Edmond Malinvaud: A Tribute to His Contributions in Econometrics
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.
Phillips, Peter C.B., "Edmond Malinvaud: A Tribute to His Contributions in Econometrics" (2015). Cowles Foundation Discussion Papers. 2437.