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Simultaneous equations estimation / [edited by] Carl F. Christ.

Contributor(s): Material type: TextTextSeries: The International library of critical writings in econometrics ; 3.Publication details: Aldershot, Hants, England ; Edward Elgar, ©1994.Description: xxii, 534 pages : illustratiosn ; 25 cmISBN:
  • 1852786612
Subject(s): DDC classification:
  • 330.015195 23 C554
Contents:
1. The nature and use of simultaneous equations models; 2. Theoretical restrictions and the identifiability of parameters in econometric models; 3. Estimation methods of the Cowles Commission; 4. Generalized least squares and two-stage least squares; 5. Instrumental variables; 6. Three-stage least squares and related methods; 7. Autocorrelated disturbances; 8. Relations among estimation methods.
Summary: 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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 330.015195 C554 (Browse shelf(Opens below)) Available 138329
Total holds: 0

Includes bibligraphical references and index.

1. The nature and use of simultaneous equations models;
2. Theoretical restrictions and the identifiability of parameters in econometric models;
3. Estimation methods of the Cowles Commission;
4. Generalized least squares and two-stage least squares;
5. Instrumental variables;
6. Three-stage least squares and related methods;
7. Autocorrelated disturbances;
8. Relations among estimation methods.

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.

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