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Nonlinear Statistical Modeling
Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya

$85.00 (P)

Part of International Symposia in Economic Theory and Econometrics

James J. Heckman, Edward J. Vytlacil, Nathan E. Savin, Allan H. Würtz, Lung-fei Lee, Keunkwan Ryu, Fumihiro Goto, James L. Powell, Y. Nishiyama, P. M. Robinson, Charles F. Manski, Daniel McFadden, Thomas E. MaCurdy, T. W. Anderson, Linfeng You, Helmut Lütkepohl, Christian Müller, Pentti Saikkonen, Kimio Morimune, Mitsuru Nakagawa, Naoto Kunitomo, Seisho Sato, Tony Lancaster, Seung-Jae Yhee, J. B. Nugent, Cheng Hsiao
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  • Date Published: February 2011
  • availability: Available
  • format: Paperback
  • isbn: 9780521169264

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About the Authors
  • This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models, nonparametric and semi-parametric approaches to qualitative and sample selection models, and 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. The collection of papers is dedicated to Professor Takeshi Amemiya in view of his path-breaking contributions to econometrics and statistics.

    • Rigorous collection on nonlinear statistical modeling techniques
    • Virtually all contributors (and co-editors) are world class
    • Important topics: qualitative choice and sampling techniques; semiparametric and nonparametric methods; nonlinear estimation models
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    Reviews & endorsements

    Review of the hardback: 'These papers form a worthy tribute to him on the occasion of his 65th birthday.' The Statistician

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    Product details

    • Date Published: February 2011
    • format: Paperback
    • isbn: 9780521169264
    • length: 472 pages
    • dimensions: 229 x 152 x 27 mm
    • weight: 0.69kg
    • availability: Available
  • 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. Würtz
    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 Lütkepohl, Christian Müller 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.

  • Editors

    Cheng Hsiao, University of Southern California

    Kimio Morimune, Kyoto University, Japan

    James L. Powell, University of California, Berkeley

    Contributors

    James J. Heckman, Edward J. Vytlacil, Nathan E. Savin, Allan H. Würtz, Lung-fei Lee, Keunkwan Ryu, Fumihiro Goto, James L. Powell, Y. Nishiyama, P. M. Robinson, Charles F. Manski, Daniel McFadden, Thomas E. MaCurdy, T. W. Anderson, Linfeng You, Helmut Lütkepohl, Christian Müller, Pentti Saikkonen, Kimio Morimune, Mitsuru Nakagawa, Naoto Kunitomo, Seisho Sato, Tony Lancaster, Seung-Jae Yhee, J. B. Nugent, Cheng Hsiao

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