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Simultaneous Equations Estimation

The International Library of Critical Writings in Econometrics Series v. 3

Edited by Carl F. Christ
Format: Hardback
Publisher: Edward Elgar Publishing Ltd, Cheltenham, United Kingdom
Published: 3rd Feb 1994
Dimensions: w 244mm h 169mm d 20mm
Weight: 1130g
ISBN-10: 1852786612
ISBN-13: 9781852786618
Barcode No: 9781852786618
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.

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