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.
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 and the American Academy of Arts and Sciences (1985).
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
Amemiya, Takeshi (1985). Advanced econometrics. Cambridge, Massachusetts: Harvard University Press. ISBN 9780674005600.
Amemiya, Takeshi (1994). Studies in Econometric Theory: The Collected Essays of Takeshi Amemiya. Economists of the Twentieth Century. Aldershot, England: Edward Elgar Pub. ISBN 9781852787974.
Amemiya, Takeshi (1994). Introduction to Statistics and Econometrics. Cambridge, Massachusetts and London, England: Harvard University Press. ISBN 9780674462250.
Amemiya, Takeshi (2007). Economy and Economics of Ancient Greece. Routledge Explorations in Economic History. 33. London: Routledge. ISBN 9780415701549.
Amemiya, Takeshi (1983), "Nonlinear Regression Models" (PDF), in Griliches, Zvi; Intriligator, Michael D., Handbook of Econometrics, 1, Amsterdam: North Holland, pp. 333–389, ISBN 9780444861856.
Selected journal articles
Amemiya, Takeshi; Fuller, Wayne A. (1967). "A Comparative Study of Alternative Estimators in a Distributed Lag Model". Econometrica. 35 (3–4): 509–529. JSTOR 1905652. doi:10.2307/1905652.
Amemiya, Takeshi; Wu, Roland Y. (1972). "The Effect of Aggregation on Prediction in the Autoregressive Model". Journal of the American Statistical Association. 67 (339): 628–632. JSTOR 2284454. doi:10.2307/2284454.
Amemiya, Takeshi (1973). "Generalized Least Squares with an Estimated Autocovariance Matrix". Econometrica. 41 (4): 723–732. JSTOR 1914092. doi:10.2307/1914092.
Amemiya, Takeshi (1973). "Regression Analysis when the Dependent Variable Is Truncated Normal". Econometrica. 41 (6): 997–1016. JSTOR 1914031. doi:10.2307/1914031.
Amemiya, Takeshi (1974). "Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal". Econometrica. 42 (6): 999–1012. JSTOR 1914214. doi:10.2307/1914214.
Amemiya, Takeshi (1977). "The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model". Econometrica. 45 (4): 955–968. JSTOR 1912684. doi:10.2307/1912684.
Amemiya, Takeshi (1978). "The Estimation of a Simultaneous Equation Generalized Probit Model" (PDF). Econometrica. 46 (5): 1193–1205. JSTOR 1911443. doi:10.2307/1911443.
Amemiya, Takeshi (1979). "The Estimation of a Simultaneous-Equation Tobit Model". International Economic Review. 20 (1): 169–181. JSTOR 2526423. doi:10.2307/2526423.
Amemiya, Takeshi (1980). "Selection of Regressors". International Economic Review. 21 (2): 331–354. JSTOR 2526185. doi:10.2307/2526185.
Amemiya, Takeshi; MaCurdy, Thomas E. (1986). "Instrumental-Variable Estimation of an Error-Components Model". Econometrica. 54 (4): 869–880. JSTOR 1912840. doi:10.2307/1912840.
