These three volumes contain an account of Professor Henri Theil's distinguished career as a leader, advisor, administrator, teacher, and researcher in economics and econometrics. The books also contain a selection of his contributions in many areas, such as econometrics, demand analysis, information theory, forecasting, statistics, economic policy analysis and management science. To date he has contributed over 250 articles in refereed journals and chapters in books, and 15 books, three of which became citation classics. His books and articles have appeared in (and have been translated into) many languages, such as Polish, Russian, Dutch, English, French, German, Hungarian, Italian and Japanese. This collection provides excellent reference material to researchers and graduate students working in a variety of disciplines, such as econometrics, economics, management science, operations research, and statistics. Moreover, Professor Theil's career serves as a role model for younger generations of scholars, both in terms of his approach to research and his commitment to his profession. Professor Theil's distinguished career as an academic began in 1953 when he was appointed Professor of Econometrics at the Netherlands School of Economics in Rotterdam (now Erasmus University). Three years later he founded the Econometric Institute in Rotterdam and served as its first director until 1966, when he accepted a joint appointment at the Graduate School of Business and Department of Economics, University of Chicago, U.S.A. In 1981, Theil was appointed to the McKethan-Matherly Eminent Chair at the Graduate School of Business Administration of the University of Florida in Gainesville. Theil has received many international honours including four honorary degrees.
One: Introduction and Overview.- 1 Henri Theil's Biography and his Contributions to Economics and Econometrics: An Overview.- 2 Professor Theil's Contribution to Economics.- 3 Theil's Citation Classics.- 4 Their's Work History and Biographical Data.- 5 Their's Annotated Bibliography.- Two: Econometric Theory and Methodology.- Section 2.1 Structural Equations.- 6 Estimation and Simultaneous Correlation in Complete Equation Systems.- 7 Estimation of Parameters of Econometric Models.- 8 Some Recent Work of H. Theil on Estimation in Systems of Simultaneous Equations.- 9 The Aggregation Implications of Identifiable Structural Macrorelations.- 10 Three-Stage Least-Squares: Simultaneous Estimation of Simultaneous Equations.- Section 2.2 Systems of Equations.- 11 A Multinomial Extension of the Linear Logit Model 181.- 12 Recent Methodological Advances in Economic Equation 193 Systems.- 13 Lp-Norm Estimation of Non-Linear Systems 215.- Section 2.3 The Relationship Between Time Series Models and Econometric Models.- 14 The Final Form of Econometric Equation Systems 221.- Section 2.4 Measuring Expectations from Business Opinion Surveys.- 15 Results of a Survey on Entrepreneurial Behaviour Patterns 245.- 16 On the Time Shape of Economic Microvariables and the 281 Munich Business Test.- 17 Recent Experiences with the Munich Business Test: An 303 Expository Article.- Section 2.5 Mixed Statistical Estimation.- 18 On Pure and Mixed Statistical Estimation in Economics 317.- 19 Mixed Estimation Based on Quasi-Prior Judgments 333.- Section 2.6 Multiple Regression Analysis.- 20 A Rank-Invariant Method of Linear and Polynomial 345 Regression Analysis, Parts I, II and III.- 21 On the Efficiency of Wald's Method of Fitting Straight 383 Lines.- 22 Multiplicative Randomness in Time Series Regression 399 Analysis.- 23 A Simple Unimodal Lag Distribution 415.- Section 2.7 Analysis of Residuals and Tests for Regression Equations.- 24 Estimates and their Sampling Variance of Parameters of 427 Certain Heteroscedastic Distributions.- 25 Specification Errors and the Estimation of Economic 439 Relationships.- 26 Testing the Independence of Regression Disturbances 455.- 27 The Analysis of Disturbances in Regression Analysis 473.- 28 A Simplification of the BLUS Procedure for Analyzing 489 Regression Disturbances.- Section 2.8 Laitinen and Meisner: Simulations.- 29 Why is Demand Homogeneity So Often Rejected? 507.- 30 The Sad Fate of the Asymptotic Slutsky Symmetry Test for 513 Large Systems.- Section 2.9 Monte Carlo Tests.- 31 Monte Carlo Testing in Systems of Equations 519.- Section 2.10 Methodology.- 32 A Reconsideration of the Keynes-Tinbergen Discussion on 535 Econometric Techniques.- 33 Some Developments of Economic Thought in the 555 Netherlands.
Series: Advanced Studies in Theoretical and Applied Econometrics : Book 1
Number Of Pages: 584
Country of Publication: NL
Dimensions (cm): 23.5 x 15.5
Weight (kg): 1.08
Edition Type: Annotated