CFDP 2002

Edmond Malinvaud: A Tribute to His Contributions in Econometrics

Author(s): 

Publication Date: June 2015

Pages: 15

Abstract: 

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.

Keywords: 

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

JEL Classification Codes:  A19, C10

See CFP: 1492