CFM 10

Tjalling C. Koopmans, ed., Statistical Inference in Dynamic Economic Models, John Wiley & Sons, 1950 [9,438 kb] [Table of Contents]


Abstract: 

Preliminary Pages [i-xv]
Introduction
1 Statistical Inference in Economics: An Introduction, by J. Marschak [1]
  PART ONE: Simultaneous Equation Systems
2 Measuring the Equation Systems of Dynamic Economics, by T.C. Koopmans, H. Rubin, and R.B. Leipnik [53]
  Problems of Identification
3 Note on the Identification of Economic Relations, by A. Wald [238]
4 Generalization of the Concept of Identification, by L. Hurwicz [245]
5 Remarks on Frisch’s Confluence Analysis and Its Use in Econometrics, by T. Haavelmo [258]
  Problems of Structural and Predictive Estimation
6 Prediction and Least Squares, by L. Hurwicz [266]
7 The Equivalence of Maximum-Likelihood and Least-Squares Estimates of Regression Coefficients, by T.C. Koopmans [301]
8 Remarks on the Estimation of Unknown Parameters in Incomplete Systems of Equations, by A. Wald [305]
9 Estimation of the Parameters of a Single Equation by the Limited-Information Maximum-Likelihood Method, by T.W. Anderson, Jr. [311]
  Problems of Computation
10 Some Computational Devices, by H. Hotelling [323]
  PART TWO: Problems Specific to Time Series
  Trend and Seasonality
11 Variable Parameters in Stochastic Processes: Trend and Seasonality, by L. Hurwicz [329]
12 Nonparametric Tests against Trend, by H.B. Mann [345]
13 Tests of Significance in Time-Series Analysis, by R.L. Anderson 352]
  Estimation Problems
14 Consistency of Maximum-Likelihood Estimates in the Explosive Case, by H. Rubin [356]
15 Least-Squares Bias in Time Series, by L. Hurwicz [365]
  Continuous Stochastic Processes
16 Models Involving a Continuous Time Variable, by T.C. Koopmans [384]
  PART THREE: Specification of Hypotheses
17 When Is an Equation System Complete for Statistical Purposes?, by T.C. Koopmans [393]
18 Systems with Nonadditive Disturbances, by L. Hurwicz [410]
19 Note on Random Coefficients, by H. Rubin [419]
References & Index [423]
Corrections to Volume