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

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

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

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

by Ronald Bewley

Paperback(1st ed. 1992)

$54.99 
  • SHIP THIS ITEM
    Qualifies for Free Shipping
  • PICK UP IN STORE
    Check Availability at Nearby Stores

Related collections and offers


Overview

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.

Product Details

ISBN-13: 9781349122233
Publisher: Palgrave Macmillan UK
Publication date: 01/01/1992
Edition description: 1st ed. 1992
Pages: 271
Product dimensions: 5.51(w) x 8.50(h) x (d)

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.
From the B&N Reads Blog

Customer Reviews