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Edmond Malinvaud: A Tribute to His Contributions in Econometrics

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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.

Suggested Citation

  • Peter C. B. Phillips, 2015. "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:2002
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d20/d2002.pdf
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    Cited by:

    1. Matthieu Renault, 2020. "Theory to the Rescue of Large-scale Models: Edmond Malinvaud's Alternative View on the Search for Microfoundations," GREDEG Working Papers 2020-27, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Apr 2021.
    2. Lieberman, Offer & Phillips, Peter C.B., 2017. "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, vol. 196(1), pages 99-110.

    More about this item

    Keywords

    Edmond Malinvaud; Statistical Methods of Econometrics; Linear Estimation; Nonlinear regression;
    All these keywords.

    JEL classification:

    • A19 - General Economics and Teaching - - General Economics - - - Other
    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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