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SIMULTANEOUS EQUATIONS ESTIMATION (The International Library of Critical Writings in Econometrics series, 3)

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Management number 233657711 Release Date 2026/06/27 List Price $127.46 Model Number 233657711
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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. Read more

ISBN10 1852786612
ISBN13 978-1852786618
Language English
Publisher Edward Elgar Publishing
Dimensions 7 x 1.75 x 10 inches
Item Weight 2.35 pounds
Print length 560 pages
Publication date March 1, 1994

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