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Tribute to T. W. Anderson

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Abstract

Professor T.W. Anderson passed away on September 17, 2016 at the age of 98 years after an astonishing career that spanned more than seven decades. Standing at the nexus of the statistics and economics professions, Ted Anderson made enormous contributions to both disciplines, playing a significant role in the birth of modern econometrics with his work on structural estimation and testing in the Cowles Commission during the 1940s, and educating successive generations through his brilliant textbook expositions of time series and multivariate analysis. This article is a tribute to his many accomplishments.

Suggested Citation

  • Peter C.B. Phillips, 2016. "Tribute to T. W. Anderson," Cowles Foundation Discussion Papers 2081, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:2081
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d20/d2081.pdf
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    References listed on IDEAS

    as
    1. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
    2. Bjerkholt, Olav, 2015. "Trygve Haavelmo At The Cowles Commission," Econometric Theory, Cambridge University Press, vol. 31(1), pages 1-84, February.
    3. Phillips, Peter C.B. & Magdalinos, Tassos, 2007. "Limit theory for moderate deviations from a unit root," Journal of Econometrics, Elsevier, vol. 136(1), pages 115-130, January.
    4. Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January.
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    More about this item

    Keywords

    T. W. Anderson; Cowles Commission; Limited information maximum likelihood; Multivariate analysis; Time series;
    All these keywords.

    JEL classification:

    • A14 - General Economics and Teaching - - General Economics - - - Sociology of Economics
    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies

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