SIMULTANEOUS EQUATIONS ESTIMATION

by Carl F. Christ

Overview

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.

Product Details

ISBN-13:	9781852786618
Publisher:	Edward Elgar Publishing
Publication date:	03/01/1994
Series:	The International Library of Critical Writings in Econometrics series , #3
Pages:	560
Product dimensions:	6.62(w) x 9.62(h) x (d)

About the Author

The late Carl F. Christ, formerly Professor of Economics, Johns Hopkins University, US