Simultaneous Equations Estimation
Christ, Carl F. (EDT)
ISBN 10: 1852786612 ISBN 13: 9781852786618
Published by Edward Elgar Publishing, 1994
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Hardcover
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About this Item
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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.
About the Author: The late Carl F. Christ, formerly Professor of Economics, Johns Hopkins University, US
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Bibliographic Details
Title: Simultaneous Equations Estimation
Publisher: Edward Elgar Publishing
Publication Date: 1994
Binding: Hardcover
Condition: New