Contributions to consumer demand and econometrics : essays in honour of Henri Theil

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Contributions to consumer demand and econometrics : essays in honour of Henri Theil

edited by Ronald Bewley and Tran van Hoa

Macmillan Academic and Professional, 1992

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Note

Theil's publications in econometrics: p. 252-262

Includes index

Description and Table of Contents

Description

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.

Table of Contents

  • 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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