Statistical Inference in Dynamic Economic Models

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
Document Control Number(s): CFM 10
Author(s): Tjalling C. Koopmans & John Wiley & Sons
Publication Date: January 1950

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