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
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!