Edmond Malinvaud: A Tribute to His Contributions in Econometrics

Peter Phillips

No 2002, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

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 (search for similar items in EconPapers)
JEL-codes: A19 C10 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2015-06
New Economics Papers: this item is included in nep-ecm, nep-his and nep-hpe
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Citations: View citations in EconPapers (2)

Published in Econometrics Journal (June 2015), 18(2): A1-A13

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