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SIMULTANEOUS EQUATIONS ESTIMATION (Hardcover) Loot Price: R7,911
Discovery Miles 79 110
Repayment Terms: R741 pm x 12*
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SIMULTANEOUS EQUATIONS ESTIMATION (Hardcover): Carl F. Christ

SIMULTANEOUS EQUATIONS ESTIMATION (Hardcover)

Carl F. Christ

Series: The International Library of Critical Writings in Econometrics series

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Loot Price R7,911 Discovery Miles 79 110 | Repayment Terms: R741 pm x 12*

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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.

General

Imprint: Edward Elgar Publishing Ltd
Country of origin: United Kingdom
Series: The International Library of Critical Writings in Econometrics series
Release date: 1994
Editors: Carl F. Christ
Dimensions: 244 x 169 x 47mm (L x W x T)
Format: Hardcover
Pages: 560
ISBN-13: 978-1-85278-661-8
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-85278-661-2
Barcode: 9781852786618

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