Studies in Econometric Method

A₁ Appendix assume assumptions B₁ bias causal ordering Chapter coefficients column complete subset compute consider consistent estimates corresponding covariance matrix Cowles Commission defined demand equation denote derived determined discussion disturbances economic elements endogenous equa errors example exogenous variables given Hence hypothesis identifiability income independent indirect least-squares investment iterations jointly dependent variables Koopmans l₁ latent variables least-squares estimates least-squares method Leipnik likelihood function limited-information linear model linear structure maximization maximum-likelihood estimates maximum-likelihood method moment matrix nonsingular nonsingular matrix null hypothesis obtained overidentifying plim positive definite predetermined variables prediction priori restrictions properties random variables reduced form reduced-form regression relations residual respect Rubin Section self-contained specific statistical statistical inference stochastic structural equations structural parameters subsets of equations subsystem supply equation Table theorem tion u₁ values vector y₁ zero ΣΙΙ