雨宮健(,),是日本知名经济学家,專長为計量經濟學,現任史丹佛大学名誉教授。計量經濟學會 Fellow、美国统计协会會員、美国文理科学院院士。
生平
1935年3月29日,雨宮健誕生於日本東京,國際基督教大學畢業(教養學士)。美利坚大学碩士,約翰·霍普金斯大學博士。
丹尼尔·麦克法登、詹姆斯·赫克曼在雨宮的研究基礎上,獲得了2000年诺贝尔经济学奖。
著作
*Advanced Econometrics, Harvard University Press, 1985.
*Introduction to Statistics and Econometrics, Harvard University Press, 1994.
*Studies in Econometric Theory: The Collected Essays of Takeshi Amemiya, Economists of the Twentieth Century Series, Edward Elgar, 1994.
*Economy and Economics of Ancient Greece, Routledge, 2007.
論文
"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)
參見
*丹尼尔·麦克法登
*詹姆斯·赫克曼
外部链接
- [https://web.archive.org/web/20090330111439/http://economics.stanford.edu/faculty/amemiya Amemiya's faculty home page]
- [https://web.archive.org/web/20070926212240/http://hcr3.isiknowledge.com/author.cgi?&link1=Browse&link2=Results&id=3815 ISI Highly Cited Researchers]
- [https://web.archive.org/web/20130703120426/http://www.icualumni.com/interview/guest01.html 同窓会インタビュー]
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