The chapters presented in this volume are dedicated to Takeshi Amemiya in honor of his sixty-fifth birthday. Takeshi Amemiya stands out among econometricians as distinctive in the rigor and breadth in his contributions. He has done path-breaking work in areas as diverse as limited dependent variables, discrete choice, nonlinear estimation, duration analysis, panel data, and dynamic models and simultaneous equation models. He has contributed to raising the general analytical and methodological level of econometrics. He has shown the advantages of strict formalization of the analytical techniques, thereby setting the style of generations of econometricians. In spite of the high level of abstraction of much of his work, the advances in the theory achieved have had important bearing on the choice of methods and analytical techniques in applied research. He has been an inspiration to econometricians all over the world.

Besides being a scientist and a scholar, above all, Takeshi Amemiya is a gentleman. He gives generously of himself and is always willing to help the cause of econometrics. We edit this volume on behalf of Takeshi Amemiya's students and colleagues to highlight a small part of his outstanding contribution to the profession. The collection in this volume put together important recent advances in (i) parametric approaches to qualitative response and sample selection models, (ii) nonparametric and semiparametric approaches to qualitative response and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models.

The chapter by J. J. Heckman and E. J. Vytlacil unites the treatment effect literature and the latent variable literature.