koopmans, who founded the subject and received Nobel prizes for their work. It presents original articles that developed and analysed the leading methods for estimating the parameters of simultaneous equations systems: instrumental variables, indirect least squares, generalized least squares, two-stage and three-stage least squares, and maximum likelihood. Many of the articles are not readily accessible to readers in any other form.

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About the Author

The late Carl F. Christ, formerly Professor of Economics, Johns Hopkins University, US

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Publisher
Edward Elgar Publishing Ltd
Publication date
1994
Language
English
ISBN 10 
1852786612
ISBN 13 
9781852786618
Binding
Hardcover
Number of pages
560
Editor
Christ Carl F.