PONTIFICIAE ACADEMIAE SCIENTIARVM SCRIPTA VARIA -
y
[9] Fisuer F. M., The Place of Least Squares in Econometrics: Comment.
« Econometrica », 30 (1963), pp. 565-567.
10] Fisuer F. M., Uncorrelated Disturbances and Identifiability Criteria.
« International Economic Review », Vol. 4, No. z (May, 10963).
(11] GORMAN W. M., Professor Strotz on a Specification Error. University
of Birmingham, Faculty of Commerce and Social Science, Discussion
Papers, Series A, No. 24, 1960.
[12] Harrop R. F., Towards a Dynamic Economics. London, 1948.
[13] Hicks J. R., À Contribution to the Theory of the Trade Cycle. Lon-
don, 1950.
Hurwicz L., Least-Squaves Bias in Time Series. Chapter 15 of « Sta-
tistical Inference in Dynamic Economic Models » (T. C. Koopmans,
ed.), New York, 1950 (Cowles Commission Monograph 10).
[15] JouNsTON J., Econometric Methods. New York, 1962.
16] Kren L. R. and M. NakaMURA, Singularity in the Equation Systems
of Econometrics: Some Aspects of the Problem of Multicollinearity.
« International Economic Review », 3 (1962), pp. 274-299.
Kroexk T. and L. B. M. MENNES, Simultaneous Equations Estima-
tion Based on Principal Components of Predetermined Variables. « Eco-
nometrica », 28 (1960), pp. 45-6I.
Lesnoy S., Limited Information versus Reduced Form Least Squares
in Prediction. Unpublished (presented at Cambridge meeting of Eco-
nometric Society, 1958).
“19] Liv T. C., Underidentification, Structural Estimation, and Forecasting.
« Econometrica », 28 (1960), pp. 855-865.
20] MADANSKY A., On the Efficiency of Three-Stage Least-Squares Estima-
tion. RAND Corporation Memorandum RM-3557-PR, 1963 (to be pub-
lished in « Econometrica »).
17 Mann H. B. and A. Warp, On the Statistical Treatment of Linear
Stochastic Difference Equations. « Econometrica ». 11 (1943), pp. 173-
220.
[22]
Nagar A. L., The Bias and Moment Matrix of the General k-Class
Estimators of the Parameters in Simultaneous Equation. « Econome-
trica », 27 (1959), PP. 575-595.
Nagar A. L., Double k-Class Estimators of Pavameters in Simultaneous
Equations and Their Small Sample Properties. « International Econo-
mic Review », 3 (1962), pp. 168-188.
QUANDT R. E., Some Small Sample Properties of Certain Structural
Equation Estimators. Princeton University, Econometric Research Pro-
gram, Research Memorandum No. 48, 1963.
4 QUANDT R. E., On Certain Small Sample Properties of k-Class Estima-
tors. Mimeographed and unpublished. 1963.
[23]
OU
+41
Al
Fisher - pag. 62
