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

doi:10.1017/CBO9781139175203

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.

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

Source: The Statistician

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Contents

Frontmatter
pp i-iv
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Contents
pp v-vi
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Series editor's introduction
pp vii-x
- By William A. Barnett, Washington University in St. Louis
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Editors' introduction
pp xi-xvi
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Contributors
pp xvii-xviii
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1 - Local instrumental variables
pp 1-46
- By James J. Heckman, University of Chicago, Edward J. Vytlacil, Stanford University
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2 - Empirically relevant power comparisons for limited-dependent-variable models
pp 47-70
- By Nathan E. Savin, University of Iowa, Allan H. Würtz, University of Aarhus
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3 - Simulation estimation of polychotomous-choice sample selection models
pp 71-118
- By Lung-Fei Lee, Hong Kong University of Science and Technology
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4 - A new approach to the attrition problem in longitudinal studies
pp 119-144
- By Keunkwan Ryu, Seoul National University
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5 - Semiparametric estimation for left-censored duration models
pp 145-164
- By Fumihiro Goto, Aoyama Gakuin University
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6 - Semiparametric estimation of censored selection models
pp 165-196
- By James L. Powell, University of California, Berkeley
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7 - Studentization in Edgeworth expansions for estimates of semiparametric index models
pp 197-240
- By Y. Nishiyama, Nagoya University, P. M. Robinson, London School of Economics
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8 - Nonparametric identification under response-based sampling
pp 241-258
- By Charles F. Manski, Northwestern University
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9 - On selecting regression variables to maximize their significance
pp 259-280
- By Daniel McFadden, University of California, Berkeley
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10 - Using information on the moments of disturbances to increase the efficiency of estimation
pp 281-320
- By Thomas E. MacUrdy, Stanford University
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11 - Minimal conditions for weak convergence of the sample standardized spectral distribution function
pp 321-326
- By T W. Anderson, Stanford University, Linfeng You
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12 - Unit root tests for time series with a structural break when the break point is known
pp 327-348
- By Helmut Lütkepohl, Humboldt University, Christian Müller, Humboldt University, Pentti Saikkone, University of Helsinki
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13 - Power comparisons of the discontinuous trend unit root tests
pp 349-362
- By Kimio Morimune, Kyoto University, Mitsuru Nakagawa, Osaka City University
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14 - On the simultaneous switching autoregressive model
pp 363-392
- By Naoto Kunitomo, University of Tokyo, Seisho Sato, Institute of Statistical Mathematics
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15 - Some econometrics of scarring
pp 393-402
- By Tony Lancaster, Tony Lancaster
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16 - A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance
pp 403-440
- By Seung-Jae Yhee, Amencan Express, J. B. Nugent, University of Southern California, Cheng Hsiao
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Curriculum vitae of Takeshi Amemiya
pp 441-446
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Index
pp 447-452
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Nonlinear Statistical Modeling

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

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Contents

Frontmatter
pp i-iv

Contents
pp v-vi

Series editor's introduction
pp vii-x

Editors' introduction
pp xi-xvi

Contributors
pp xvii-xviii

1 - Local instrumental variables
pp 1-46

2 - Empirically relevant power comparisons for limited-dependent-variable models
pp 47-70

3 - Simulation estimation of polychotomous-choice sample selection models
pp 71-118

4 - A new approach to the attrition problem in longitudinal studies
pp 119-144

5 - Semiparametric estimation for left-censored duration models
pp 145-164

6 - Semiparametric estimation of censored selection models
pp 165-196

7 - Studentization in Edgeworth expansions for estimates of semiparametric index models
pp 197-240

8 - Nonparametric identification under response-based sampling
pp 241-258

9 - On selecting regression variables to maximize their significance
pp 259-280

10 - Using information on the moments of disturbances to increase the efficiency of estimation
pp 281-320

11 - Minimal conditions for weak convergence of the sample standardized spectral distribution function
pp 321-326

12 - Unit root tests for time series with a structural break when the break point is known
pp 327-348

13 - Power comparisons of the discontinuous trend unit root tests
pp 349-362

14 - On the simultaneous switching autoregressive model
pp 363-392

15 - Some econometrics of scarring
pp 393-402

16 - A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance
pp 403-440

Curriculum vitae of Takeshi Amemiya
pp 441-446

Index
pp 447-452

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Nonlinear Statistical Modeling

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

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