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TRIBUTE TO T.W. ANDERSON

  • Peter C.B. Phillips (a1)
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References
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Anderson T.W. (1943) On card matching. Annals of Mathematical Statistics 14, 426435.
Anderson T.W. (1951) Estimating linear restrictions on regression coefficients for multivariate normal distributions. Annals of Mathematical Statistics 22, 327351.
Anderson T.W. (1959) On asymptotic distributions of estimates of parameters of stochastic difference equations. Annals of Mathematical Statistics 30, 676687.
Anderson T.W. (2015) My Reminiscences of Trygve Haavelmo at the Cowles Commission. Econometric Theory 31, 180192.
Anderson T.W. & Darling D.A. (1952) Asymptotic theory of certain ‘goodness of fit’ criteria based on stochastic processes. Annals of Mathematical Statistics 23, 193212.
Anderson T.W. & Girshick M.A. (1944) Some extensions of the Wishart distribution. Annals of Mathematical Statistics 15, 345357.
Anderson T.W. & Hsiao C. (1981) Estimation of dynamic models with error components. Journal of the American Statistical Association 76, 598606.
Anderson T.W. & Hsiao C. (1982) Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18, 4782.
Anderson T.W. & Rubin H. (1949) Estimation of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics 20, 4663.
Anderson T.W. & Villars D.S. (1943) Some significance tests for normal bivariate distributions. Annals of Mathematical Statistics 14, 141148.
Bjerkholt O. (2015) Trygve Haavelmo at the Cowles Commission. Econometric Theory 31, 184.
Malinvaud E. (1964) Méthodes Statistiques de l’Économétrie. Dunod.
Phillips P.C.B. (1986) An interview with Professor T.W. Anderson. Econometric Theory 2, 249288.
Phillips P.C.B. & Magdalinos T. (2007) Limit theory for moderate deviations from a unit root. Journal of Econometrics 136, 115130.
Phillips P.C.B., Shi S., & Yu J. (2015) Testing for Multiple Bubbles: Historical episodes of exuberance and collapse in the S&P 500. International Economic Review 56, 10421076.
Phillips P.C.B., Wu Y., & Yu J. (2011) Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values? International Economic Review 52, 201226.
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Econometric Theory
  • ISSN: 0266-4666
  • EISSN: 1469-4360
  • URL: /core/journals/econometric-theory
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