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Modelling and forecasting linear combinations of time series

Pino, Francisco Alberto - In: International statistical review : a journal of the … 55 (1987) 3, pp. 295-313

Persistent link: https://www.econbiz.de/10001033976

Tribute to T. W. Anderson

Phillips, Peter C. B. - 2016

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

Recent results on the estimation of a linear functional relationship

Anderson, T. W. - In: Multivariate analysis : V, (pp. 23-34). 1978

Persistent link: https://www.econbiz.de/10001836074

The statistical analysis of time series

Anderson, Theodore W. - 1971

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

An introduction to multivariate statistical analysis

Anderson, Theodore W. - 1958

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

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

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

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

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