Amemiya, Takeshi
Overview
Works:  56 works in 194 publications in 3 languages and 2,853 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Honoree, Editor, Thesis advisor 
Publication Timeline
.
Most widely held works about
Takeshi Amemiya
 A note on Amemiya's form of the weighted least squares estimator by Roger Koenker( Book )
 A Monte Carlo study of Amemiya's generalized least squares estimator with an estimated autocovariance matrix by Richard A Meese( Book )
 Endogenous sampling and matching method in duration models by Takeshi Amemiya( Book )
Most widely held works by
Takeshi Amemiya
Advanced econometrics by
Takeshi Amemiya(
Book
)
44 editions published between 1984 and 2001 in 3 languages and held by 755 WorldCat member libraries worldwide
"Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of crosssection models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical leastsquares and generalized leastsquares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theoremproof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points."Publisher's website
44 editions published between 1984 and 2001 in 3 languages and held by 755 WorldCat member libraries worldwide
"Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of crosssection models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical leastsquares and generalized leastsquares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theoremproof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points."Publisher's website
Economy and economics of ancient Greece by
Takeshi Amemiya(
)
16 editions published between 2007 and 2014 in English and held by 503 WorldCat member libraries worldwide
"Whilst modern economists are primarily concerned with how people behave, classical writers such as Plato, Aristotle, and Xenophon were more interested in how people should behave, thus marking the ethical difference between economics now and economics in Ancient Greece. Partly a piece of economic history, partly a critique of utilitarianism, Takeshi Amemiya presents a complete model of the Athenian economy." "Exploring all areas of this economy including public finance, banking, manufacturing, and trade, Amemiya discusses the historical, cultural, political, and sociological condition of ancient Greece as well as the ethical background in which the economy developed. Such a broad and comprehensive survey is unprecedented in this field."
16 editions published between 2007 and 2014 in English and held by 503 WorldCat member libraries worldwide
"Whilst modern economists are primarily concerned with how people behave, classical writers such as Plato, Aristotle, and Xenophon were more interested in how people should behave, thus marking the ethical difference between economics now and economics in Ancient Greece. Partly a piece of economic history, partly a critique of utilitarianism, Takeshi Amemiya presents a complete model of the Athenian economy." "Exploring all areas of this economy including public finance, banking, manufacturing, and trade, Amemiya discusses the historical, cultural, political, and sociological condition of ancient Greece as well as the ethical background in which the economy developed. Such a broad and comprehensive survey is unprecedented in this field."
Studies in econometrics, time series, and multivariate statistics by
Samuel Karlin(
Book
)
17 editions published between 1983 and 2014 in English and held by 456 WorldCat member libraries worldwide
Studies in Econometrics, Time Series, and Multivariate Statistics
17 editions published between 1983 and 2014 in English and held by 456 WorldCat member libraries worldwide
Studies in Econometrics, Time Series, and Multivariate Statistics
Introduction to statistics and econometrics by
Takeshi Amemiya(
Book
)
11 editions published between 1993 and 1994 in English and held by 447 WorldCat member libraries worldwide
11 editions published between 1993 and 1994 in English and held by 447 WorldCat member libraries worldwide
Nonlinear statistical modeling : proceedings of the thirteenth International Symposium in Economic Theory and Econometrics
: essays in honor of Takeshi Amemiya by
International Symposium in Economic Theory and Econometrics(
Book
)
10 editions published in 2001 in English and held by 254 WorldCat member libraries worldwide
"This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semiparametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of crosssectional 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 is dedicated to Professor Takeshi Amemiya in honor of his pathbreaking contributions to econometrics and statistics."Jacket
10 editions published in 2001 in English and held by 254 WorldCat member libraries worldwide
"This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semiparametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of crosssectional 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 is dedicated to Professor Takeshi Amemiya in honor of his pathbreaking contributions to econometrics and statistics."Jacket
Studies in econometric theory : the collected essays of Takeshi Amemiya by
Takeshi Amemiya(
Book
)
12 editions published in 1994 in English and held by 196 WorldCat member libraries worldwide
12 editions published in 1994 in English and held by 196 WorldCat member libraries worldwide
The Maximum Likelihood Stage Least Squares Estimator in the Nonlinear Simultaneous Equations Model(
)
2 editions published in 1975 in English and held by 43 WorldCat member libraries worldwide
The consistency and the asymptotic normality of the maximum likelihood estimator in the general nonlinear simultaneous equation model are proved. It is shown that the proof depends on the assumption of normality unlike in the linear simultaneous equation model. It is proved that the maximum likelihood estimator is asymptotically more efficient than the nonlinear threestage least squares estimator if the specification is correct, However, the latter has the advantage of being consistent even when the normality assumption is removed. Hausrnan' s instrumentalvariableinterpretation of the maximum likelihood estimator is extended to the general nonlinear simultaneous equation model
2 editions published in 1975 in English and held by 43 WorldCat member libraries worldwide
The consistency and the asymptotic normality of the maximum likelihood estimator in the general nonlinear simultaneous equation model are proved. It is shown that the proof depends on the assumption of normality unlike in the linear simultaneous equation model. It is proved that the maximum likelihood estimator is asymptotically more efficient than the nonlinear threestage least squares estimator if the specification is correct, However, the latter has the advantage of being consistent even when the normality assumption is removed. Hausrnan' s instrumentalvariableinterpretation of the maximum likelihood estimator is extended to the general nonlinear simultaneous equation model
Endogenous sampling in duration models by
Takeshi Amemiya(
Book
)
6 editions published in 2001 in English and held by 32 WorldCat member libraries worldwide
6 editions published in 2001 in English and held by 32 WorldCat member libraries worldwide
The maximum likelihood and the nonlinear threestage least squares estimator in the general nonlinear simultaneous equation
model by
Takeshi Amemiya(
)
2 editions published in 1975 in English and held by 27 WorldCat member libraries worldwide
"The consistency and the asymptotic normality of the maximum likelihood estimator in the general nonlinear simultaneous equation model are proved. It is shown that the proof depends on the assumption of normality unlike in the linear simultaneous equation model. It is proved that the maximum likelihood estimator is asymptotically more efficient than the nonlinear threestage least squares estimator if the specification is correct, However, the latter has the advantage of being consistent even when the normality assumption is removed. Hausrnan' s instrumentalvariableinterpretation of the maximum likelihood estimator is extended to the general nonlinear simultaneous equation model"NBER website
2 editions published in 1975 in English and held by 27 WorldCat member libraries worldwide
"The consistency and the asymptotic normality of the maximum likelihood estimator in the general nonlinear simultaneous equation model are proved. It is shown that the proof depends on the assumption of normality unlike in the linear simultaneous equation model. It is proved that the maximum likelihood estimator is asymptotically more efficient than the nonlinear threestage least squares estimator if the specification is correct, However, the latter has the advantage of being consistent even when the normality assumption is removed. Hausrnan' s instrumentalvariableinterpretation of the maximum likelihood estimator is extended to the general nonlinear simultaneous equation model"NBER website
Endogenous sampling and matching method in duration models by
Takeshi Amemiya(
Book
)
4 editions published in 2006 in English and held by 22 WorldCat member libraries worldwide
Endogenous sampling with matching (also called "Mixed Sampling") occurs when the statistician samples from the nonrightcensored subset at a predetermined proportion and matches on one or more exogenous variables when sampling from the rightcensored subset. This is widely applied in the duration analysis of firm failures, loan defaults, insurer insolvencies etc. due to the low frequency of observing nonrightcensored sample (bankrupt, default and insolvent observations in respective examples). However, the common practice of using estimation procedures intended for random sampling or for the qualitative response model will yield either inconsistent or inefficient estimator. This paper proposes a consistent and efficient estimator and investigates its asymptotic properties. In addition, this paper evaluates the magnitude of asymptotic bias when the model is estimated as if it were a random sample or an endogenous sample without matching. This paper also compares the relative efficiency of other commonly used estimators and provides a general guideline for optimally choosing sample designs. The Monte Carlo study with a simple example shows that random sampling yields an estimator of poor finite sample properties when the population is extremely unbalanced in terms of default and nondefault cases while endogenous sampling and mixed sampling are robust in this situation.Author's abstract
4 editions published in 2006 in English and held by 22 WorldCat member libraries worldwide
Endogenous sampling with matching (also called "Mixed Sampling") occurs when the statistician samples from the nonrightcensored subset at a predetermined proportion and matches on one or more exogenous variables when sampling from the rightcensored subset. This is widely applied in the duration analysis of firm failures, loan defaults, insurer insolvencies etc. due to the low frequency of observing nonrightcensored sample (bankrupt, default and insolvent observations in respective examples). However, the common practice of using estimation procedures intended for random sampling or for the qualitative response model will yield either inconsistent or inefficient estimator. This paper proposes a consistent and efficient estimator and investigates its asymptotic properties. In addition, this paper evaluates the magnitude of asymptotic bias when the model is estimated as if it were a random sample or an endogenous sample without matching. This paper also compares the relative efficiency of other commonly used estimators and provides a general guideline for optimally choosing sample designs. The Monte Carlo study with a simple example shows that random sampling yields an estimator of poor finite sample properties when the population is extremely unbalanced in terms of default and nondefault cases while endogenous sampling and mixed sampling are robust in this situation.Author's abstract
Nihon keizai no kōzō hendō to yosoku by
Isamu Yamada(
Book
)
2 editions published in 1969 in Japanese and held by 22 WorldCat member libraries worldwide
2 editions published in 1969 in Japanese and held by 22 WorldCat member libraries worldwide
Aristotle's ethics by
J. O Urmson(
Book
)
4 editions published between 1998 and 2004 in Japanese and held by 9 WorldCat member libraries worldwide
Table of Contents Preface. References. Introduction. 1. The Ideal Life: a Preliminary Discussion. 2. Excellence of Character. 3. Action and its Motives. 4. Responsibility and Choice. 5. Particular Excellences of Character. 6. The Excellences of Intelligence. 7. Strength and Weakness of Will. 8. Pleasure. 9. Social Relationships. 10. Eudaemonia. Further Reading. Index
4 editions published between 1998 and 2004 in Japanese and held by 9 WorldCat member libraries worldwide
Table of Contents Preface. References. Introduction. 1. The Ideal Life: a Preliminary Discussion. 2. Excellence of Character. 3. Action and its Motives. 4. Responsibility and Choice. 5. Particular Excellences of Character. 6. The Excellences of Intelligence. 7. Strength and Weakness of Will. 8. Pleasure. 9. Social Relationships. 10. Eudaemonia. Further Reading. Index
Censored or truncated regression models(
Book
)
2 editions published in 1984 in English and held by 7 WorldCat member libraries worldwide
2 editions published in 1984 in English and held by 7 WorldCat member libraries worldwide
An application of nested logit models to the labor supply of the elderly by
Takeshi Amemiya(
Book
)
3 editions published in 1986 in English and held by 5 WorldCat member libraries worldwide
3 editions published in 1986 in English and held by 5 WorldCat member libraries worldwide
Journal of econometrics : subject and author index : volumes 6175, 19941996(
Book
)
1 edition published in 1997 in English and held by 4 WorldCat member libraries worldwide
1 edition published in 1997 in English and held by 4 WorldCat member libraries worldwide
The effect of aggregation on prediction in the autoregressive model by
Takeshi Amemiya(
Book
)
2 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide
2 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide
A study of household investment patterns in Japan : an application of generalized tobit models by
Takeshi Amemiya(
Book
)
3 editions published in 1987 in English and held by 3 WorldCat member libraries worldwide
3 editions published in 1987 in English and held by 3 WorldCat member libraries worldwide
A comparative study of alternative estimators in a distributed lag model by
Takeshi Amemiya(
Book
)
3 editions published in 1965 in English and held by 3 WorldCat member libraries worldwide
3 editions published in 1965 in English and held by 3 WorldCat member libraries worldwide
Regression analysis when the variance of the dependent variable is proportional to the square of its expectation by
Takeshi Amemiya(
Book
)
1 edition published in 1972 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1972 in English and held by 2 WorldCat member libraries worldwide
Generalized least squares with an estimated autocovariance matrix by
Takeshi Amemiya(
Book
)
1 edition published in 1972 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1972 in English and held by 2 WorldCat member libraries worldwide
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Related Identities
 Karlin, Samuel 19232007 Author Editor
 Goodman, Leo A. Editor
 Anderson, T. W. (Theodore Wilbur) 19182016 Honoree
 Hsiao, Cheng 1943 Editor
 Powell, James 1955 Editor
 Morimune, Kimio Editor
 National Bureau of Economic Research
 Nihon Ginkō Kin'yū Kenkyūjo
 Xinghua, Yu
 溝口敏行
Useful Links
Associated Subjects
Amemiya, Takeshi Anderson, T. W.(Theodore Wilbur), Aristotle Asymptotic efficiencies (Statistics) Bank failuresEconometric models Default (Finance)Econometric models Differential equations, Nonlinear Econometric models Econometrics Economic forecasting Economic history Economics, Mathematical Estimation theory Ethics Greece Japan Least squares Logits Mathematical statistics Multivariate analysis Nicomachean ethics (Aristotle) Nonlinear theories Parameter estimation Sampling Sampling (Statistics) Social sciencesMathematical models Social sciencesStatistical methods Statistics Timeseries analysis