Theodore W. Anderson

Economics and Econometrics · 1949–2010

A researcher in the Science corpus: 8 papers; trusts 1 researcher and is trusted by 72 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it

Whom Theodore W. Anderson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. P. Bekker
2. Jinyong Hahn
3. Stephen G. Donald
4. John C. Chao
5. Whitney K. Newey
6. Christian Hansen
7. R. Fisher
8. James H. Stock

Who trusts Theodore W. Anderson overall

1. Søren Johansen
2. Sophocles Mavroeidis
3. F. Kleibergen
4. A. Rosen
5. M. Arellano
6. G. Bascle
7. Jushan Bai
8. Christopher F. Baum
9. Victor Chernozhukov
10. Patrik Guggenberger

Papers from Theodore W. Anderson's perspective

Ordered by how strongly the researchers Theodore W. Anderson trusts endorse each paper. Same corpus, a different order for every researcher.

1. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
2. Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
3. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
4. Choosing the Number of Instruments
5. OPTIMAL INFERENCE WITH MANY INSTRUMENTS (Econometric Theory)
6. Estimation With Many Instrumental Variables (Journal of Business & Economic Statistics)
7. THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES
8. Consistent Estimation with a Large Number of Weak Instruments
9. The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
10. Split-Sample Instrumental Variables Estimates of the Return to Schooling

Their papers

• On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments (2010) — 73 citations
• Origins of the limited information maximum likelihood and two-stage least squares estimators (2005) — 52 citations
• CONFIDENCE LIMITS FOR THE EXPECTED VALUE OF AN ARBITRARY BOUNDED RANDOM VARIABLE WITH A CONTINUOUS DISTRIBUTION FUNCTION (1969)
• Statistical Inference in Factor Analysis (1956)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes (1952)
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions (1951)
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations (1950)
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations (1949)