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Studies In Econometric Theory

The Collected Essays of Takeshi Amemiya
Economists of the Twentieth Century series
Takeshi Amemiya, Edward Ames Edmonds Professor of Economics, Stanford University, US
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.
Extent: 496 pp
Hardback Price: £107.00 Online: £96.30
Publication Date: 1994
ISBN: 978 1 85278 797 4
Availability: In Stock
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  • Economics and Finance
  • Econometrics
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.
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