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Series Editor's preface | |
Editors' introduction | |
Contributors | |
Local instrumental variables | |
Empirically relevant power comparisons for limited-dependent-variable models | |
Simulation estimation of Polychotomous-choice sample selection models | |
A new approach to the attrition problem in longitudinal studies | |
Semiparametric estimation for left-censored duration models | |
Semiparametric estimation of censored selection models | |
Studentization in Edgeworth expansions for estimates of semiparametric index models | |
Nonparametric identification under response-based sampling | |
On selecting regression variables to maximize their significance | |
Using information on the moments of disturbances to increase the efficiency of estimation | |
Minimal conditions for weak convergence of the sample standarized spectral distribution function | |
Unit root tests for time series with a structural break when the break point is known | |
Power comparisons of the discontinuous trend unit root tests | |
On simultaneous switching autoregressive model | |
Some econometrics of scarring | |
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 | |
Table of Contents provided by Publisher. All Rights Reserved. |
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