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Tribute to T. W. Anderson

Phillips, Peter C. B. - 2016

Persistent link: https://www.econbiz.de/10011648926

An introduction to multivariate statistical analysis

Anderson, Theodore W. - 1958

Persistent link: https://www.econbiz.de/10000091340

The statistical analysis of time series

Anderson, Theodore W. - 1971

Persistent link: https://www.econbiz.de/10000077464

Sequential analysis with delayed observations

Anderson, T. W. - In: Journal of the American Statistical Association : JASA 59 (1964) 308, pp. 1006-1015

Persistent link: https://www.econbiz.de/10003469664

Reduced rank regression for blocks of simultaneous equations

Anderson, Theodore W. - In: Journal of econometrics 135 (2006) 1/2, pp. 55-76

Persistent link: https://www.econbiz.de/10003376077

The LIML estimator has finite moments!

Anderson, Theodore W. - In: Journal of econometrics 157 (2010) 2, pp. 359-361

Persistent link: https://www.econbiz.de/10008662995

Optimal significance tests in simultaneous equation models

Anderson, T. W. - 2010

Consider testing the null hypothesis that a single structural equation has specified coefficients. The alternative hypothesis is that the relevant part of the reduced form matrix has proper rank, that is, that the equation is identified. The usual linear model with normal disturbances is...

Persistent link: https://www.econbiz.de/10003990106

My reminiscences of Trygve Haavelmo at the Cowles Commission

Anderson, Theodore W. - In: Econometric theory 31 (2015) 1, pp. 180-192

Persistent link: https://www.econbiz.de/10010532104

Origins of the limited information maximum likelihood and two-stage least squares estimators

Anderson, Theodore W. - In: Journal of econometrics 127 (2005) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10002756880

Discussion of "Statistical inference in relation to the size of the model", by G. S. Maddala

Anderson, T. W. - In: Large-scale macro-econometric models : theory and …, (pp. 279-280). 1981

Persistent link: https://www.econbiz.de/10002689759

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