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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
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Contributions to econometric methodology in honor of T. W. Anderson
Aigner, Dennis J. (contributor);  … - In: Journal of econometrics 44 (1990) 1
Persistent link: https://www.econbiz.de/10001088849
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An omnibus test for the time series model AR(1)
Anderson, Theodore W.; Lockhart, R. A.; Stephens, M. A. - In: Journal of econometrics 118 (2004) 1/2, pp. 111-127
Persistent link: https://www.econbiz.de/10001823091
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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
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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
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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
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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
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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