£155.43

Edward Elgar Publishing SIMULTANEOUS EQUATIONS ESTIMATION (The International Library of Critical Writings in Econometrics series)

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£177.31 £135.13 £144.33 £153.53 £162.74 £171.94 £181.15 11 June 2026 28 June 2026 15 July 2026 01 August 2026 19 August 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 January 1994
Listed Since
16 December 2006

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