KOOPMANS (Tjalling Charles).
Linear Regression Analysis of Economic Time Series.
The first publicly-available edition of the Dutch Nobel Prize winning economist Tjalling Koopmans’s doctoral dissertation, following on from the privately-published edition in the previous year.
‘His doctoral dissertation (1937), now a classic, foreshadowed the style of his important later contributions to econometric methods. In it he brought the insight of Frisch and the rigour of R.A. Fisher to linear regression when all variables are subject to errors of measurement’ (New Palgrave).
