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SIMULTANEOUS EQUATIONS ESTIMATION

Hardback

SIMULTANEOUS EQUATIONS ESTIMATION

9781852786618 Edward Elgar Publishing
The late Carl F. Christ, formerly Professor of Economics, Johns Hopkins University, US
Publication Date: 1994 ISBN: 978 1 85278 661 8 Extent: 560 pp
This title 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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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.
Contributors
28 articles, dating from 1934 to 1988
Contributors include: R.L. Basmann, J. Durbin, F.M. Fisher, T. Haavelmo, T.C. Koopmans, A. Madansky, P.C.B. Phillips, J.D. Sargan
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