Abstract :
Much of the credit for the outpouring of research on nonlinear models in the
1970s—particularly limited dependent variable models—should go to Takeshi
Amemiya+ His classic 1973 Econometrica article on estimation of the parameters
of the Tobit model @11# set a new standard for mathematical rigor in
theoretical econometrics+ During his career, which spans nearly four decades,
Takeshi’s research contributions to econometrics have touched on most of the
central models for empirical economics, including linear and nonlinear simultaneous
equations models, distributed lag models, heteroskedastic and random
coefficient models, qualitative response models, censored and truncated regression
and selection models, transformed regression models, choice-based sampling
models, and duration models+ His 1985 text, Advanced Econometrics @44#,
Takeshi Amemiya
Econometric Theory, 23, 2007, 155–181+ Printed in the United States of America+
DOI: 10+10170S0266466607070065
© 2007 Cambridge University Press 0266-4666007 $12+00 155
became the standard reference for second-year graduate microeconometrics
courses at the leading graduate programs in economics+
Takeshi’s research accomplishments have been accompanied by numerous
professional honors+ He is a Fellow of the Econometric Society, the American
Statistical Association, and the American Academy of Arts and Sciences and was
awarded Guggenheim and Humboldt Fellowships+ Takeshi also has a distinguished
record of professional service; he served briefly as a co-editor of Econometrica
and has been a co-editor of the Journal of Econometrics since 1982+
This interview was conducted in Takeshi Amemiya’s office at Stanford University
in March 2004+ In recent years his interests have turned to comparative
study of Greek and Japanese culture and mythology—his scholarship
includes a Japanese translation of an English research monograph on Aristotle’s
Ethics @58#—and the discussion starts with this topic before turning to his
unusual education, career as an econometric theorist, and variety of outside
interests+ His remarks reveal both his careful attention to detail and the dry
humor that his colleagues and former students ~like me! savor
