Haavelmo's contributions to simultaneous-equations estimation

DOI10.1017/S0266466614000280MaRDI QIDQ5247352zbMATH OpenFDO

Authors John S. Chipman

Publication date 24 April 2015

Published in Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) History of statistics (62-03)

Recommendations

• scientific article; zbMATH DE number 4211992
• Writing ``the probability approach with nowhere to go: Haavelmo in the United States, 1939--1944
• Trygve Haavelmo, James J. Heckman, Daniel L. Mcfadden, Robert F. Engle and Clive W. J. Granger
• MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION
• Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression

Cites work

• scientific article; zbMATH DE number 3085482 (Why is no real title available?)
• A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
• A Mathematical Theory of the Incidence of Taxation
• EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Family Expenditures and the Marginal Propensity to Consume
• On the Asymptotic Distribution of Generalized Linear Estimators
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Random Simultaneous Equations and the Theory of Production
• Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations
• The Exact Distribution of LIML: II
• The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
• The LIML estimator has finite moments!
• The Statistical Implications of a System of Simultaneous Equations
• Writing ``the probability approach with nowhere to go: Haavelmo in the United States, 1939--1944

Cited in

(10)

• The nature and logic of econometric inference: the 1942 Hillside lecture
• Writing ``the probability approach with nowhere to go: Haavelmo in the United States, 1939--1944
• THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?
• Structural models and econometrics
• VAR interpretations of Haavelmo's market model of capital and investment
• Consolidation of the Haavelmo-Cowles commission research program
• Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression
• The foundations of econometric analysis
• FRISCH'S ECONOMETRIC LABORATORY AND THE RISE OF TRYGVE HAAVELMO'S PROBABILITY APPROACH
• Trygve Haavelmo, James J. Heckman, Daniel L. Mcfadden, Robert F. Engle and Clive W. J. Granger

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