Details about Takeshi Amemiya

This author is deceased (2026-02-25).

Access statistics for papers by Takeshi Amemiya.

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Short-id: pam311

Working Papers

1975

1. The Maximum Likelihood Stage Least Squares Estimator in the Nonlinear Simultaneous Equations Model
   NBER Working Papers, National Bureau of Economic Research, Inc

Undated

2. A Comparison of Two Consistent Estimators in the Choice-Based Sampling Qualitative Response Model
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
   See also Journal Article A Comparison of Two Consistent Estimators in the Choice-based Sampling Qualitative Response Model, Econometrica, Econometric Society (1987) View citations (9) (1987)

Journal Articles

2014

1. Brian Rutishauser, Athens & the Cyclades: economic strategies 540–314 BC ( Oxford: Oxford University Press, 2012. Pp. xii + 304. 5 maps. 2 tabs. ISBN 9780199646357 Hbk. £65)
   Economic History Review, 2014, 67, (3), 857-858

2009

2. Thirty-five years of journal of econometrics
   Journal of Econometrics, 2009, 148, (2), 179-185

2006

3. Endogenous Sampling and Matching Method in Duration Models
   Monetary and Economic Studies, 2006, 24, (2), 1-32 View citations (2)

2001

4. Endogenous Sampling in Duration Models
   Monetary and Economic Studies, 2001, 19, (3), 77-96 View citations (2)

1987

5. A Comparison of Two Consistent Estimators in the Choice-based Sampling Qualitative Response Model
   Econometrica, 1987, 55, (3), 699-702 View citations (9)
   See also Working Paper A Comparison of Two Consistent Estimators in the Choice-Based Sampling Qualitative Response Model, Working Papers

1986

6. Instrumental-Variable Estimation of an Error-Components Model
   Econometrica, 1986, 54, (4), 869-80 View citations (120)

1984

7. Editor's introduction
   Journal of Econometrics, 1984, 24, (1-2), 1-2
8. Tobit models: A survey
   Journal of Econometrics, 1984, 24, (1-2), 3-61 View citations (607)

1983

9. A comparison of the Amemiya GLS and the Lee-Maddala-Trost G2SLS in a simultaneous-equations Tobit model
   Journal of Econometrics, 1983, 23, (3), 295-300 View citations (2)
10. Partially generalized least squares and two-stage least squares estimators
    Journal of Econometrics, 1983, 23, (2), 275-283 View citations (10)

1982

11. Correction to a Lemma [The Maximum Likelihood and Nonlinear Three Stage Least Squares Estimator in the General Nonlinear Simultaneous Equations Model]
    Econometrica, 1982, 50, (5), 1325-28
12. Two Stage Least Absolute Deviations Estimators
    Econometrica, 1982, 50, (3), 689-711 View citations (128)

1981

13. A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator
    Journal of Econometrics, 1981, 17, (3), 351-381 View citations (29)
14. Qualitative Response Models: A Survey
    Journal of Economic Literature, 1981, 19, (4), 1483-1536 View citations (573)

1980

15. Selection of Regressors
    International Economic Review, 1980, 21, (2), 331-54 View citations (64)

1979

16. The Estimation of a Simultaneous-Equation Tobit Model
    International Economic Review, 1979, 20, (1), 169-81 View citations (158)

1978

17. A Note on a Random Coefficients Model
    International Economic Review, 1978, 19, (3), 793-96 View citations (58)
18. On a two-step estimation of a multivariate logit model
    Journal of Econometrics, 1978, 8, (1), 13-21 View citations (19)
19. The Estimation of a Simultaneous Equation Generalized Probit Model
    Econometrica, 1978, 46, (5), 1193-1205 View citations (235)

1977

20. A note on a heteroscedastic model
    Journal of Econometrics, 1977, 6, (3), 365-370 View citations (26)
21. Some Theorems in the Linear Probability Model
    International Economic Review, 1977, 18, (3), 645-50 View citations (13)
22. The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
    Econometrica, 1977, 45, (4), 955-68 View citations (181)
23. The modified second-round estimator in the general qualitative response model
    Journal of Econometrics, 1977, 5, (3), 295-299 View citations (1)

1976

24. On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
    International Economic Review, 1976, 17, (2), 377-96 View citations (81)

1975

25. A Modified Logit Model: A Note
    The Review of Economics and Statistics, 1975, 57, (2), 255-57 View citations (20)
26. The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator
    Journal of Econometrics, 1975, 3, (4), 375-386 View citations (21)

1974

27. A Note on a Fair and Jaffee Model
    Econometrica, 1974, 42, (4), 759-62 View citations (27)
28. Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
    Econometrica, 1974, 42, (6), 999-1012 View citations (247)
29. Regression Analysis when the Dependent Variable is Truncated Lognormal, with an Application to the Determinants of the Duration of Welfare Dependency
    International Economic Review, 1974, 15, (2), 485-96 View citations (7)
30. Selecting the Optimal Order of Polynomial in the Almon Distributed Lag
    The Review of Economics and Statistics, 1974, 56, (3), 378-86 View citations (4)
31. The nonlinear two-stage least-squares estimator
    Journal of Econometrics, 1974, 2, (2), 105-110 View citations (112)

1973

32. Generalized Least Squares with an Estimated Autocovariance Matrix
    Econometrica, 1973, 41, (4), 723-32 View citations (23)
33. Regression Analysis when the Dependent Variable is Truncated Normal
    Econometrica, 1973, 41, (6), 997-1016 View citations (349)

1971

34. The Estimation of the Variances in a Variance-Components Model
    International Economic Review, 1971, 12, (1), 1-13 View citations (63)

1968

35. The Correlation of the Residuals in a Multivariate Regression Model
    Economic Review, 1968, 19, (2), 125-132

1967

36. 【Book Review】E. Malinvaud, Statistical Methods of Econometrics, 【書評】E・マランヴォー『計量経済学の統計学的方法』
    Economic Review, 1967, 18, (3), 284-286

Books

1994

1. Studies in Econometric Theory
   Books, Edward Elgar Publishing View citations (2)

Chapters

1983

1. Non-linear regression models
   Chapter 06 in Handbook of Econometrics, 1983, vol. 1, pp 333-389 View citations (37)

1975

2. Qualitative Response Models
   A chapter in Annals of Economic and Social Measurement, Volume 4, number 3, 1975, pp 363-372 View citations (37)

Editor

1. Journal of Econometrics
   Elsevier