Document Type
Discussion Paper
Publication Date
6-1-2015
CFDP Number
2002
CFDP Pages
15
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.
Recommended Citation
Phillips, Peter C.B., "Edmond Malinvaud: A Tribute to His Contributions in Econometrics" (2015). Cowles Foundation Discussion Papers. 2437.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2437