The following pages link to Takeshi Amemiya (Q301976):
Displayed 37 items.
- Thirty-five years of Journal of Econometrics (Q301977) (← links)
- Tobit models: A survey (Q794129) (← links)
- Corrections to: The \(N^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-squared estimator (Q796919) (← links)
- Partially generalized least squares and two-stage least squares estimators (Q1053397) (← links)
- The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator (Q1140942) (← links)
- A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator (Q1166226) (← links)
- The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator (Q1222497) (← links)
- A note on a heteroscedastic model (Q1242420) (← links)
- The modified second-round estimator in the general qualitative response model (Q1242642) (← links)
- On a two-step estimation of a multivariate logit model (Q1258586) (← links)
- The nonlinear two-stage least-squares estimator (Q1844047) (← links)
- Structural duration models (Q1909367) (← links)
- (Q2704689) (← links)
- Instrumental-Variable Estimation of an Error-Components Model (Q3028181) (← links)
- Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation (Q3214191) (← links)
- (Q3704754) (← links)
- (Q3732770) (← links)
- A Comparison of Two Consistent Estimators in the Choice-Based Sampling Qualitative Response Model (Q3800956) (← links)
- Selection of Regressors (Q3920474) (← links)
- Two Stage Least Absolute Deviations Estimators (Q3956291) (← links)
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal (Q4046958) (← links)
- Bivariate Probit Analysis: Minimum Chi-Square Methods (Q4050014) (← links)
- Generalized Least Squares with an Estimated Autocovariance Matrix (Q4061808) (← links)
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function (Q4107824) (← links)
- The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least-Squares Estimator in the General Qualitative Response Model (Q4109143) (← links)
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model (Q4131440) (← links)
- Some Theorems in the Linear Probability Model (Q4144078) (← links)
- The Estimation of a Simultaneous Equation Generalized Probit Model (Q4167957) (← links)
- A Note on a Random Coefficients Model (Q4179696) (← links)
- The Estimation of a Simultaneous-Equation Tobit Model (Q4195832) (← links)
- Correction to a Lemma (Q4742214) (← links)
- Regression Analysis When the Dependent Variable is Truncated Lognormal, with an Application to the Determinants of the Duration of Welfare Dependency (Q4766464) (← links)
- Regression Analysis when the Dependent Variable Is Truncated Normal (Q4768500) (← links)
- On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation (Q5543170) (← links)
- A Comparative Study of Alternative Estimators in a Distributed Lag Model (Q5555370) (← links)
- The Estimation of the Variances in a Variance-Components Model (Q5637756) (← links)
- The Effect of Aggregation on Prediction in the Autoregressive Model (Q5674257) (← links)