Nonlinear statistical modeling : proceedings of the thirteenth international symposium in economic theory and econometrics : essays in honor of Takeshi Amemiya
Author(s)
Bibliographic Information
Nonlinear statistical modeling : proceedings of the thirteenth international symposium in economic theory and econometrics : essays in honor of Takeshi Amemiya
（International symposia in economic theory and econometrics）
Cambridge University Press, 2010
- : pbk
Available at 5 libraries
Note
"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
Description and Table of Contents
Description
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.
Table of Contents
- 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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