Hardback
Studies in Econometric Theory
The Collected Essays of Takeshi Amemiya
9781852787974 Edward Elgar Publishing
Takeshi Amemiya has made a significant contribution to econometric theory over the past 30 years. This volume brings together 34 of his key articles and papers on areas such as limited dependent variables, non-linear simultaneous equations models, time series analysis and error components models. Many of the articles reprinted in this volume are indispensable references for researchers in the relevant fields. The specially written preface outlines the influences and motivations behind Professor Amemiya’s work.
Studies in Econometric Theory presents in a single volume the most significant work of one of the most important influential econometricians of our time.
Studies in Econometric Theory presents in a single volume the most significant work of one of the most important influential econometricians of our time.
More Information
Contents
More Information
Takeshi Amemiya has made a significant contribution to econometric theory over the past 30 years. This volume brings together 34 of his key articles and papers on areas such as limited dependent variables, non-linear simultaneous equations models, time series analysis and error components models. Many of the articles reprinted in this volume are indispensable references for researchers in the relevant fields. The specially written preface outlines the influences and motivations behind Professor Amemiya’s work.
Studies in Econometric Theory presents in a single volume the most significant work of one of the most important influential econometricians of our time.
Studies in Econometric Theory presents in a single volume the most significant work of one of the most important influential econometricians of our time.
Contents
Contents: Part I: Time Series Part II: Simultaneous Equations Part III: Heteroscedasticity and Error Components Part IV: Qualitative Response Models Part V: Limited Dependent Variables (TOBIT) Index