One: Introduction and Overview -- 1 Henri Theil's Biography and his Contributions to Economics and Econometrics: An Overview -- 2 Professor Theil's Contribution to Economics -- 3 Theil's Citation Classics -- 4 Their's Work History and Biographical Data -- 5 Their's Annotated Bibliography -- Two: Econometric Theory and Methodology -- Section 2.1 Structural Equations -- 6 Estimation and Simultaneous Correlation in Complete Equation Systems -- 7 Estimation of Parameters of Econometric Models -- 8 Some Recent Work of H. Theil on Estimation in Systems of Simultaneous Equations -- 9 The Aggregation Implications of Identifiable Structural Macrorelations -- 10 Three-Stage Least-Squares: Simultaneous Estimation of Simultaneous Equations -- Section 2.2 Systems of Equations -- 11 A Multinomial Extension of the Linear Logit Model 181 -- 12 Recent Methodological Advances in Economic Equation 193 Systems -- 13 Lp-Norm Estimation of Non-Linear Systems 215 -- Section 2.3 The Relationship Between Time Series Models and Econometric Models -- 14 The Final Form of Econometric Equation Systems 221 -- Section 2.4 Measuring Expectations from Business Opinion Surveys -- 15 Results of a Survey on Entrepreneurial Behaviour Patterns 245 -- 16 On the Time Shape of Economic Microvariables and the 281 Munich Business Test -- 17 Recent Experiences with the Munich Business Test: An 303 Expository Article -- Section 2.5 Mixed Statistical Estimation -- 18 On Pure and Mixed Statistical Estimation in Economics 317 -- 19 Mixed Estimation Based on Quasi-Prior Judgments 333 -- Section 2.6 Multiple Regression Analysis -- 20 A Rank-Invariant Method of Linear and Polynomial 345 Regression Analysis, Parts I, II and III -- 21 On the Efficiency of Wald's Method of Fitting Straight 383 Lines -- 22 Multiplicative Randomness in Time Series Regression 399 Analysis -- 23 A Simple Unimodal Lag Distribution 415 -- Section 2.7 Analysis of Residuals and Tests for Regression Equations -- 24 Estimates and their Sampling Variance of Parameters of 427 Certain Heteroscedastic Distributions -- 25 Specification Errors and the Estimation of Economic 439 Relationships -- 26 Testing the Independence of Regression Disturbances 455 -- 27 The Analysis of Disturbances in Regression Analysis 473 -- 28 A Simplification of the BLUS Procedure for Analyzing 489 Regression Disturbances -- Section 2.8 Laitinen and Meisner: Simulations -- 29 Why is Demand Homogeneity So Often Rejected? 507 -- 30 The Sad Fate of the Asymptotic Slutsky Symmetry Test for 513 Large Systems -- Section 2.9 Monte Carlo Tests -- 31 Monte Carlo Testing in Systems of Equations 519 -- Section 2.10 Methodology -- 32 A Reconsideration of the Keynes-Tinbergen Discussion on 535 Econometric Techniques -- 33 Some Developments of Economic Thought in the 555 Netherlands.