Simultaneous equations estimation / [edited by] Carl F. Christ.
Material type:
TextSeries: 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
- 330.015195 23 C554
| 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 |
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| 330.015195 B959 Modelling non-stationary economic time series | 330.015195 C472 New directions in econometric practice | 330.015195 C495 On some measurement problems in economics | 330.015195 C554 Simultaneous equations estimation / | 330.015195 C626 Evaluating econometric forecasts of economic and financial variables | 330.015195 C672 Introduction to efficiency and productivity analysis | 330.015195 C748 Econophysics of agent-based models / |
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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