Thomas J. Rothenberg

University of California, Berkeley, Berkeley, CA, United States 
Finance, Statistics
"Thomas Rothenberg"


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Franklin M. Fisher grad student 1966 MIT (Econometree)


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Oliver Linton grad student (Econometree)
Donald W.K. Andrews grad student 1982 UC Berkeley (Econometree)
James Stock grad student 1983 UC Berkeley (Econometree)
Jushan Bai grad student 1992 UC Berkeley (Econometree)
Marcelo J. Moreira grad student 2002 UC Berkeley
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Cavanagh CL, Rothenberg TJ. (2007) The structure of multiparameter tests The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis. 163-172
Rothenberg TJ. (2002) Some elementary distribution theory for an autoregression fitted to a random walk Journal of Econometrics. 111: 355-361
Rothenberg TJ, Stock JH. (1997) Inference in a nearly integrated autoregressive model with nonnormal innovations Journal of Econometrics. 80: 269-286
Elliott G, Rothenberg TJ, Stock JH. (1996) Efficient tests for an autoregressive unit root Econometrica. 64: 813-836
Rothenberg TJ, Ruud PA. (1990) Simultaneous equations with covariance restrictions Journal of Econometrics. 44: 25-39
Rothenberg TJ. (1984) Chapter 15 Approximating the distributions of econometric estimators and test statistics Handbook of Econometrics. 2: 881-935
Rothenberg TJ. (1984) Approximate normality of generalized least squares estimates Econometrica. 52: 811-825
Rothenberg TJ. (1984) Hypothesis testing in linear models when the error covariance matrix is nonscalar Econometrica. 52: 827-842
Rothenberg TJ, Fisher FM, Tilanus CB. (1964) A Note on Estimation from a Cauchy Sample Journal of the American Statistical Association. 59: 460-463
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