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Foundations of Econometrics

Editor

Listed:
  • Bliss, C. J.
  • Intriligator, M. D.

Author

Listed:
  • Madansky, Albert

Abstract

Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.

Suggested Citation

  • Madansky, Albert, 1976. "Foundations of Econometrics," Elsevier Monographs, Elsevier, edition 1, number 9780720436075 edited by Bliss, C. J. & Intriligator, M. D..
    • Handle: RePEc:eee:monogr:9780720436075
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    Citations

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    Cited by:

    1. Pietro Balestra, 1978. "Determinant and inverse of a sum of matrices with applications in economics and statistics," Working Papers hal-01527161, HAL.
    2. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.

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