Raj B. (ed.) Henri Theil’s Contributions to Economics and Econometrics: Vol. I, Econometric Theory and Methodology

Amsterdam: Springer, 1992. — 484 p.These three volumes contain an account of Professor Henri Theil's distinguished career as a leader, advisor, administrator, teacher, and researcher in economics and econometrics. The books also contain a selection of his contributions in many areas, such as econometrics, demand analysis, information theory, forecasting, statistics, economic policy analysis and management science. To date he has contributed over 250 articles in refereed journals and chapters in books, and 15 books, three of which became citation classics. His books and articles have appeared in (and have been translated into) many languages, such as Polish, Russian, Dutch, English, French, German, Hungarian, Italian and Japanese.
This collection provides excellent reference material to researchers and graduate students working in a variety of disciplines, such as econometrics, economics, management science, operations research, and statistics. Moreover, Professor Theil's career serves as a role model for younger generations of scholars, both in terms of his approach to research and his commitment to his profession.
Professor Theil's distinguished career as an academic began in 1953 when he was appointed Professor of Econometrics at the Netherlands School of Economics in Rotterdam (now Erasmus University). Three years later he founded the Econometric Institute in Rotterdam and served as its first director until 1966, when he accepted a joint appointment at the Graduate School of Business and Department of Economics, University of Chicago, U.S.A. In 1981, Theil was appointed to the McKethan-Matherly Eminent Chair at the Graduate School of Business Administration of the University of Florida in Gainesville. Theil has received many international honours including four honorary degrees.Henri Theil’s Biography and his Contributions to Economics and Econometrics: An Overview.
Professor Theil’s Contribution to Economics.
Theil’s Citation Classics.
Theil’s Work History and Biographical Data.
Theil’s Annotated Bibliography.
Estimation and Simultaneous Correlation in Complete Equation Systems.
Estimation of Parameters of Econometric Models.
Some Recent Work of H. Theil on Estimation in Systems of Simultaneous Equations.
The Aggregation Implications of Identifiable Structural Macrorelations.
Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations.
A Multinomial Extension of the Linear Logit Model.
Recent Methodological Advances in Economic Equation Systems.
The Final Form of Econometric Equation Systems.
Results of a Survey on Entrepreneurial Behaviour Patterns.
On the Time Shape of Economic Microvariables and the Munich Business Test.
Recent Experiences with the Munich Business Test: An Expository Article.
On Pure and Mixed Statistical Estimation in Economics.
Mixed Estimation Based on Quasi-Prior Judgments.
A Rank-Invariant Method of Linear and Polynomial Regression Analysis.
On the Efficiency of Wald’s Method of Fitting Straight Lines.
Multiplicative Randomness in Time Series Regression Analysis.
A Simple Unimodal Lag Distribution.
Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions.
Specification Errors and the Estimation of Economic Relationships.
Testing the Independence of Regression Disturbances.
The Analysis of Disturbances in Regression Analysis.
A Simplification of the Blus Procedure for Analyzing Regression Disturbances.
Why is Demand Homogeneity so Often Rejected?
The Sad Fate of the Asymptotic Slutsky Symmetry Test for Large Systems.
Monte Carlo Testing in Systems of Equations.
A Reconsideration of the Keynes-Tinbergen Discussion on Econometric Techniques.
Some Developments of Economic Thought in the Netherlands.