TRIBUTE TO T.W. ANDERSON

DOI10.1017/S0266466616000530MaRDI QIDQ5349003zbMATH OpenFDO

Authors Peter C. B. Phillips

Publication date 22 August 2017

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466616000530

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70)

Cites work

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Estimation of Dynamic Models with Error Components
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Formulation and estimation of dynamic models using panel data
• Limit theory for moderate deviations from a unit root
• MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• On Card Matching
• Some Extensions of the Wishart Distribution
• Some Significance Tests for Normal Bivariate Distributions
• Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
• Trygve Haavelmo at the Cowles Commission

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