Studies in Econometrics, Time Series, and Multivariate Statistics

Contributors

Biographical Note

Bibliography of Theodore W. Anderson

Part I. Studies in Econometric and Quantitative Social Sciences

A Comparison of the Logit Model and Normal Discriminant Analysis When the Independent Variables are Binary

Maximum Likelihood Estimation in a Latent Variable Problem

Abnormal Selection Bias

A Note on a Supposed Criticism of an Anderson-Goodman Test in Markov Chain Analysis

Regression Analysis with a Categorized Explanatory Variable

Prediction-Based Tests for Misspecification in Nonlinear Simultaneous Systems

Asymptotic Properties of Some Estimators in Structural Models

Identification in Models with Autoregressive Errors

Optimal Stabilization Rules in a Stochastic Model of Investment with Gestation Lags

Canonical Representation of Linear Structural Econometric Models, Rank Tests for Identification and Existence of Estimators' Moments

Part II. Studies in Time Series

The Price of Ignorance of the Autocorrelation Structure of the Errors of a Regression Model

Time Series Analysis of Error-Correction Models

Time Series Model Identification by Estimating Information

Linear Random Fields

On Segmentation of Time Series

Properties of Estimates of the Mean Square Error of Prediction in Autoregressive Models

A Reexamination of Some Basic Asymptotic Theory for Linear Processes in Time Series Analysis

Part III. Studies in Multivariate Statistics

Hypothesis Tests and Optimality Properties in Discrete Multivariate Analysis

On Anderson's Probability Inequality

On Asymptotic Distributions of Test Statistics for Covariance Matrices and Correlation Matrices

Joint Distributions of Some Indices Based on Correlation Coefficients

On the Wedge Product

Comparison of Measures, Multivariate Majorization, and Applications to Statistics

Comparison of Experiments for Some Multivariate Normal Situations

Bayes Procedures for Combining Independent F Tests

Likelihood Ratio Tests for Relationships Between Two Covariance Matrices

Rank Additivity and Matrix Polynomials

Limit Theorems on High Dimensional Spheres and Stiefel Manifolds