Econometrician Takeshi Amemiya has died

R.I.P.

Yes, I remember Takeshi Amemiya! When I studied economics, I had a hard time with econometrics, time series analysis, and statistics since applied math is not my strong suit.

"... His work defined modern econometrics, which uses statistical methods and mathematical modeling to inform economic theory.

Amemiya’s body of scholarship was shaped by curiosity, discipline, and seriousness. His 1985 book, Advanced Econometrics, became an authoritative reference text and is still required reading at universities around the world. He worked on estimation of nonlinear econometric models including those for qualitative response, censored and truncated dependent variables, and transformed regressions. These models turned into standard tools across empirical economic fields. ..."

Econometrician Takeshi Amemiya has died | Stanford Report "One of the most influential econometricians of the last century, the Stanford professor harnessed statistical models to understand economic data, transforming the field of theoretical econometrics."