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

This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.

Cheng Hsiao (Edited by), Kimio Morimune (Edited by), James L. Powell (Edited by)

9780521662468, Cambridge University Press

Hardback, published 8 January 2001

472 pages
22.9 x 15.2 x 3 cm, 0.86 kg

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

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.

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.

Subject Areas: Economic statistics [KCHS], Econometrics [KCH]