May 2012
Curriculum Vitae
TAKESHI AMEMIYA
Personal Data
Born on March 29, 1935 in Tokyo, Japan.
Married, has two children.
Citizen of Japan with a Permanent Resident Visa
Office Address
Department of Economics, Stanford University, Stanford, CA 94305.
Education
B.A. in Social Science, The International Christian University, Tokyo, 1958.
M.A. in Economics, The American University, Washington D.C., 1961.
Ph.D. in Economics, The Johns Hopkins University, 1964.
Positions
Research Associate and Visiting Assistant Professor of Economics, Stanford University,
1964-65.
Assistant Professor of Economics, Stanford University, 1965-66.
Lecturer, Institute of Economic Research, Hitotsubashi University, 1966-68.
Senior Research Associate, Stanford University, July-September, 1967.
Associate Professor of Economics, Stanford University, 1968-74.
Professor of Economics, Stanford University, 1974-86
Edward Ames Edmonds Professor of Economics, Stanford University, 1986 to 2006.
Senior Fellow, National Bureau of Economic Research, Computer Research
Center, Cambridge, MA, April-July, 1975.
Visiting Scholar, as a Guggenheim Fellow, London School of Economics, Dept. of
Statistics, January-June 1976.
Visiting Professor, as a Fellow of the Japan Society for the Promotion of Science, Kyoto
University, Institute of Economic Research, July-October, 1981.
Visiting Professor, International Christian University, Tokyo, 1985-86.
Visiting Professor, as a fellow of Alexander von Humbolt Foundation, University of Kiel
and University of Frankfurt, May-August 1988.
Visiting Professor, as a Fellow of the Japan Society for the Promotion of Science,
University of Tokyo, Feb.-July 1989.
Visiting Professor, as a fellow of Alexander von Humbolt Foundation, University of Kiel
and University of Frankfurt, May-August 1990.
Visiting Professor, Free University of Amsterdam, the Netherlands, April-July 1993.
1
Visiting Professor, Toyo Eiwa Women's University, Yokohama, Japan, Sept.-Dec.1994,
April-June 1995, Sept.-Dec.1995
Visiting Professor, Center for Economic Studies, University of Munich, Germany,
March- April 1999.
Visiting Scholar, Institute for Monetary and Economics Studies, Bank of Japan, JuneJuly 2000.
Courtesy Professor of Classics, Stanford University, April 2001Visiting Scholar, Institute for Monetary and Economics Studies, Bank of Japan, JuneAugust 2004.
Visiting Professor, Department of Economics, Tokyo University, April-June, 2005
Edward Ames Edmonds Professor of Economics Emeritus, Stanford University, 2006 to
present.
Visiting Professor, Institute of Economic Research, Hitotsubashi University, April and
May, 2006.
Onassis Foundation Fellow, Athens, Greece, April and May 2008
Visiting Professor, Center for Economic Studies, University of Munich, Germany,
July-August 2009.
Visiting Scholar, Institute for Monetary and Economics Studies, Bank of Japan, JulyAugust 2010.
Fellowships and Grants
Ford Foundation Doctoral Dissertation Fellowship in Economics, The Johns Hopkins
University, 1963-64.
Principle Investigator, NSF Research Project in Econometrics, Stanford University, 196566.
Co-principal Investigator, with T.W. Anderson, NSF Research Project in Econometrics,
Stanford University, 1969-78.
Principal Investigator, NSF Research Project in Econometrics, Stanford University, 197988.
Guggenheim Fellowship, 1975-76.
Japan Society for Promotion of Science Fellowship, 1981 and 1989
Alexander von Humbolt Senior U.S. Scientist Award, 1988.
Onassis Foundation Fellowship, 2008
Memberships
Phi Beta Kappa.
International Statistics Institute.
Econometric Society (Fellow)
American Statistical Association (Fellow).
American Academy of Arts and Sciences (Fellow).
Editorial Activities
Associate Editor, Econometrica, 1970-75.
Associate Editor, Journal of the American Statistical Association, 1970-73.
2
Reviewer, Mathematical Review, 1975-78.
Co-editor, Econometrica, 1981-82.
Co-editor, Journal of Econometrics, 1982 to 2010.
Bibliography of Takeshi Amemiya
Books
1.
Studies in Econometrics, Time Series, and Multivariate Statistics (co-edited
with S. Karlin and L. A. Goodman), Academic Press, New York, 1983.
2.
Advanced Econometrics, Harvard University Press, 1985.
3.
Collected Essays of Takeshi Amemiya, Edward Elgar Pub., 1994.
4.
Introduction to Statistics and Econometrics, Harvard University Press, 1994.
5.
Introduction to Aristotle's Ethics (In Japanese), Translation and Commentary on
Aristotle's Ethics by J. O. Urmson, Iwanami Publisher, Tokyo, Jan.1998.
6.
Economy and Economics of Ancient Greece, Routledge, 2007.
Published Articles
1.
"Specification Analysis in the Estimation of Parameters of a Simultaneous
Equation model with Autoregressive Residuals," Econometrica, Vol. 34 (1966), 283-306.
2.
"On the Use of Principal Components of Independent Variables in Two-Stage
Least Squares Estimation, " International Economic Review, Vol. 7 (1966) 283-303.
3.
"A Comparative Study of Alternative Estimators in a Distributed-Lag Model,"
(with Wayne Fuller), Econometrica, Vol. 35 (1967), 509-529.
4.
"The Correlation Study of the Residuals in a Multivariate Regression
Model, " The Economic Review, Vol. 19, (1968), 125-132.
5.
"Methodology of Econometric Prediction," The Structural Change and
Prediction of the Japanese Economy (Isamu Yamada, ed.), Shunju-sha, Tokyo, Japan,
1969, (in Japanese).
6.
"The Estimation of the Variances in a Variance-Components Model,"
International Economic Review, Vol. 12 (1971), 1-13.
7.
"The Effect of Aggregation on Prediction in the Autoregressive model,"
Proceedings, 1971 IEEE Conference on Decision and Control, 537-539.
3
8.
"The effect of Aggregation on Prediction in the Autoregressive Model,"(with
Roland Y. Wu) Journal of the American Statistical Association, Vol. 67 (Sept.
1972), 628-632.
9.
"Regression Analysis when the Variance of the Dependent Variable Is
Proportional to the Square of its Expectation," Journal of the American Statistical
Association, Vol. 68 (December 1973), 928-934.
10.
"Generalized Least Squares with an Estimated Autocovariance Matrix,"
Econometrica, Vol. 41 (July 1973), 723-532.
11.
"Regression Analysis when the Dependant Variable is Truncated Normal,"
Econometrica, Vol. 41 (November 1973), 997-1016.
12.
"Regression Analysis when the Dependent Variable Is Truncated Lognormal:
An Application to the Determinants of the Duration of Welfare Dependency," (with
Michael Boskin) , The International Economic Review, Vol. 15 (June 1974), 485-496.
13.
"Multivariate Regression and Simultaneous Equation Models when the Dependent
Variables are Truncated Normal," Econometrica, Vol.42 (November 1974) , 999-1012.
14.
"A Note on a Fair and Jaffee Model," Econometrica, Vol.
759-762.
15.
Vol.
42 (July 1974) ,
"The Nonlinear Two Stage Least Squares Estimator," Journal of Econometrics,
2 (July 1974) , 255-257.
16.
"Selecting the Optimal Order of Polynomial in the Almon Distributive Lag"
(with Kimio Morimune) , Review of Economics and Statistics, Vol. 56 (August 1974) ,
378-386.
17.
"Bivariate Probit Analysis: Minimum Chi-Square Methods," Journal of the
American Statistical Association, Vol. 69 (December 1974) , 940-944.
18.
"A Modified Logit Model" (with Frederick Nold), Review of Economics and
Statistics, Vol. 57 (1975), 255-257.
19.
"Qualitative Response Models," Annals of Economic and Social Measurement.
Vol. 4 (Summer 1975), 363-372.
20.
"The Nonlinear Limited Information Maximum Likelihood Estimator and the
Modified Nonlinear Two Stage Least-Squares Estimator," Journal of Econometrics, Vol.
3 (1975), 375-386.
21.
"L'estimation des Modeles a Equations Simultanees non Lineaires," Cahiers du
Seminaire d'Econometrie, 1976, Centre National de la Recherche Scientifique.
4
22.
"On the Estimation of Production Frontiers: Maximum Likelihood Estimation of
the Parameters of a Discontinuous Density Function," (with D. J. Aigner and D. J.
Poirier), International Economic Review, Vol. 17 (1976), 377-396.
23.
The Maximum Likelihood, the Minimum Chi-Square, and the Nonlinear
Weighted Least Squares Estimator in the General Qualitative Response Model," Journal
of the American Statistical Association, Vol. 71 (1976), 347-351.
24.
"The Maximum Likelihood and the Nonlinear Three-stage Least Squares
Estimator in the General Nonlinear Simultaneous Equation Model," Econometrica,
Vol. 45 (1977), 955-968.
25.
"The Modified Second-Round Estimator in the General Qualitative Response
Model," Journal of Econometrics, Vol. 5 (1977), 295-299.
26.
"Some Theorems in the Linear Probability Model," International Economic
Review, Vol. 8 (1977), 645-650.
27.
"A Note on a Heteroscedastic Model," Journal of Econometrics, Vol. 6 (1977),
365-370.
28.
"On a Two-Step Estimation of a Multivariate Logit Model," Journal of
Econometrics, Vol. 8 (1978), 13-21.
29.
"A Note on a Random Coefficients Model," International Economic Review, Vol.
19 (1978), 793-796.
30.
"The Estimation of a Simultaneous-Equation Generalized Probit Model,"
Econometrica, Vol. 46 (1978), 1193-1205.
31.
"The Estimation of a Simultaneous-Equation Tobit Model," International
Economic Review, Vol. 20 (1979), 169-181.
32.
354.
"Selection of Regressors," International Economic Review, Vol. 21 (1980), 331-
33.
"The n-2-order Mean Squared Errors of the Maximum Likelihood and the
Minimum Logit Chi-Square Estimator," Annals of Statistics, Vol. 8 (1980), 488-505.
34.
"A Comparison of The Box-Cox Maximum likelihood Estimator and the
Nonlinear Two Stage Least Squares Estimator," (with J. L. Powell), Journal of
Econometrics, Vol. (1981), 351-381.
35.
"Qualitative Response Models:
(1981), 1483-1536.
A Survey," Journal of Economic Literature, Vol.
5
36.
"The Two-Stage Least Absolute Deviations Estimators," Econometrica, Vol.
(1982), 689-711.
37.
"Correction to a Lemma," Econometrica, Vol. 50 (1982), 1325-1328.
38.
"Nonlinear Regression Models," Handbook of Econometrics, ed. by Z.
Griliches and M. Intrilligator, North Holland (1983) 334-389.
39.
"A Comparison of the Logit Model and Normal Discriminant Analysis when the
Independent Variables are Binary," (with J. L. Powell), in The Festschrift Volume in
Honor of T. W. Anderson (S. Karlin, T. Amemiya, and L. Goodman, eds.). Academic
Press, New York,1983, 3-30.
40.
"Partially Generalized Least Squares and Two-Stage Least Squares Estimators,"
Journal of Econometrics, Vol. 23 (1983), 275-283.
41.
"A Comparison of the Amemiya GLS and the Lee-Maddala-Trost G2SLS in a
Simultaneous-Equations Tobit Model," Journal of Econometrics, Vol. 23 (1983), 295300.
42.
"Tobit Models:
A Survey, " Journal of Econometrics, Vol. 24 (1984), 3-61.
43.
"Instrumental-Variable Estimation of an Error-Components Model," (with T. E.
MaCurdy), Econometrica, Vol. 54 (1986), 869-880.
44.
"A Comparison of Two Consistent Estimators in the Choice-Based Sampling
Qualitative Response Model," (with Q. Vuong), Econometrica, Vol. 55 (1987), 699702.
45.
"Discrete Choice Models, " The New Palgrave, J. Eatwell, M. Milgate, and P.
Newman, eds., The Macmillan Press, Ltd., 1987, Vol.1, 850-854.
46.
"Limited Dependent Variables," The New Palgrave, J. Eatwell, M. Milgate, and P.
Newman, eds., The Macmillan Press, Ltd., 1987, Vol.3 185-189.
47.
"Two-Stage Least Squares, " in Encyclopedia of Statistical Sciences, John Wiley
& Sons, Inc., New York, 1988, 373-375.
48.
"An Application of Nested Logit Models to the Labor Supply of the Elderly,"
(with K. Shimono), The Economic Studies Quarterly, Vol. 40 (1989), 14-22.
49.
"T. W. Anderson and the Estimation of Dynamic Models Using Panel Data," in
George P. H. Styan, ed., The Collected Papers of T. W. Anderson: 1943-1985, Volume 2,
John Wiley, New York, 1990, pp. 1577-1578.
6
50.
"Risan Sentaku Model (Discrete Choice Model)," (in Japanese) in H. Hironaka,
ed., Suri Kagaku Jiten (Encyclopaedia of Mathematical Sciences), Osaka Shoseki, Osaka,
1991, pp. 489-494.
51.
"A Study of Household Investment Patterns in Japan: An Application of
Generalized Tobit Models," (with M. Saito and K. Shimono), The Economic Studies
Quarterly, March 1993.
52.
"Japanese Economy and Economics in the Postwar Fifty Years (in Japanese),"
(with K.Asakura, K.Hayami, K.Tsujimura, T.Nakamura, and Y.Kurabayashi, Toyo Eiwa
Journal of the Humanities and Social Sciences, Sept.1995, 5-68.
53.
"Structural Duration Models," Journal of Statistical Planning and Inference,
Jan.1996, 39-52.
54.
"A Note on Left Censoring," in H.Pesaran, K.Lahiri, C.Hsiao, and L-F.Lee, eds,
Analysis of Panels Data and Limited Dependent Variable Models, Cambridge University
Press, 1999, pp.7-22.
55.
"Endogenous Sampling in Duration Models," Monetary and Economic Studies,
Vol.19, No.3 (November 2001), 77-96.
56.
“A Generalization of the Nested Logit Model,” (with Dongseok Kim) in Ingo
Klein and Stefan Mittnik, eds., Contributions to Modern Econometrics, Kluwer
Academic Publishers, 2002, 1-8.
57.
“Criticism of Utilitarianism and Efficiency (in Japanese),” Weekly Economist,
March 23, 2004, pp. 52-55.
58.
“The Economic Ideas of Classical Athens,” Kyoto Economic Review, Dec. 2004,
pp. 57-74.
59.
"Comments on John K.Davies, 'Flow Modles for Ancient Economies,'" in I.
Morris and J. Manning, eds., The Ancient Economy: Evidence and Models, Stanford
University Press, 2005, pp. 157-160.
60.
“Lectures on Micro-econometrics,” (in Japanese) Research Report Series, Center
for International Research on the Japanese Economy, Tokyo University, June 2005
61
“Endogenous Sampling and Matching Method,” (with Xinghua Yu), Monetary
and Economic Studies, Nov. 2006, pp. 1-31.
62.
“Thirty-five Years of Journal of Econometrics,” Journal of Econometrics, 148-2
(2009), 179-185.
63.
“The Monetary Economy and Economic Thought of Ancient Greece and Ancient
China,” Monetary and Economic Studies, April 2012, pp. 1-51. (In Japanese)
7