Contributions to consumer demand and econometrics : essays in honour of Henri Theil
著者
書誌事項
Contributions to consumer demand and econometrics : essays in honour of Henri Theil
Macmillan Academic and Professional, 1992
大学図書館所蔵 全47件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Theil's publications in econometrics: p. 252-262
Includes index
内容説明・目次
内容説明
This book contains state-of-the-art essays on consumer demand and econometrics written by international economists and econometricians in honour of Professor Henri Theil. The essays report the results of current pioneering research work and cover important topics: estimation and testing of various new demand systems and their applications to welfare issues, inequality tests, mixing forecasts, dynamic panel data models with errors in variables, among other, and would make significant contributions to the general theory and applications of consumer behaviour, quantitative economics, econometric methodology, and statistical analysis.
目次
- Part 1 Consumer demand analysis: maids under additive preferences, Nisha Agrawal and Alan A.Powell
- a test of normality in non-linear systems of consumer demand equations, William A.Barnett
- the estimation of mixed demand systems, Anton P.Barten
- accounting for non-stationarity in demand systems, Ronald Beweley and Graham Elliott
- Henri Theil's contributions to demand analysis, Kenneth W.Clements, E.A.Selvanathan and Saroja Selvanathan
- economic inequality and consumer demand - theory and applications, Tran Van Hoa. Part 2 Econometric methods: efficiency of alternative estimators in generalized seemingly unrelated regression models, Robert Bartels and Denzil G.Fiebig
- one-sided and inequality tests for a pair of means, Arthur S.Goldberger
- decomposition of least squares estimators and covariance matrices, Teun Kloeck
- mixing forecasts in linear simultaneous equations under quadratic loss, Esfandiar Maasoumi
- Edgeworth approximations to the distribution of the likelihood ratio and F statistics in the null and nonnull cases, A.L.Nagar and Charu Chandrika
- the perils of underestimation of standard errors in a random-coefficients model and the bootstrap, Baldev Raj
- simple estimators for dynamic panel data models with errors in variables, Tom Wansbeek and Arie Kapteyn.
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