Statistical inference in dynamic economic models
By: by Cowles Commission research staff members and guests ; edited by Tjalling C. Koopmans ; with an introduction by Jacob Marschak.
Contributors: Koopmans, Tjalling C. 1910-1985.; Cowles Commission for Research in Economics.
Publisher: Wiley
Published: 1950
Place of publication: New York
Language: eng
Description: Statistical inference in economics: an introduction / J. Marschak -- Measuring the equations systems of dynamic economics / T.C. Koopmans, H. Rubin and H.B. Leipnik -- Note on the identification of economic relations / A. Wald -- Generalization of the concept of identification / L. Hurwicz -- Remarks on Frisch's confluence analysis and its use in econometrics / T. Haavelmo -- Prediction and least squares / L. Hurwicz -- The equivalence of maximum-likelihood and least-squares estimates of regression coefficients / T.C. Koopmans -- Remarks on the estimation of unknown parameters in incomplete systems of equations / A. Wald -- Estimation of the parameters of a single equation by the limited information maximum likelihood method / T.W. Anderson, Jr. -- Some computational devices / H. Hotelling -- Variable parameters in stochastic process: trend and seasonality / L. Hurwicz -- Nonparametric tests against trend / H.B. Mann -- Tests of significance in time-series analysis / R.L. Anderson --Consistency of maximum likelihood estimates in the explosive case / H. Rubin -- Least-squares bias in time series / L. Hurwicz -- Models involving a continuous time variable / T.C. Koopmans -- When is an equation system complete for statistical purposes? / T.C. Koopmans -- Systems with nonadditive disturbances / L. Hurwicz -- Note on random coefficients / H. Rubin.
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