Takeshi Amemiya

Takeshi Amemiya (雨宮 健, Amemiya Takeshi, born 29 March 1935, Tokyo, Japan) is an economist specializing in econometrics and the economy of ancient Greece.^[1]

Amemiya is the Edward Ames Edmonds Professor of Economics (emeritus) and a Professor of Classics at Stanford University. He is a Fellow of the Econometric Society, the American Statistical Association^[2] and the American Academy of Arts and Sciences (1985).^[3]

Education

• B.A., 1958, Social Science, International Christian University, Tokyo, Japan
• M.A., 1961, Economics, American University, Washington, DC
• Ph.D., 1964, Economics, Johns Hopkins University, Baltimore, Maryland

Honors and awards

• U.S. Scientist Award, Alexander von Humboldt Foundation, 1988
• Fellowship, Japan Society for Promotion of Science, 1989
• Fellowship, John Simon Guggenheim Foundation, 1975–1976
• Ford Foundation Doctoral Dissertation Fellowship in Economics, Johns Hopkins University, 1963–1965

Publications

Books

• Advanced Econometrics, Basil Blackwell, 1985
• Introduction To Statistics And Econometrics, Harvard University Press, 1994.
• Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics : Essays in Honor of Takeshi Amemiya, ed. Takeshi Amemiya, Kimio Morimune, James L. Powell and Cheng Hsiao. Cambridge University Press, 2000.

Selected writings

• "A Comparative Study of Alternative Estimators in a Distributed Lag Model," Econometrica, Vol. 35, No. 3/4 (Jul. - Oct., 1967), pp. 509-529, (with Wayne A. Fuller)
• "The Effect of Aggregation on Prediction in the Autoregressive Model," Journal of the American Statistical Association, Vol. 67, No. 339 (Sep., 1972), pp. 628-632, (with Roland Y. Wu)
• "Generalized Least Squares with an Estimated Autocovariance Matrix," Econometrica, Vol. 41, No. 4 (Jul., 1973), pp. 723-732
• "Regression Analysis when the Dependent Variable Is Truncated Normal," Econometrica, Vol. 41, No. 6 (Nov., 1973), pp. 997-1016
• "Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal," Econometrica, Vol. 42, No. 6 (Nov., 1974), pp. 999-1012
• "The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model," Econometrica, Vol. 45, No. 4 (May, 1977), pp. 955-968
• "The Estimation of a Simultaneous Equation Generalized Probit Model," Econometrica, Vol. 46, No. 5 (Sep., 1978), pp. 1193-1205
• "The Estimation of a Simultaneous-Equation Tobit Model," International Economic Review, Vol. 20, No. 1 (Feb., 1979), pp. 169-181
• "Selection of Regressors," International Economic Review, Vol. 21, No. 2 (Jun., 1980), pp. 331-354
• "Nonlinear Regression Models," Handbook of Econometrics, vol.1, ed. by Z. Griliches and M. Intrilligator, North Holland (1983), ch.6, pp. 334-389
• "Instrumental-Variable Estimation of an Error-Components Model," Econometrica, Vol. 54, No. 4, (Jul., 1986), pp. 869-880, (with Thomas E. MaCurdy)

References

External links

• Amemiya's faculty home page
• Google Scholar