Henri Theil

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All published works

Action	Title	Year	Authors
+	Estimation and Simultaneous Correlation in Complete Equation Systems	1992	Henri Theil
+	Quadratic Programming as an Extension of Classical Quadratic Maximization	1992	Henri Theil C. van de Panne
+	Forecast Evaluation Based on a Multiplicative Decomposition of Mean Square Errors	1992	Henri Theil Myron S. Scholes
+	Best Linear Index Numbers of Prices and Quantities	1992	Henri Theil
+	Information-Theoretic Measures of Fit for Univariate and Multivariate Linear Regressions	1992	Henri Theil Ching‐Fan Chung
+	A Procedure for Integer Maximization of a Definite Quadratic Function	1992	J.C. Boot Henri Theil
+	Estimation of Parameters of Econometric Models	1992	Henri Theil
+	Mixed Estimation Based on Quasi-Prior Judgments	1992	Henri Theil
+	A Simple Unimodal Lag Distribution	1992	Henri Theil Robert M. Stern
+	The information tableau of a linear allocation model	1989	Henri Theil Ching‐Fan Chung
+	Information-Theoretic Measures of Fit for Univariate and Multivariate Linear Regressions	1988	Henri Theil Ching‐Fan Chung
+	Information-Theoretic Measures of Fit for Univariate and Multivariate Linear Regressions	1988	Henri Theil Ching‐Fan Chung
+	Monte Carlo tests of autocorrelation	1986	Henri Theil J. Scott Shonkwiler
+	Least squares and maximum likelihood estimation of non-linear systems	1985	Henri Theil Mercedes C. Rosalsky
+	A Monte Carlo test of Slutsky symmetry	1985	Henri Theil J. Scott Shonkwiler Timothy Taylor
+	Homogeneity and symmetry testing when the error distribution has fat tails	1985	Henri Theil Mercedes C. Rosalsky
+	Minimum information estimation of allocation models of different sizes	1984	Renate Finke Lennart Flood Henri Theil
+	A comparison of normal and discrete bootstraps for standard errors in equation systems	1984	Henri Theil Mercedes C. Rosalsky Renate Finke
+	The downward bias of asymptotic standard errors of maximum likelihood estimates of non-linear systems	1984	Mercedes C. Rosalsky Renate Finke Henri Theil
+	Maximum likelihood and instrumental variable estimation of a consumer demand system for Japan and Sweden	1984	Renate Finke Lennart Flood Henri Theil
+	Minimum information estimation of allocation models	1984	Henri Theil Renate Finke Lennart Flood
+	Another look at symmetry testing	1984	Henri Theil Mercedes C. Rosalsky
+	Maximum likelihood and minimum information estimation of allocation models with fat-tailed error distributions	1984	Lennart Flood Renate Finke Henri Theil
+	An extended version of minimum information estimation of allocation models	1984	Renate Finke Henri Theil
+	More on symmetry-constrained estimation	1984	Henri Theil Mercedes C. Rosalsky
+	Some recent and new results on the maximum entropy distribution	1982	Henri Theil
+	Normal probability plots and the estimation of distribution tails	1982	Henri Theil Sartaj A. Kidwai Kathryn A. Yellé
+	Comment	1982	G. Fiebig Denzil Henri Theil
+	Another look at the maximum entropy correlation coefficient	1981	Henri Theil Sartaj A. Kidwai
+	The positive maximum entropy distribution	1981	Henri Theil Richard O. Lightburn
+	Moments of the maximum entropy and the symmetric maximum entropy distribution	1981	Henri Theil Sartaj A. Kidwai
+	Simulation evidence on the ridge and the shrinkage of the maximum entropy variance	1981	Sartaj A. Kidwai Henri Theil
+	The maximum entropy median in the presence of an outlier	1981	Henri Theil Sartaj A. Kidwai Murat A. Yalnizoḡlu
+	The symmetric maximum entropy distribution	1980	Henri Theil
+	The maximum entropy moment matrix with missing values	1980	Delores A. Conway Henri Theil
+	The entropy of the maximum entropy distribution	1980	Henri Theil
+	The independence transformation under almost additivity	1980	Henri Theil
+	The precision gain from adding an equation in joint linear estimation	1979	Henri Theil Denzil G. Fiebig
+	A New Index Number Formula	1973	Henri Theil
+	Der optimale und der kritische Pfad	1971	Henri Theil John C. G. Boot Teun Kloek
+	Some Observations on Adaptive Forecasting	1964	Henri Theil Sutarman Wage
+	On the Use of Incomplete Prior Information in Regression Analysis	1963	Henri Theil
+	The best quadratic estimator of the residual variance in regression analysis	1961	Henri Theil A. Schweitzer
+	On Pure and Mixed Statistical Estimation in Economics	1961	Henri Theil Arthur S. Goldberger
+	Quadratic Programming as an Extension of Classical Quadratic Maximization	1960	Henri Theil C. van de Panne
+	The Extension of Wald's Method of Fitting Straight Lines to Multiple Regression	1958	J. W. Hooper Henri Theil
+	On the Efficiency of Wald's Method of Fitting Straight Lines	1956	Henri Theil J. van Yzeren
+	[A Note on Heteroscedastic Errors in Regression Analysis]: Comment	1953	Henri Theil
+	Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions	1951	Henri Theil
+	A rank-invariant method of linear and polynomial regression analysis, 1-2; confidence regions for the parameters of linear regression equations in two, three and more variables	1950	Henri Theil
+	Over de ongelijkheid van Camp en Meidell	1949	Henri Theil

Common Coauthors

Coauthor	Papers Together
Renate Finke	7
Mercedes C. Rosalsky	6
Sartaj A. Kidwai	5
Lennart Flood	4
Ching‐Fan Chung	4
C. van de Panne	2
J. Scott Shonkwiler	2
Richard O. Lightburn	1
Arthur S. Goldberger	1
G. Fiebig Denzil	1
Delores A. Conway	1
Myron S. Scholes	1
Kathryn A. Yellé	1
J. van Yzeren	1
Teun Kloek	1
John C. G. Boot	1
Robert M. Stern	1
Timothy Taylor	1
Sutarman Wage	1
Denzil G. Fiebig	1
Murat A. Yalnizoḡlu	1
J. W. Hooper	1
A. Schweitzer	1
J.C. Boot	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Multivariate Analysis V.	1980	F. H. C. Marriott P. R. Krishnaiah	5
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	5
+	RELATIONS BETWEEN TWO SETS OF VARIATES	1936	Harold Hotelling	4
+	Bootstrapping a Regression Equation: Some Empirical Results	1984	David A. Freedman Stephen C. Peters	3
+	On Pure and Mixed Statistical Estimation in Economics	1961	Henri Theil Arthur S. Goldberger	3
+	Minimum information estimation of allocation models	1984	Henri Theil Renate Finke Lennart Flood	3
+	IV.—On Least Squares and Linear Combination of Observations	1936	A. C. Aitken	3
+	Relative Importance by Averaging over Orderings	1987	William Kruskal	3
+	The symmetric maximum entropy distribution	1980	Henri Theil	3
+	A risk evaluation of the maximum entropy correlation coefficients	1980	James F. Meisner	2
+	The quartiles of the maximum entropy distribution	1980	Patricia C. O’Brien	2
+	Variances and covariances of the normal order statistics for sample sizes 2 to 50	1976	Gary L. Tietjen David K. Kahaner Richard J. Beckman	2
+	Maximum likelihood and instrumental variable estimation of a consumer demand system for Japan and Sweden	1984	Renate Finke Lennart Flood Henri Theil	2
+	An Introduction to Multivariate Statistical Analysis.	1985	C. J. Skinner T. W. Anderson	2
+	More on symmetry-constrained estimation	1984	Henri Theil Mercedes C. Rosalsky	2
+	The downward bias of asymptotic standard errors of maximum likelihood estimates of non-linear systems	1984	Mercedes C. Rosalsky Renate Finke Henri Theil	2
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	2
+	Some Finite Sample Results for Theil's Mixed Regression Estimator	1972	T.A. Yancey Mary Ellen Bock George G. Judge	1
+	A Monte Carlo test of Slutsky symmetry	1985	Henri Theil J. Scott Shonkwiler Timothy Taylor	1
+	Solving the Transportation Problem	1956	L. R. Ford D. R. Fulkerson	1
+ PDF Chat	The Simplex Method for Quadratic Programming	1960	Philip Wolfe	1
+ PDF Chat	A new generalization of Tchebycheff’s statistical inequality	1922	Burton H. Camp	1
+	Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression	1973	George G. Judge T.A. Yancey Mary Ellen Bock	1
+	On Theil's Mixed Regression Estimator	1969	P. A. V. B. Swamy J. S. Mehta	1
+	A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator	1981	Takeshi Amemiya James L. Powell	1
+ PDF Chat	The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations	1950	T. W. Anderson Herman Rubin	1
+	The optimization of a quadratic function subject to linear constraints	1956	Harry M. Markowitz	1
+	Sets of Estimates of Location	1981	Edward E. Leamer	1
+	Maximum entropy regressions	1980	James F. Meisner	1
+	An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias	1962	Arnold Zellner	1
+	Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations	1949	T. W. Anderson Herman Rubin	1
+	‘Estimating the distribution function of a symmetric distribution’	1976	Eugene F. Schuster	1
+	Note on the Unbiasedness of a Mixed Regression Estimator	1968	Nanak Kakwani	1
+	Continuous Univariate Distributions.	1996	Rodney Coleman N. L. Johnson S. Kotz N. Balakrishnan	1
+	Introduction to Multivariate Statistical Analysis.	1959	William G. Madow T. W. Anderson	1
+	The Distribution of a Product from Several Sources to Numerous Localities	1941	Frank L. Hitchcock	1
+	On Minimizing a Convex Function Subject to Linear Inequalities	1955	E. M. L. Beale	1
+	Continuous Univariate Distributions.	1995	Chris Chatfield N. L. Johnson S. Kotz N. Balakrishnan	1
+	Maximizing a Function in a Convex Region	1959	G. Zoutendijk	1
+	Studies in Linear and Non-Linear Programming.	1959	E. M. L. Beale Kenneth J. Arrow Leonid Hurwicz Hirofumi Uzawa Hollis B. Chenery Selmer Martin Johnson Samuel Karlin Thomas Marschak Robert M. Solow	1
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	1
+	The Simplex Method for Quadratic Programming	1959	Philip Wolfe	1
+	The Capacity Method of Quadratic Programming	1962	H. S. Houthakker	1
+	An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias	1962	Arnold Zellner	1
+	An Analysis of Transformations	1964	George E. P. Box David R. Cox	1
+	Estimating the distribution function of a symmetric distribution	1975	EUGENE F. SCHUSTER	1
+	Estimation of seemingly unrelated regression equations	1979	V. K. Srivastava T. D. Dwivedi	1
+ PDF Chat	Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix	1980	L. R. Haff	1
+	Another look at the maximum entropy correlation coefficient	1981	Henri Theil Sartaj A. Kidwai	1
+	The positive maximum entropy distribution	1981	Henri Theil Richard O. Lightburn	1