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Simultaneous Equations Estimation

Editor

Listed:
  • Carl F. Christ

Abstract

This title 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.

Suggested Citation

  • Carl F. Christ (ed.), 1994. "Simultaneous Equations Estimation," Books, Edward Elgar Publishing, number 597.
    • Handle: RePEc:elg:eebook:597
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    File URL: http://www.e-elgar.com/shop/isbn/9781852786618
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    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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