TY  - BOOK
AU  - Hsiao,Cheng
AU  - Morimune,Kimio
AU  - Powell,James
AU  - Amemiya,Takeshi
ED  - International Symposium in Economic Theory and Econometrics
TI  - Nonlinear statistical modeling: proceedings of the thirteenth International Symposium in Economic Theory and Econometrics : essays in honor of Takeshi Amemiya 
T2  - International symposia in economic theory and econometrics
SN  - 9781139175203 (ebook)
AV  - HB141 .I57 2001
U1  - 519.5 21
PY  - 2001///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Econometric models
KW  - Congresses
KW  - Nonlinear theories
KW  - Parameter estimation
KW  - Sampling (Statistics)
N1  - Title from publisher's bibliographic system (viewed on 05 Oct 2015); 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 standardized 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 the 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
N2  - 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
UR  - https://doi.org/10.1017/CBO9781139175203
ER  -