| Year |
Citation |
Score |
| 2011 |
Anderson TW, Kunitomo N, Matsushita Y. On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments Journal of Econometrics. 165: 58-69. DOI: 10.1016/J.Jeconom.2011.05.006 |
0.436 |
|
| 2010 |
Anderson TW. The LIML estimator has finite moments! Journal of Econometrics. 157: 359-361. DOI: 10.1016/J.Jeconom.2010.02.004 |
0.409 |
|
| 2010 |
Anderson TW, Kunitomo N, Matsushita Y. On the asymptotic optimality of the LIML estimator with possibly many instruments Journal of Econometrics. 157: 191-204. DOI: 10.1016/J.Jeconom.2009.12.001 |
0.449 |
|
| 2007 |
Anderson TW. Multiple discoveries: Distribution of roots of determinantal equations Journal of Statistical Planning and Inference. 137: 3240-3248. DOI: 10.1016/J.Jspi.2007.03.008 |
0.359 |
|
| 2006 |
Anderson TW. Reduced rank regression for blocks of simultaneous equations Journal of Econometrics. 135: 55-76. DOI: 10.1016/J.Jeconom.2005.07.028 |
0.411 |
|
| 2005 |
Anderson TW. Origins of the limited information maximum likelihood and two-stage least squares estimators Journal of Econometrics. 127: 1-16. DOI: 10.1016/J.Jeconom.2004.09.012 |
0.426 |
|
| 2004 |
Anderson TW, Lockhart RA, Stephens MA. An omnibus test for the time series model AR(1) Journal of Econometrics. 118: 111-127. DOI: 10.1016/S0304-4076(03)00137-4 |
0.416 |
|
| 2002 |
Anderson TW. Canonical correlation analysis and reduced rank regression in autoregressive models Annals of Statistics. 30: 1134-1154. DOI: 10.1214/Aos/1031689020 |
0.49 |
|
| 2002 |
Anderson TW. Reduced rank regression in cointegrated models Journal of Econometrics. 106: 203-216. DOI: 10.1016/S0304-4076(01)00095-1 |
0.421 |
|
| 2001 |
Anderson TW. The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models. Proceedings of the National Academy of Sciences of the United States of America. 98: 4860-5. PMID 11320235 DOI: 10.1073/Pnas.071060498 |
0.404 |
|
| 2000 |
Anderson TW. The asymptotic distribution of canonical correlations and variates in cointegrated models. Proceedings of the National Academy of Sciences of the United States of America. 97: 7068-73. PMID 10860972 DOI: 10.1073/Pnas.97.13.7068 |
0.428 |
|
| 2000 |
Anderson TW, Stephens MA. Sign Invariance in Goodness‐of‐Fit Tests for Time Series Journal of Time Series Analysis. 21: 489-496. DOI: 10.1111/1467-9892.00194 |
0.411 |
|
| 2000 |
Anderson TW. A Note on a Vector-Variate Normal Distribution and a Stationary Autoregressive Process Journal of Multivariate Analysis. 72: 149-150. DOI: 10.1006/Jmva.1999.1837 |
0.35 |
|
| 1999 |
Anderson TW. Asymptotic distribution of the reduced rank regression estimator under general conditions Annals of Statistics. 27: 1141-1154. DOI: 10.1214/Aos/1017938918 |
0.32 |
|
| 1999 |
Anderson TW, Laake P. Correction Note to "Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model" Scandinavian Journal of Statistics. 26: 477-477. DOI: 10.1111/J.1365-3083.2005.01629.X-I1 |
0.45 |
|
| 1999 |
Anderson TW. Asymptotic theory for canonical correlation analysis Journal of Multivariate Analysis. 70: 1-29. DOI: 10.1006/Jmva.1999.1810 |
0.41 |
|
| 1998 |
Anderson TW, Laake P. Exact and approximate distributions of the maximum likelihood estimate in a simple factor analysis model Scandinavian Journal of Statistics. 25: 39-51. DOI: 10.1111/1467-9469.00162 |
0.446 |
|
| 1997 |
Anderson TW. Goodness-of-fit tests for autoregressive processes Journal of Time Series Analysis. 18: 321-339. DOI: 10.1111/1467-9892.00053 |
0.454 |
|
| 1997 |
Anderson TW, Stephens MA. The continuous and discrete Brownian bridges: Representations and applications Linear Algebra and Its Applications. 264: 145-171. DOI: 10.1016/S0024-3795(97)00015-3 |
0.313 |
|
| 1996 |
Anderson TW. R. A. Fisher and multivariate analysis Statistical Science. 11: 20-34. DOI: 10.1214/Ss/1032209662 |
0.323 |
|
| 1996 |
Anderson TW. Some Inequalities for symmetric convex sets with applications Annals of Statistics. 24: 753-762. DOI: 10.1214/Aos/1032894463 |
0.34 |
|
| 1996 |
Anderson TW, You L. Adequacy of asymptotic theory for goodness-of-fit criteria for spectral distributions Journal of Time Series Analysis. 17: 533-552. DOI: 10.1111/J.1467-9892.1996.Tb00292.X |
0.423 |
|
| 1994 |
Anderson TW, Kunitomo N. Asymptotic robustness of tests of overidentification and predeterminedness Journal of Econometrics. 62: 383-414. DOI: 10.1016/0304-4076(94)90029-9 |
0.431 |
|
| 1993 |
Anderson TW, Metz RP. A note on maximum likelihood estimation in the first-order Gaussian moving average model Statistics & Probability Letters. 16: 205-211. DOI: 10.1016/0167-7152(93)90144-8 |
0.433 |
|
| 1992 |
Anderson TW, Kunitomo N. Tests of overidentification and predeterminedness in simultaneous equation models Journal of Econometrics. 54: 49-78. DOI: 10.1016/0304-4076(92)90099-D |
0.34 |
|
| 1992 |
Anderson TW, Kunitomo N. Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances Journal of Multivariate Analysis. 40: 221-243. DOI: 10.1016/0047-259X(92)90024-A |
0.307 |
|
| 1991 |
Anderson TW, Amemiya Y. Testing dimensionality in the multivariate analysis of variance Statistics and Probability Letters. 12: 445-463. DOI: 10.1016/0167-7152(91)90002-9 |
0.417 |
|
| 1990 |
Amemiya Y, Anderson TW. Asymptotic Chi-Square Tests for a Large Class of Factor Analysis Models The Annals of Statistics. 18: 1453-1463. DOI: 10.1214/Aos/1176347760 |
0.364 |
|
| 1990 |
AMEMIYA Y, ANDERSON TW, LEWIS PAW. Percentage points for a test of rank in multivariate components of variance Biometrika. 77: 637-641. DOI: 10.1093/Biomet/77.3.637 |
0.326 |
|
| 1989 |
Moore TL, Anderson TW, Sclove SL, Chase W, Brown F, Ehrenberg ASC, McClave JT, Dietrich FH, Toothaker LE. The Statistical Analysis of Data.@@@General Statistics.@@@A Primer in Data Reduction: An Introductory Statistics Textbook.@@@A First Course in Statistics.@@@Introductory Statistics for the Behavioral Sciences. Journal of the American Statistical Association. 84: 834. DOI: 10.2307/2289676 |
0.343 |
|
| 1989 |
Anderson TW. Linear latent variable models and covariance structures Journal of Econometrics. 41: 91-119. DOI: 10.1016/0304-4076(89)90044-4 |
0.413 |
|
| 1989 |
Anderson TW. The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variance Journal of Multivariate Analysis. 30: 72-79. DOI: 10.1016/0047-259X(89)90088-2 |
0.457 |
|
| 1988 |
Anderson TW, Amemiya Y. The Asymptotic Normal Distribution of Estimators in Factor Analysis under General Conditions The Annals of Statistics. 16: 759-771. DOI: 10.1214/Aos/1176350834 |
0.433 |
|
| 1987 |
Anderson TW, Olkin I, Underhill LG. Generation of random orthogonal matrices Siam Journal On Scientific and Statistical Computing. 8: 625-629. DOI: 10.1137/0908055 |
0.332 |
|
| 1986 |
Anderson TW, Hsu H, Fang K. Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions Canadian Journal of Statistics. 14: 55-59. DOI: 10.2307/3315036 |
0.462 |
|
| 1986 |
Sen PK, Anderson TW, Arnold SF, Eaton ML, Giri NC, Gnanadesikan R, Kendall MG, Kshirsagar AM, Mardia KV, Kent JT, Bibby JM, Morrison DF, Muirhead RJ, Press SJ, Rao CR, et al. Contemporary Textbooks on Multivariate Statistical Analysis: A Panoramic Appraisal and Critique Journal of the American Statistical Association. 81: 560. DOI: 10.2307/2289251 |
0.359 |
|
| 1986 |
Muirhead RJ, Anderson TW. An Introduction to Multivariate Statistical Analysis Journal of Business & Economic Statistics. 4: 135. DOI: 10.2307/1391399 |
0.362 |
|
| 1986 |
Anderson BM, Anderson TW, Olkin I. Maximum Likelihood Estimators and Likelihood Ratio Criteria in Multivariate Components of Variance Annals of Statistics. 14: 405-417. DOI: 10.1214/Aos/1176349929 |
0.313 |
|
| 1986 |
Anderson TW, Takemura A. Why Do Noninvertible Estimated Moving Averages Occur Journal of Time Series Analysis. 7: 235-254. DOI: 10.1111/J.1467-9892.1986.Tb00492.X |
0.41 |
|
| 1986 |
Anderson TW, Kunitomo N, Morimune K. Comparing Single-Equation Estimators in a Simultaneous Equation System Econometric Theory. 2: 1-32. DOI: 10.1017/S026646660001135X |
0.427 |
|
| 1985 |
Anderson TW, Stein C, Zaman A. Best Invariant Estimation of a Direction Parameter Annals of Statistics. 13: 526-533. DOI: 10.1214/Aos/1176349536 |
0.352 |
|
| 1985 |
Anderson TW, Olkin I. Maximum-likelihood estimation of the parameters of a multivariate normal distribution☆ Linear Algebra and Its Applications. 70: 147-171. DOI: 10.1016/0024-3795(85)90049-7 |
0.434 |
|
| 1984 |
Anderson TW. Estimating Linear Statistical Relationships Annals of Statistics. 12: 1-45. DOI: 10.1214/Aos/1176346390 |
0.405 |
|
| 1983 |
Anderson TW, Morimune K, Sawa T. The numerical values of some key parameters in econometric models Journal of Econometrics. 21: 229-243. DOI: 10.1016/0304-4076(83)90015-5 |
0.443 |
|
| 1982 |
Anderson TW, Kunitomo N, Sawa T. Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator Econometrica. 50: 1009-1027. DOI: 10.2307/1912774 |
0.433 |
|
| 1982 |
Anderson TW, Sawa T. Exact and Approximate Distributions of the Maximum Likelihood Estimator of a Slope Coefficient Journal of the Royal Statistical Society Series B-Methodological. 44: 52-62. DOI: 10.1111/J.2517-6161.1982.Tb01187.X |
0.446 |
|
| 1982 |
Anderson TW, Hsiao C. Formulation and estimation of dynamic models using panel data Journal of Econometrics. 18: 47-82. DOI: 10.1016/0304-4076(82)90095-1 |
0.571 |
|
| 1982 |
Anderson TW, Takemura A. A new proof of admissibility of tests in the multivariate analysis of variance Journal of Multivariate Analysis. 12: 457-468. DOI: 10.1016/0047-259X(82)90056-2 |
0.32 |
|
| 1981 |
Anderson TW, Hsiao C. Estimation of Dynamic Models with Error Components Journal of the American Statistical Association. 76: 598-606. DOI: 10.1080/01621459.1981.10477691 |
0.574 |
|
| 1980 |
Anderson TW, Mentz RP. On The Structure Of The Likelihood Function Of Autoregressive And Moving Average Models Journal of Time Series Analysis. 1: 83-94. DOI: 10.1111/J.1467-9892.1980.Tb00302.X |
0.397 |
|
| 1979 |
Ling RF, Anderson TW, Sclove SL. An Introduction to the Statistical Analysis of Data. Journal of the American Statistical Association. 74: 929. DOI: 10.2307/2286433 |
0.315 |
|
| 1979 |
Anderson TW, Sawa T. Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate Econometrica. 47: 163-182. DOI: 10.2307/1912353 |
0.381 |
|
| 1979 |
Anderson TW, Taylor JB. Strong Consistency Of Least Squares Estimates In Dynamic Models Annals of Statistics. 7: 484-489. DOI: 10.1214/Aos/1176344670 |
0.352 |
|
| 1978 |
Anderson TW. A New Development in Multivariate Statistical Analysis Journal of the Japan Statistical Society. Japanese Issue. 8: 9-13. DOI: 10.11329/Jjss1970.8.9 |
0.309 |
|
| 1978 |
Anderson TW. Repeated Measurements on Autoregressive Processes Journal of the American Statistical Association. 73: 371-378. DOI: 10.1080/01621459.1978.10481585 |
0.357 |
|
| 1978 |
Anderson TW, Ghurye SG. Unique factorization of products of bivariate normal cumulative distribution functions Annals of the Institute of Statistical Mathematics. 30: 63-69. DOI: 10.1007/Bf02480201 |
0.313 |
|
| 1977 |
Anderson TW, Ghurye SG. Identification of Parameters by the Distribution of a Maximum Random Variable Journal of the Royal Statistical Society Series B-Methodological. 39: 337-342. DOI: 10.1111/J.2517-6161.1977.Tb01632.X |
0.35 |
|
| 1977 |
Anderson TW, Sawa T. Two-Stage Least Squares: In Which Direction Should the Residuals Be Minimized? Journal of the American Statistical Association. 72: 187-191. DOI: 10.1080/01621459.1977.10479936 |
0.371 |
|
| 1977 |
Anderson TW, Mentz RP. The generalized variance of a stationary autoregressive process Journal of Multivariate Analysis. 7: 584-588. DOI: 10.1016/0047-259X(77)90069-0 |
0.305 |
|
| 1976 |
Anderson TW, Taylor JB. Some Experimental Results on the Statistical Properties of Least Squares Estimates in Control Problems Econometrica. 44: 1289-1302. DOI: 10.2307/1914261 |
0.448 |
|
| 1976 |
Anderson TW, Taylor JB. Strong Consistency of Least Squares Estimates in Normal Linear Regression Annals of Statistics. 4: 788-790. DOI: 10.1214/Aos/1176343552 |
0.408 |
|
| 1974 |
Lindsey JK, Anderson TW. The Statistical Analysis of Time Series The Statistician. 23: 138-140. DOI: 10.2307/2988016 |
0.33 |
|
| 1974 |
Anderson TW. An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System Journal of the American Statistical Association. 69: 565-573. DOI: 10.1080/01621459.1974.10482994 |
0.429 |
|
| 1973 |
Gokhale DV, Anderson TW, Gupta SD, Styan GPH. A Bibliography of Multivariate Statistical Analysis. Biometrics. 29: 414. DOI: 10.2307/2529407 |
0.364 |
|
| 1973 |
Anderson TW, Sawa T. Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions Econometrica. 41: 683-714. DOI: 10.2307/1914090 |
0.414 |
|
| 1973 |
Kendall MG, Anderson TW, Gupta Sd, Styan GPH. A Bibliography of Multivariate Statistical Analysis International Statistical Review. 41: 289. DOI: 10.2307/1402850 |
0.364 |
|
| 1972 |
Tong H, Anderson TW. The Statistical Analysis of Time Series Biometrics. 28: 1143. DOI: 10.2307/2528652 |
0.33 |
|
| 1972 |
Anderson TW, Stephens MA. Tests for randomness of directions against equatorial and bimodal alternatives Biometrika. 59: 613-621. DOI: 10.1093/Biomet/59.3.613 |
0.383 |
|
| 1967 |
Anderson TW, Burstein H. Approximating the Upper Binomial Confidence Limit Journal of the American Statistical Association. 62: 857-861. DOI: 10.1080/01621459.1967.10500898 |
0.311 |
|
| 1965 |
Anderson TW, Gupta SD. Correction Notes: Correction to "A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices" Annals of Mathematical Statistics. 36: 1318-1318. DOI: 10.1214/Aoms/1177700008 |
0.309 |
|
| 1964 |
Anderson TW, Gupta SD. Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates Annals of Mathematical Statistics. 35: 206-208. DOI: 10.1214/Aoms/1177703743 |
0.375 |
|
| 1964 |
Anderson TW, Walker AM. On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process Annals of Mathematical Statistics. 35: 1296-1303. DOI: 10.1214/Aoms/1177703285 |
0.386 |
|
| 1964 |
Anderson TW, Gupta SD. A Monotonicity Property Of The Power Functions Of Some Tests Of The Equality Of Two Covariance Matrices Annals of Mathematical Statistics. 35: 1059-1063. DOI: 10.1214/Aoms/1177703264 |
0.3 |
|
| 1964 |
Anderson TW. Some Approaches To The Statistical Analysis Of Time Series Australian & New Zealand Journal of Statistics. 6: 1-11. DOI: 10.1111/J.1467-842X.1964.Tb00145.X |
0.304 |
|
| 1964 |
Anderson TW. Sequential Analysis with Delayed Observations Journal of the American Statistical Association. 59: 1006-1015. DOI: 10.1080/01621459.1964.10480746 |
0.362 |
|
| 1963 |
Anderson TW. Asymptotic Theory For Principal Component Analysis Annals of Mathematical Statistics. 34: 122-148. DOI: 10.1214/Aoms/1177704248 |
0.401 |
|
| 1963 |
Anderson TW. A Test for Equality of Means when Covariance Matrices are Unequal Annals of Mathematical Statistics. 34: 671-672. DOI: 10.1214/Aoms/1177704181 |
0.351 |
|
| 1962 |
Anderson TW. Least Squares and Best Unbiased Estimates Annals of Mathematical Statistics. 33: 266-272. DOI: 10.1214/Aoms/1177704730 |
0.375 |
|
| 1959 |
Madow WG, Anderson TW. Introduction to Multivariate Statistical Analysis. American Mathematical Monthly. 66: 432. DOI: 10.2307/2308777 |
0.362 |
|
| 1959 |
Kendall MG, Anderson TW. Introduction to Multivariate Statistical Analysis Econometrica. 27: 729. DOI: 10.2307/1909376 |
0.362 |
|
| 1959 |
Anderson TW. On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations Annals of Mathematical Statistics. 30: 676-687. DOI: 10.1214/Aoms/1177706198 |
0.391 |
|
| 1957 |
Anderson TW. Maximum Likelihood Estimates for a Multivariate Normal Distribution when Some Observations are Missing Journal of the American Statistical Association. 52: 200-203. DOI: 10.2307/2280845 |
0.378 |
|
| 1955 |
Kendall MG, Wald A, Anderson TW. Selected Papers in Statistics and Probability. Economica. 22: 263. DOI: 10.2307/2626905 |
0.322 |
|
| 1955 |
Wald A, Anderson TW, Cramer H, Freeman HA, Hodges JL, Lehmann EL, Mood AM, Stein CM. Selected Papers in Statistics and Probability. Journal of the American Statistical Association. 50: 264. DOI: 10.2307/2281118 |
0.322 |
|
| 1955 |
Anderson TW. Some Statistical Problems in Relating Experimental Data to Predicting Performance of a Production Process Journal of the American Statistical Association. 50: 163-177. DOI: 10.1080/01621459.1955.10501255 |
0.313 |
|
| 1954 |
Anderson TW, Darling DA. A Test of Goodness of Fit Journal of the American Statistical Association. 49: 765-769. DOI: 10.1080/01621459.1954.10501232 |
0.375 |
|
| 1954 |
Anderson TW. On estimation of parameters in latent structure analysis Psychometrika. 19: 1-10. DOI: 10.1007/Bf02288989 |
0.355 |
|
| 1952 |
Anderson TW, Darling DA. Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes Annals of Mathematical Statistics. 23: 193-212. DOI: 10.1214/Aoms/1177729437 |
0.344 |
|
| 1951 |
Anderson TW. Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions Annals of Mathematical Statistics. 22: 327-351. DOI: 10.1214/Aoms/1177729580 |
0.451 |
|
| 1950 |
Anderson RL, Anderson TW. Distribution of the Circular Serial Correlation Coefficient for Residuals from a Fitted Fourier Series Annals of Mathematical Statistics. 21: 59-81. DOI: 10.1214/Aoms/1177729886 |
0.341 |
|
| 1950 |
Anderson TW, Rubin H. The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations Annals of Mathematical Statistics. 21: 570-582. DOI: 10.1214/Aoms/1177729752 |
0.338 |
|
| 1949 |
Anderson TW, Rubin H. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations Annals of Mathematical Statistics. 20: 46-63. DOI: 10.1214/Aoms/1177730090 |
0.313 |
|
| 1948 |
Anderson TW. The Asymptotic Distributions of the Roots of Certain Determinantal Equations Journal of the Royal Statistical Society Series B-Methodological. 10: 132-139. DOI: 10.1111/J.2517-6161.1948.Tb00006.X |
0.353 |
|
| 1947 |
Anderson TW. A Note on a Maximum-Likelihood Estimate Econometrica. 15: 241. DOI: 10.2307/1905483 |
0.454 |
|
| 1946 |
Anderson TW. The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics Annals of Mathematical Statistics. 17: 409-431. DOI: 10.1214/Aoms/1177730882 |
0.356 |
|
| 1944 |
Anderson TW, Girshick MA. Some Extensions of the Wishart Distribution Annals of Mathematical Statistics. 15: 345-357. DOI: 10.1214/Aoms/1177731206 |
0.338 |
|
| 1943 |
Villars DS, Anderson TW. Some Significance Tests for Normal Bivariate Distributions Annals of Mathematical Statistics. 14: 141-148. DOI: 10.1214/Aoms/1177731455 |
0.371 |
|
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