Takeshi Amemiya has made a significant contribution to econometric theory over the past 30 years. This volume brings together 34 of his key articles and papers on areas such as limited dependent variables, non-linear simultaneous equations models, time series analysis and error components models. Many of the articles reprinted in this volume are indispensable references for researchers in the relevant fields. The specially written preface outlines the influences and motivations behind Professor Amemiya's work. Studies in Econometric Theory presents in a single volume the most significant work of one of the most important influential econometricians of our time.

Addressing the dearth of literature that has been written on this key aspect of economic history, Takeshi Amemiya, a well known leading economist based at Stanford University, analyzes the two diametrically opposed views about the exact nature of the ancient Greek economy, putting together a broad and comprehensive survey that is unprecedented in this field.

Partly a piece of economic history, partly a critique of utilitarianism, this book explores all areas of the Athenian economy, including public finance, banking and manufacturing and trade as well as discussing the historical, cultural, political and sociological conditions of Ancient Greece and the background in which the economy developed.

As a teacher of an undergraduate course on the Economy and Economics of Ancient Greece, Takeshi Amemiya has written an incisive text that is perfect for undergraduate students of economic history, Greek history and culture as well as a being a useful reference point for graduates and of considerable interest to classicists at any level.

Addressing the dearth of literature that has been written on this key aspect of economic history, Takeshi Amemiya, a well known leading economist based at Stanford University, analyzes the two diametrically opposed views about the exact nature of the ancient Greek economy, putting together a broad and comprehensive survey that is unprecedented in this field.

Partly a piece of economic history, partly a critique of utilitarianism, this book explores all areas of the Athenian economy, including public finance, banking and manufacturing and trade as well as discussing the historical, cultural, political and sociological conditions of Ancient Greece and the background in which the economy developed.

As a teacher of an undergraduate course on the Economy and Economics of Ancient Greece, Takeshi Amemiya has written an incisive text that is perfect for undergraduate students of economic history, Greek history and culture as well as a being a useful reference point for graduates and of considerable interest to classicists at any level.

This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics in a rigorous but relatively nontechnical manner. Unlike many statistics texts, it discusses regression analysis in depth. And unlike many econometrics texts, it offers a thorough treatment of statistics. Although its only mathematical requirement is multivariate calculus, it challenges the student to think deeply about basic concepts.

The coverage of probability and statistics includes best prediction and best linear prediction, the joint distribution of a continuous and discrete random variable, large sample theory, and the properties of the maximum likelihood estimator. Exercises at the end of each chapter reinforce the many illustrative examples and diagrams. Believing that students should acquire the habit of questioning conventional statistical techniques, Takeshi Amemiya discusses the problem of choosing estimators and compares various criteria for ranking them. He also evaluates classical hypothesis testing critically, giving the realistic case of testing a composite null against a composite alternative. He frequently adopts a Bayesian approach because it provides a useful pedagogical framework for discussing many fundamental issues in statistical inference.

Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regression in matrix notation. Finally, he describes various generalizations of the classical regression model and certain other statistical models extensively used in econometrics and other applications in social science.