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TABLE OF CONTENTS
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|
| 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
Maximum-Likelihood and Least-Squares 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 Limited-Information Maximum-Likelihood 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 Time-Series Analysis, by R.L. Anderson |
352 |
|
Estimation
Problems |
|
| XIV. |
Consistency of
Maximum-Likelihood Estimates in the Explosive Case, by H. Rubin |
356 |
| XV. |
Least-Squares 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 |
|
