Multicollinearity in linear economic models

I Some Remarks on Linear Economic Models -- I.1 Introduction -- I.2 The economic model -- I.3 The identification problem -- I.4 Multicollinearity -- II. Best Linear P-Unbiased Estimators for a One-Equation Model -- II.1 Introduction -- II.2 The hypotheses -- II.3 The (generalised) least-squares estimators -- II.4 Best linear unbiased estimators of estimable functions -- II.5 Best linear P-unbiased estimators -- II.6 The relation between best linear P-unbiased estimators and estimable functions -- II.7 On the equivalence of best linear P-unbiased estimators -- III. Estimation of a Model Consisting of Several Equations -- III.1 Introduction -- III.2 The hypotheses -- III.3 The estimation of the reduced form -- III.4 The k-class estimators -- III.5 An asymptotic property of k-class estimators -- III.6 Multicollinearity with 2 sls and liml -- III.7 The generalised 2 sls method -- IV. A Monte-Carlo Study -- IV.1 Introduction -- IV.2 Some recent Monte-Carlo studies -- IV.3 Design of the simulation model -- IV.4 Analysis -- Appendix A -- Appendix B -- Literature.