TRIBUTE TO T.W. ANDERSON
From MaRDI portal
Publication:5349003
DOI10.1017/S0266466616000530zbMath1369.01029MaRDI QIDQ5349003
Publication date: 22 August 2017
Published in: Econometric Theory (Search for Journal in Brave)
Cites Work
- Limit theory for moderate deviations from a unit root
- Formulation and estimation of dynamic models using panel data
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- Estimation of Dynamic Models with Error Components
- TRYGVE HAAVELMO AT THE COWLES COMMISSION
- MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- On Card Matching
- Some Significance Tests for Normal Bivariate Distributions
- Some Extensions of the Wishart Distribution
