Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics, Essays in Honor of Takeshi ... Symposia in Economic Theory and Econometrics)
James L. Powell Edited by Cheng HsiaoCambridge University Press, 3/15/2001EAN 9780521662468, ISBN10: 052166246XHardcover, 472 pages, 22.9 x 15.2 x 3 cmLanguage: EnglishThis 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.Series Editor's prefaceEditors' introductionContributors1. Local instrumental variables James J. Heckman and Edward J. Vytlacil2. Empirically relevant power comparisons for limited-dependent-variable models Nathan E. Savin and Allan H. Würtz3. Simulation estimation of Polychotomous-choice sample selection models Lung-fei Lee4. A new approach to the attrition problem in longitudinal studies Keunkwan Ryu5. Semiparametric estimation for left-censored duration models Fumihiro Goto6. Semiparametric estimation of censored selection models James L. Powell7. Studentization in Edgeworth expansions for estimates of semiparametric index models Y. Nishiyama and P. M. Robinson8. Nonparametric identification under response-based sampling Charles F. Manski9. On selecting regression variables to maximize their significance Daniel McFadden10. Using information on the moments of disturbances to increase the efficiency of estimation Thomas E. MaCurdy11. Minimal conditions for weak convergence of the sample standarized spectral distribution function T. W. Anderson and Linfeng You12. Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller and Pentti Saikkonen13. Power comparisons of the discontinuous trend unit root tests Kimio Morimune and Mitsuru Nakagawa14. On simultaneous switching autoregressive model Naoto Kunitomo and Seisho Sato15. Some econometrics of scarring Tony Lancaster16. A censored switching regression approach to evaluating the effect of sunk costs and firm-level disequilibrium on export performance Seung-Jae Yhee, J. B. Nugent and Cheng HsiaoCurriculum vitae of Takeshi AmemiyaIndex.'These papers form a worthy tribute to him on the occasion of his 65th birthday.' The Statistician
