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

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

• ISBN13: 9780521662468
• ISBN10: 052166246X
• Format: Hardcover
• Copyright: 2001-01-08
• Publisher: Cambridge University Press

Summary

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.

Table of Contents

Series editor's introduction	vii
Editors' introduction	xi
Contributors	xvii
Local instrumental variables	1	(46)
James J. Heckman
Edward J. Vytlacil
Empirically relevant power comparisons for limited-dependent-variable models	47	(24)
Nathan E. Savin
Allan H. Wurtz
Simulation estimation of polychotomous-choice sample selection models	71	(48)
Lung-fei Lee
A new approach to the attrition problem in longitudinal studies	119	(26)
Keunkwan Ryu
Semiparametric estimation for left-censored duration models	145	(20)
Fumihiro Goto
Semiparametric estimation of censored selection models	165	(32)
James L. Powell
Studentization in Edgeworth expansions for estimates of semiparametric index models	197	(44)
Y. Nishiyama
P. M. Robinson
Nonparametric identification under response-based sampling	241	(18)
Charles F. Manski
On selecting regression variables to maximize their significance	259	(22)
Daniel McFadden
Using information on the moments of disturbances to increase the efficiency of estimation	281	(40)
Thomas E. MaCurdy
Minimal conditions for weak convergence of the sample standardized spectral distribution function	321	(6)
T. W. Anderson
Linfeng You
Unit root tests for time series with a structural break when the break point is known	327	(22)
Helmut Lutkepohl
Christian Muller
Pentti Saikkonen
Power comparisons of the discontinuous trend unit root tests	349	(14)
Kimio Morimune
Mitsuru Nakagawa
On the simultaneous switching autoregressive model	363	(30)
Naoto Kunitomo
Seisho Sato
Some econometrics of scarring	393	(10)
Tony Lancaster
A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance	403	(38)
Seung-Jae Yhee
J. B. Nugent
Cheng Hsiao
Curriculum vitae of Takeshi Amemiya	441	(6)
Index	447