Statistical inference in dynamic economic models - Info and Reading Options
By Tjalling Charles Koopmans
"Statistical inference in dynamic economic models" was published by Wiley in 1950 - New York, it has 438 pages and the language of the book is English.
“Statistical inference in dynamic economic models” Metadata:
- Title: ➤ Statistical inference in dynamic economic models
- Author: Tjalling Charles Koopmans
- Language: English
- Number of Pages: 438
- Publisher: Wiley
- Publish Date: 1950
- Publish Location: New York
“Statistical inference in dynamic economic models” Subjects and Themes:
- Subjects: ➤ Economics, Mathematical - Mathematical Economics - Time-series analysis - Mathématiques économiques - Série chronologique - Calcul économique - Econometrics - Economics - Mathematics
Edition Specifications:
- Pagination: xiv, 438 p.
Edition Identifiers:
- The Open Library ID: OL6070523M - OL1196324W
- Online Computer Library Center (OCLC) ID: 167651
- Library of Congress Control Number (LCCN): 50009316
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"Statistical inference in dynamic economic models" Description:
The Open Library:
Statistical inference in economics: an introduction / J. Marschak -- Measuring the equations systems of dynamic economics / T.C. Koopmans, H. Rubin and H.B. Leipnik -- Note on the identification of economic relations / A. Wald -- Generalization of the concept of identification / L. Hurwicz -- Remarks on Frisch's confluence analysis and its use in econometrics / T. Haavelmo -- Prediction and least squares / L. Hurwicz -- The equivalence of maximum-likelihood and least-squares estimates of regression coefficients / T.C. Koopmans -- Remarks on the estimation of unknown parameters in incomplete systems of equations / A. Wald -- Estimation of the parameters of a single equation by the limited information maximum likelihood method / T.W. Anderson, Jr. -- Some computational devices / H. Hotelling -- Variable parameters in stochastic process: trend and seasonality / L. Hurwicz -- Nonparametric tests against trend / H.B. Mann -- Tests of significance in time-series analysis / R.L. Anderson --Consistency of maximum likelihood estimates in the explosive case / H. Rubin -- Least-squares bias in time series / L. Hurwicz -- Models involving a continuous time variable / T.C. Koopmans -- When is an equation system complete for statistical purposes? / T.C. Koopmans -- Systems with nonadditive disturbances / L. Hurwicz -- Note on random coefficients / H. Rubin.
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