Nonlinear Statistical Modeling Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya
Book contents
- Frontmatter
- Contents
- Series editor's introduction
- Editors' introduction
- Contributors
- 1 Local instrumental variables
- 2 Empirically relevant power comparisons for limited-dependent-variable models
- 3 Simulation estimation of polychotomous-choice sample selection models
- 4 A new approach to the attrition problem in longitudinal studies
- 5 Semiparametric estimation for left-censored duration models
- 6 Semiparametric estimation of censored selection models
- 7 Studentization in Edgeworth expansions for estimates of semiparametric index models
- 8 Nonparametric identification under response-based sampling
- 9 On selecting regression variables to maximize their significance
- 10 Using information on the moments of disturbances to increase the efficiency of estimation
- 11 Minimal conditions for weak convergence of the sample standardized spectral distribution function
- 12 Unit root tests for time series with a structural break when the break point is known
- 13 Power comparisons of the discontinuous trend unit root tests
- 14 On the simultaneous switching autoregressive model
- 15 Some econometrics of scarring
- 16 A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance
- Curriculum vitae of Takeshi Amemiya
- Index
Index
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Series editor's introduction
- Editors' introduction
- Contributors
- 1 Local instrumental variables
- 2 Empirically relevant power comparisons for limited-dependent-variable models
- 3 Simulation estimation of polychotomous-choice sample selection models
- 4 A new approach to the attrition problem in longitudinal studies
- 5 Semiparametric estimation for left-censored duration models
- 6 Semiparametric estimation of censored selection models
- 7 Studentization in Edgeworth expansions for estimates of semiparametric index models
- 8 Nonparametric identification under response-based sampling
- 9 On selecting regression variables to maximize their significance
- 10 Using information on the moments of disturbances to increase the efficiency of estimation
- 11 Minimal conditions for weak convergence of the sample standardized spectral distribution function
- 12 Unit root tests for time series with a structural break when the break point is known
- 13 Power comparisons of the discontinuous trend unit root tests
- 14 On the simultaneous switching autoregressive model
- 15 Some econometrics of scarring
- 16 A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance
- Curriculum vitae of Takeshi Amemiya
- Index
Summary
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Chapter
- Information
- Nonlinear Statistical ModelingProceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya, pp. 447 - 452Publisher: Cambridge University PressPrint publication year: 2001