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Klappentext This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models! nonparametric and semi-parametric approaches to qualitative and sample selection models! and 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. The collection of papers is dedicated to Professor Takeshi Amemiya in view of his path-breaking contributions to econometrics and statistics. Zusammenfassung This 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. Inhaltsverzeichnis Series Editor's preface; Editors' introduction; Contributors; 1. Local instrumental variables James J. Heckman and Edward J. Vytlacil; 2. Empirically relevant power comparisons for limited-dependent-variable models Nathan E. Savin and Allan H. Würtz; 3. Simulation estimation of Polychotomous-choice sample selection models Lung-fei Lee; 4. A new approach to the attrition problem in longitudinal studies Keunkwan Ryu; 5. Semiparametric estimation for left-censored duration models Fumihiro Goto; 6. Semiparametric estimation of censored selection models James L. Powell; 7. Studentization in Edgeworth expansions for estimates of semiparametric index models Y. Nishiyama and P. M. Robinson; 8. Nonparametric identification under response-based sampling Charles F. Manski; 9. On selecting regression variables to maximize their significance Daniel McFadden; 10. Using information on the moments of disturbances to increase the efficiency of estimation Thomas E. MaCurdy; 11. Minimal conditions for weak convergence of the sample standarized spectral distribution function T. W. Anderson and Linfeng You; 12. Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller and Pentti Saikkonen; 13. Power comparisons of the discontinuous trend unit root tests Kimio Morimune and Mitsuru Nakagawa; 14. On simultaneous switching autoregressive model Naoto Kunitomo and Seisho Sato; 15. Some econometrics of scarring Tony Lancaster; 16. 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 Hsiao; Curriculum vitae of Takeshi Amemiya; Index....
