SIMULTANEOUS EQUATIONS ESTIMATION (Hardcover)

Language: English

Published by Edward Elgar Publishing Ltd, Cheltenham, 1994

1852786612 / 9781852786618

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Hardcover. 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 an 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 simlutaneous equations systems: instrumental variables, indirect least squares, generalized least squares, two-stage and three-stage least squares, and maximum likeliood. Many of the articles are not readily accessible to readers in any other form. The book will be invaluable to anyone interested in understanding simultaneous-equations me econometrics. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Seller Inventory # 9781852786618

Title
SIMULTANEOUS EQUATIONS ESTIMATION (Hardcover)
Author
Carl F. Christ
Publisher
Edward Elgar Publishing Ltd, Cheltenham
Publication year
1994
Condition
new
Binding
Hardcover
Language
English
ISBN 10
1852786612
ISBN 13
9781852786618

AussieBookSeller

Truganina, VIC, Australia

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AbeBooks seller since June 22, 2007

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