Simultaneous Equations Estimation

Christ, Carl F. (EDT)

ISBN 10: 1852786612 / ISBN 13: 9781852786618

Editore: Edward Elgar Publishing, 1994

Codice articolo 18797877-n

Riassunto:

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.

Informazioni sull'autore: The late Carl F. Christ, formerly Professor of Economics, Johns Hopkins University, US

Dati bibliografici

Titolo: Simultaneous Equations Estimation
Casa editrice: Edward Elgar Publishing
Data di pubblicazione: 1994
Legatura: Rilegato
Condizione: New