Overview
Takeshi Amemiya is an econometrician (Edward Ames Edmonds Professor of Economics, Emeritus, Stanford University) known for foundational work on qualitative-response and limited-dependent-variable models, nonlinear estimation, and the textbook Advanced Econometrics (1985).
Key Contributions / Features
- Tobit Models: A Survey (Amemiya 1984): the canonical synthesis of censored/truncated regression, classifying ~95% of applications into five likelihood-based types and laying out their estimation theory (probit ML, Heckman two-step, Tobit MLE, EM, LAD). Journal of Econometrics 24(1–2): 3–61.
- Qualitative response models: a survey (Amemiya 1981): companion survey for discrete-choice/probit-logit models. Journal of Economic Literature 19: 1483–1536.
- Truncated and simultaneous limited-dependent-variable models (Amemiya 1973, 1974, 1979): early theory for regression with truncated-normal dependent variables and simultaneous-equation Tobit models.
- Advanced Econometrics (Harvard University Press, 1985): a standard graduate reference.
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