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)
