This volume is the thirteenth in a series, called International Symposia in Economic Theory and Econometrics. The series is under the general editorship of William A. Barnett. Individual volumes in the series generally have editors, who differ for each volume, since the topics of the volumes change each year. The editors of this volume are Cheng Hsiao, Kimio Morimune, and James L. Powell.

The primary focus of this book is “Nonlinear Statistical Inference,” which is the book's title. But the volume's breadth extends beyond that topic, since the volume was produced in honor of Takeshi Amemiya, whose influence in econometrics extends to the many areas of econometrics and statistics in which he has dramatically increased the level of sophistication, rigor, and depth. The inspiration provided by Amemiya's work to that of other leading econometricians is reflected by the chapters contained in this book, which includes recent advances in (i) the parametric approach to qualitative response and sample selection models, (ii) the nonparametric and semiparametric approaches to qualitative response and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models.

Many of the prior volumes in this series were sponsored by the IC2 Institute at the University of Texas at Austin, and some have been cosponsored by the RGK Foundation. The first conference in this Cambridge series was co-organized by William Barnett and Ronald Gallant, who also co-edited the proceedings volume.