
TABLE OF CONTENTS


Chapter 

Page 

Preliminary Pages 
i 

Principles of
Notation 
xiii 

INTRODUCTION 

I. 
Statistical Inference
in Economics: An Introduction, by J. Marschak 
1 

PART ONE:
SIMULTANEOUS EQUATION SYSTEMS 

II. 
Measuring the Equation
Systems of Dynamic Economics, by T.C. Koopmans, H. Rubin, and R.B. Leipnik 
53 

Problems of
Identification 

III. 
Note on the
Identification of Economic Relations, by A. Wald 
238 
IV. 
Generalization of the
Concept of Identification, by L. Hurwicz 
245 
V. 
Remarks on Frisch's
Confluence Analysis and Its Use in Econometrics, by T. Haavelmo 
258 

Problems of
Structural and Predictive Estimation 

VI. 
Prediction and Least
Squares, by L. Hurwicz 
266 
VII. 
The Equivalence of
MaximumLikelihood and LeastSquares Estimates of Regression Coefficients, by T.C.
Koopmans 
301 
VIII. 
Remarks on the
Estimation of Unknown Parameters in Incomplete Systems of Equations, by A. Wald 
305 
IX. 
Estimation of the
Parameters of a Single Equation by the LimitedInformation MaximumLikelihood Method,
by T.W. Anderson, Jr. 
311 

Problems of
Computation 

X. 
Some Computational
Devices, by H. Hotelling 
323 

PART TWO:
PROBLEMS SPECIFIC TO TIME SERIES 


Trend and
Seasonality 

XI. 
Variable Parameters in
Stochastic Processes: Trend and Seasonality, by L. Hurwicz 
329 
XII. 
Nonparametric Tests
against Trend, by H.B. Mann 
345 
XIII. 
Tests of Significance
in TimeSeries Analysis, by R.L. Anderson 
352 

Estimation
Problems 

XIV. 
Consistency of
MaximumLikelihood Estimates in the Explosive Case, by H. Rubin 
356 
XV. 
LeastSquares Bias in
Time Series, by L. Hurwicz 
365 

Continuous
Stochastic Processes 

XVI. 
Models Involving a
Continuous Time Variable, by T.C. Koopmans 
384 

PART THREE:
SPECIFICATION OF HYPOTHESES 

XVII. 
When Is an Equation
System Complete for Statistical Purposes?, by T.C. Koopmans 
393 
XVIII. 
Systems with
Nonadditive Disturbances, by L. Hurwicz 
410 
XIX. 
Note on Random
Coefficients, by H. Rubin 
419 

References 
423 

Index 
429 

Corrections to Volume 
