Henri Theil's Contributions to Economics and Econometrics : Econometric Theory and Methodology

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.