Henri Theil’s Contributions to Economics and Econometrics -

Henri Theil’s Contributions to Economics and Econometrics

Econometric Theory and Methodology

B. Raj, J. Koerts (Herausgeber)

Buch | Softcover
584 Seiten
2012 | Softcover reprint of the original 1st ed. 1992
Springer (Verlag)
978-94-010-5124-8 (ISBN)
213,99 inkl. MwSt
PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes. In Volume I we have provided an overview of Theil's contributions, a brief biography, an annotated bibliography of his research, and a selection of published and unpublished articles and chapters in books dealing with topics in econometrics. Volume IT contains Theil's contributions to demand analysis and information theory. Volume ITI includes Theil's contributions in economic policy and forecasting, and management science. The selection of articles is intended to provide examples of Theil's many seminal and pathbreaking contributions to economics in such areas as econometrics, statistics, demand analysis, information theory, economic policy analysis, aggregation theory, forecasting, index numbers, management science, sociology, operations research, higher education and much more. The collection is also intended to serve as a tribute to him on the occasion of his 67th birthday.! These three volumes also highlight some of Theil's contributions and service to the profession as a leader, advisor, administrator, teacher, and researcher. Theil's contributions, which encompass many disciplines, have been extensively cited both in scientific and professional journals. These citations often place Theil among the top 10 researchers (ranked according to number of times cited) in the world in various disciplines.

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 TimeSeries 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.

Reihe/Serie Advanced Studies in Theoretical and Applied Econometrics ; 23
Zusatzinfo XXVI, 584 p.
Verlagsort Dordrecht
Sprache englisch
Maße 160 x 240 mm
Themenwelt Mathematik / Informatik Mathematik
Wirtschaft Allgemeines / Lexika
Wirtschaft Betriebswirtschaft / Management Unternehmensführung / Management
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 94-010-5124-0 / 9401051240
ISBN-13 978-94-010-5124-8 / 9789401051248
Zustand Neuware
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