Edmond Malinvaud: A Tribute to His Contributions in Econometrics
16 Pages Posted: 25 Jun 2015
Date Written: April 23, 2015
Abstract
This paper provides a tribute to Edmond Malinvaud's contributions to econometrics. We overview the primary original contributions in Edmond Malinvaud's masterful work The Statistical Methods of Econometrics. This advanced text developed a complete treatment of linear estimation theory using geometric methods and, for the first time, provided rigorous nonlinear regression asymptotics, using this theory as the basis of a rigorous development of the limit theory for simultaneous equations theory. Malinvaud's treatise remained the most complete textbook study of econometric methods for several decades.
Keywords: Edmond Malinvaud, Statistical Methods of Econometrics, Linear Estimation, Nonlinear regression
JEL Classification: A19, C10
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