Title

Edmond Malinvaud: A Tribute to His Contributions in Econometrics

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.

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