Contributions to Consumer Demand and Econometrics: Essays in Honour of Henri Theil

✍ Scribed by Ronald Bewley, Tran Van Hoa (eds.)

• Publisher: Palgrave Macmillan UK
• Year: 1992
• Tongue: English
• Leaves: 284
• Edition: 1
• Category: Library

✦ Synopsis

Contains essays on consumer demand and econometrics written in honour of Professor Henri Theil. The essays report the results of current pioneering research work and cover a variety of topics including inequality tests, mixing forecasts and dynamic panel data models.

✦ Table of Contents

Front Matter....Pages i-xiv
Front Matter....Pages 1-1
MAIDS Under Additive Preferences: Some Early Estimates....Pages 3-23
A Test of Normality in Nonlinear Systems of Consumer Demand Equations....Pages 24-30
The Estimation of Mixed Demand Systems....Pages 31-57
Accounting for Non-stationarity in Demand Systems....Pages 58-73
Henri Theil’s Contributions to Demand Analysis....Pages 74-104
Economic Inequality and Consumer Behaviour: Theory and Applications....Pages 105-122
Front Matter....Pages 123-123
Efficiency of Alternative Estimators in Generalized Seemingly Unrelated Regression Models....Pages 125-139
One-sided and Inequality Tests for a Pair of Means....Pages 140-162
Decomposition of Least-Squares Estimators and Covariance Matrices....Pages 163-175
Mixing Forecasts in Linear Simultaneous Equations Under Quadratic Loss....Pages 176-188
Edgeworth Approximations to the Distributions of the Likelihood Ratio and F Statistics in the Null and Non-null Cases....Pages 189-221
The Perils of Underestimation of Standard Errors in a Random-coefficients Model and the Bootstrap....Pages 222-237
Simple Estimators for Dynamic Panel Data Models with Errors in Variables....Pages 238-251
Back Matter....Pages 252-271

✦ Subjects

Sociology, general; Econometrics