T
T. W. Anderson
Researcher at Stanford University
Publications - 179
Citations - 43704
T. W. Anderson is an academic researcher from Stanford University. The author has contributed to research in topics: Estimator & Autoregressive model. The author has an hindex of 52, co-authored 179 publications receiving 42299 citations. Previous affiliations of T. W. Anderson include Columbia University & Carnegie Mellon University.
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Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
TL;DR: In this article, the distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically and compared with the Two-Stage Least Squares estimator.
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Bayesian Analyses of Nonhomogeneous Autoregressive Processes
TL;DR: In this paper, two Bayesian approaches based on Kalman filter models are proposed for the analysis of nonhomogeneous autoregressive processes, which are special cases of the vector-valued autoregression processes considered by Anderson (1978) for analysis of panel survey data.