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Simultaneous Equations Estimation

Simultaneous Equations Estimation

Carl F. Christ

Edited by Carl F. Christ, Professor of Economics, Johns Hopkins University, US

1994 560 pp Hardback 978 1 85278 661 8

Hardback £185.00 on-line price £166.50

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Series: The International Library of Critical Writings in Econometrics series






Description
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.

Contents
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

Further information

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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