Studies In Econometric Theory
The Collected Essays of Takeshi Amemiya
Takeshi Amemiya, Edward Ames Edmonds Professor of Economics, Stanford University, US
Hardback £107.00 on-line price £96.30
Series: Economists of the Twentieth Century series
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.
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