Studies in Econometric Method (Cowles Foundation Monograph)
Contributors: William C. Hood (Editor); Tjalling C. Koopmans (Editor)
Publisher: Yale University Press
Published: January 21, 1971
Format: Hardcover
Number of pages: 352
ISBN-13: 9780300013665
Description: Economic measurements for policy and prediction / Jacob Marschak -- Identification problems in economic model construction / Tjalling C. Koopmans -- Causal ordering and identifiability / Herbert A. Simon -- Methods of measuring the marginal propensity to consume / Trygve Haavelmo -- Statistical analysis of the demand for food: examples of simultaneous estimation of structural equations / M.A. Girshick and Trygve A. Haavelmo -- The estimation of simultaneous linear economic relationships / Tjalling C. Koopmans and William C. Hood -- Asymptotic properties of limited information estimates under generalized conditions / Herman Chernoff and Herman Rubin -- An example of loss of efficiency in structural estimation / S.G. Allen, Jr. -- Sources and size of least-squares bias in a two-equation model / Jean Bronfenbrenner -- The computation of maximum likelihood estimates of linear structural equations / Herman Chernoff and Nathan Divinsky -- Sample computations for maximum-likelihood estimation (tables).