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~subject:"Estimation theory"
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Anderson, Theodore W.
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Anderson, T. W.
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An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
2
Admissible significance tests in simultaneous equation models
Anderson, Theodore W.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 534-550
Persistent link: https://www.econbiz.de/10011810032
Saved in:
3
A goodness-of-fit test for AR(1) models and power against state-space alternatives
Anderson, Theodore W.
;
Stephens, Michael A.
- In:
State space and unobserved component models : theory …
,
(pp. 92-101)
.
2004
Persistent link: https://www.econbiz.de/10009719929
Saved in:
4
On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
Anderson, Theodore W.
;
Kunitomo, Naoto
;
Matsushita, …
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 58-69
Persistent link: https://www.econbiz.de/10009374488
Saved in:
5
On the asymptotic optimality of the LIML estimator with possibly many instruments
Anderson, Theodore W.
;
Kunitomo, Naoto
;
Matsushita, …
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 191-204
Persistent link: https://www.econbiz.de/10008663060
Saved in:
6
Asymptotic robustness of tests of overidentification and predeterminedness
Anderson, Theodore W.
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10001162291
Saved in:
7
Comparing single-equation estimators in a simultaneous equation system
Anderson, Theodore W.
- In:
Econometric theory
2
(
1986
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001072735
Saved in:
8
Reduced rank regression in cointegrated models
Anderson, T. W.
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10001638890
Saved in:
9
Estimating linear statistical relationships
Anderson, T. W.
-
1982
Persistent link: https://www.econbiz.de/10003461791
Saved in:
10
Best invariant estimation of a direction parameter with application to linear functional relationships and factor analysis
Anderson, T. W.
;
Stein, Charles
;
Zaman, Asad
-
1982
Persistent link: https://www.econbiz.de/10003469514
Saved in:
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