HAAVELMO’S CONTRIBUTIONS TO SIMULTANEOUS-EQUATIONS ESTIMATION

DOI10.1017/S0266466614000280zbMath1441.62024MaRDI QIDQ5247352

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)

Cites Work

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• The LIML estimator has finite moments!
• WRITING “THE PROBABILITY APPROACH” WITH NOWHERE TO GO: HAAVELMO IN THE UNITED STATES, 1939–1944
• EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
• A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
• On the Asymptotic Distribution of Generalized Linear Estimators
• The Exact Distribution of LIML: II
• The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
• Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations
• Family Expenditures and the Marginal Propensity to Consume
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• The Statistical Implications of a System of Simultaneous Equations
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Random Simultaneous Equations and the Theory of Production
• A Mathematical Theory of the Incidence of Taxation

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