Nonlinear statistical modeling proceedings of the thirteenth International Symposium in Economic Theory and Econometrics : essays in honor of Takeshi Amemiya
This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semiparametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of cross-sectional a...
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| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Cambridge
Cambrige University Press
2000
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| Series: | International symposia in economic theory and econometrics
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| Subjects: | |
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| 111 | 2 | |a International Symposium in Economic Theory and Econometrics |n (13th) | |
| 245 | 1 | 0 | |a Nonlinear statistical modeling |b proceedings of the thirteenth International Symposium in Economic Theory and Econometrics : essays in honor of Takeshi Amemiya |c edited by Cheng Hsiao, Kimio Morimune, James L. Powell |
| 260 | |a Cambridge |b Cambrige University Press |c 2000 | ||
| 300 | |a xviii, 452 p. |b ill. |c 24 cm | ||
| 490 | 1 | |a ISET | |
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a Local instrumental variables / James J. Heckman, Edward J. Vytlacil -- Empirically relevant power comparisons for limited-dependent variable models / Nathan E. Savin, Allan H. Wurtz -- Simulation estimation of polychotomous-choice sample selection models / Lung-fei Lee -- A new approach to the attrition problem in longitudinal studies / Keunkwan Ryu -- Semiparametric estimation for left-censored duration models / Fumihiro Goto -- Semiparametric estimation of censored selection models / James L. Powell -- Studentization in Edgeworth expansions for estimates of semiparametric index models / Y. Nishiyama, P. M. Robinson -- Nonparametric identification under response-based sampling / Charles F. Manski -- On selecting regression variables to maximize their significance / Daniel McFadden -- Using information on the moments of disturbances to increase the efficiency of estimation / Thomas E. MaCurdy -- Minimal conditions for weak convergence of the sample standardized spectral distribution function / T. W. Anderson, Linfeng You -- Unit root tests for time series with a structural break when the break point is known / Helmut Lutkepohl, Christian Muller, Pentti Saikkonen -- Power comparisons of the discontinuous trend unit root tests / Kimio Morimune, Mitsuru Nakagawa -- On the simultaneous switching autoregressive model / Naoto Kunitomo, Seisho Sato -- Some econometrics of scarring / Tony Lancaster -- 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, Cheng Hsiao | |
| 520 | |a This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semiparametric 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. The collection is dedicated to Professor Takeshi Amemiya in honor of his path-breaking contributions to econometrics and statistics. | ||
| 650 | 0 | |a Econometric models |v Congresses | |
| 650 | 0 | |a Nonlinear theories |v Congresses | |
| 650 | 0 | |a Parameter estimation |v Congresses | |
| 650 | 0 | |a Sampling (Statistics) |v Congresses | |
| 700 | 1 | |a Amemiya, Takeshi | |
| 700 | 1 | |a Hsiao, Cheng |d 1943- | |
| 700 | 1 | |a Morimune, Kimio | |
| 700 | 1 | |a Powell, James |d 1955- | |
| 830 | 0 | |a International symposia in economic theory and econometrics | |
| 999 | |a vtls000014754 |c 14567 |d 14567 | ||