Haavelmo's contributions to simultaneous-equations estimation
From MaRDI portal
Publication:5247352
DOI10.1017/S0266466614000280zbMATH Open1441.62024MaRDI QIDQ5247352FDOQ5247352
Authors: John S. Chipman 
Publication date: 24 April 2015
Published in: Econometric Theory (Search for Journal in Brave)
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
- A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
- The Exact Distribution of LIML: II
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The Statistical Implications of a System of Simultaneous Equations
- Random Simultaneous Equations and the Theory of Production
- On the Statistical Treatment of Linear Stochastic Difference Equations
- Title not available (Why is that?)
- The LIML estimator has finite moments!
- A Mathematical Theory of the Incidence of Taxation
- The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
- On the Asymptotic Distribution of Generalized Linear Estimators
- Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations
- Writing ``the probability approach with nowhere to go: Haavelmo in the United States, 1939--1944
- EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
- Family Expenditures and the Marginal Propensity to Consume
Cited In (10)
- The nature and logic of econometric inference: the 1942 Hillside lecture
- THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?
- Writing ``the probability approach with nowhere to go: Haavelmo in the United States, 1939--1944
- 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
This page was built for publication: Haavelmo's contributions to simultaneous-equations estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5247352)
