000			03970nam a22004458i 4500
001			CR9781139175203
003			UkCbUP
005			20200124160333.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			111013s2001||||enk o ||1 0|eng|d
020			_a9781139175203 (ebook)
020			_z9780521662468 (hardback)
020			_z9780521169264 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHB141 _b.I57 2001
082	0	0	_a519.5 _221
111	2		_aInternational Symposium in Economic Theory and Econometrics _n(13th)
245	1	0	_aNonlinear statistical modeling : _bproceedings of the thirteenth International Symposium in Economic Theory and Econometrics : essays in honor of Takeshi Amemiya / _cedited by Cheng Hsiao, Kimio Morimune, James L. Powell.
264		1	_aCambridge : _bCambridge University Press, _c2001.
300			_a1 online resource (xviii, 452 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aInternational symposia in economic theory and econometrics ; _v13
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505	0		_a1. 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.
520			_aThis 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.
650		0	_aEconometric models _vCongresses.
650		0	_aNonlinear theories _vCongresses.
650		0	_aParameter estimation _vCongresses.
650		0	_aSampling (Statistics) _vCongresses.
700	1		_aHsiao, Cheng, _d1943- _eeditor.
700	1		_aMorimune, Kimio, _eeditor.
700	1		_aPowell, James, _d1955- _eeditor.
700	1		_aAmemiya, Takeshi, _ehonoree.
776	0	8	_iPrint version: _z9780521662468
830		0	_aInternational symposia in economic theory and econometrics ; _v13.
856	4	0	_uhttps://doi.org/10.1017/CBO9781139175203
999			_c522800 _d522798