Nonlinear statistical modeling : proceedings of the thirteenth international symposium in economic theory and econometrics : essays in honor of Takeshi Amemiya

著者

書誌事項

Nonlinear statistical modeling : proceedings of the thirteenth international symposium in economic theory and econometrics : essays in honor of Takeshi Amemiya

edited by Cheng Hsiao, Kimio Morimune, James L. Powell

（International symposia in economic theory and econometrics）

Cambridge University Press, 2010

  • : pbk

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注記

"First published 2001, First paperback edition 2010"--T.p.verso

Bibliography of Tekeshi Amemiya: p. 443-445

Includes bibliographical references and index

"Paperback Re-issue" -- On backcover

内容説明・目次

内容説明

This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models. The advances achieved here can have important bearing on the choice of methods and analytical techniques in applied research.

目次

  • Series Editor's preface
  • Editors' introduction
  • Contributors
  • 1. Local instrumental variables James J. Heckman and Edward J. Vytlacil
  • 2. Empirically relevant power comparisons for limited-dependent-variable models Nathan E. Savin and Allan H. Wurtz
  • 3. Simulation estimation of Polychotomous-choice sample selection models Lung-fei Lee
  • 4. A new approach to the attrition problem in longitudinal studies Keunkwan Ryu
  • 5. Semiparametric estimation for left-censored duration models Fumihiro Goto
  • 6. Semiparametric estimation of censored selection models James L. Powell
  • 7. Studentization in Edgeworth expansions for estimates of semiparametric index models Y. Nishiyama and P. M. Robinson
  • 8. Nonparametric identification under response-based sampling Charles F. Manski
  • 9. On selecting regression variables to maximize their significance Daniel McFadden
  • 10. Using information on the moments of disturbances to increase the efficiency of estimation Thomas E. MaCurdy
  • 11. Minimal conditions for weak convergence of the sample standarized spectral distribution function T. W. Anderson and Linfeng You
  • 12. Unit root tests for time series with a structural break when the break point is known Helmut Lutkepohl, Christian Muller and Pentti Saikkonen
  • 13. Power comparisons of the discontinuous trend unit root tests Kimio Morimune and Mitsuru Nakagawa
  • 14. On simultaneous switching autoregressive model Naoto Kunitomo and Seisho Sato
  • 15. Some econometrics of scarring Tony Lancaster
  • 16. A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance Seung-Jae Yhee, J. B. Nugent and Cheng Hsiao
  • Curriculum vitae of Takeshi Amemiya
  • Index.

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