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

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ISBN-10: 0521169267

ISBN-13: 9780521169264

Edition: 2010

Authors: Cheng Hsiao, Kimio Morimune, James L. Powell

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Book details

List price: $79.95
Copyright year: 2010
Publisher: Cambridge University Press
Publication date: 2/17/2011
Binding: Paperback
Pages: 472
Size: 6.25" wide x 8.75" long x 1.00" tall
Weight: 1.584
Language: English

Cheng Hsiao is Professor of Economics at the University of Southern California. He has worked mainly in integrating economic theory with economic analysis. Professor Hsiao has made extensive contributions in methodology and empirical analysis in the areas of panel data, time series, cross-sectional data, structural modeling, and measurement errors, among other fields. He is the author of the first two editions of Analysis of Panel Data and has been a co-editor of the Journal of Econometrics since 1991. He received his PhD in Economics from Stanford University.

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