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)
Control
Number(s)
CFM 10
Author(s)
Publication Date
January 1950