CFDP 2002

Edmond Malinvaud: A Tribute to His Contributions in Econometrics


Publication Date: June 2015

Pages: 15


This paper provides a tribute to Edmond Malinvaud’s contributions to econometrics. We overview the primary original contributions in Edmond Malinvaud’s masterful work The Statistical Methods of Econometrics. This advanced text developed a complete treatment of linear estimation theory using geometric methods and, for the first time, provided rigorous nonlinear regression asymptotics, using this theory as the basis of a rigorous development of the limit theory for simultaneous equations theory. Malinvaud’s treatise remained the most complete textbook study of econometric methods for several decades.


Edmond Malinvaud, Statistical Methods of Econometrics, Linear Estimation, Nonlinear regression

JEL Classification Codes:  A19, C10

See CFP: 1492