Edmond Malinvaud: A Tribute to His Contributions in Econometrics

16 Pages Posted: 25 Jun 2015

See all articles by Peter C. B. Phillips

Peter C. B. Phillips

University of Auckland Business School; Yale University - Cowles Foundation; Singapore Management University - School of Economics

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

Suggested Citation

Phillips, Peter C. B., Edmond Malinvaud: A Tribute to His Contributions in Econometrics (April 23, 2015). Cowles Foundation Discussion Paper No. 2002, Available at SSRN: https://ssrn.com/abstract=2622494 or http://dx.doi.org/10.2139/ssrn.2622494

Peter C. B. Phillips (Contact Author)

University of Auckland Business School ( email )

12 Grafton Rd
Private Bag 92019
Auckland, 1010
New Zealand
+64 9 373 7599 x7596 (Phone)

Yale University - Cowles Foundation ( email )

Box 208281
New Haven, CT 06520-8281
United States
203-432-3695 (Phone)
203-432-5429 (Fax)

Singapore Management University - School of Economics

90 Stamford Road
178903
Singapore

Do you have negative results from your research you’d like to share?

Paper statistics

Downloads
96
Abstract Views
643
Rank
492,371
PlumX Metrics