Tribute to T. W. Anderson
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References listed on IDEAS
- 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.
- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
- Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
- Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
- Bjerkholt, Olav, 2015.
"Trygve Haavelmo At The Cowles Commission,"
Econometric Theory, Cambridge University Press, vol. 31(1), pages 1-84, February.
- Bjerkholt, Olav, 2013. "Trygve Haavelmo at the Cowles Commission," Memorandum 26/2013, Oslo University, Department of Economics.
- 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.
- Peter C.B. Phillips & Tassos Magdalinos, 2004. "Limit Theory for Moderate Deviations from a Unit Root," Cowles Foundation Discussion Papers 1471, Cowles Foundation for Research in Economics, Yale University.
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-03-26 (Econometrics)
- NEP-ETS-2017-03-26 (Econometric Time Series)
- NEP-HIS-2017-03-26 (Business, Economic and Financial History)
- NEP-HPE-2017-03-26 (History and Philosophy of Economics)
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