Tribute to T. W. Anderson

Peter Phillips

No 2081, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: Professor T.W. Anderson passed away on September 17, 2016 at the age of 98 years after an astonishing career that spanned more than seven decades. Standing at the nexus of the statistics and economics professions, Ted Anderson made enormous contributions to both disciplines, playing a significant role in the birth of modern econometrics with his work on structural estimation and testing in the Cowles Commission during the 1940s, and educating successive generations through his brilliant textbook expositions of time series and multivariate analysis. This article is a tribute to his many accomplishments.

Keywords: T. W. Anderson; Cowles Commission; Limited information maximum likelihood; Multivariate analysis; Time series (search for similar items in EconPapers)
JEL-codes: A14 B23 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2016-12
New Economics Papers: this item is included in nep-ecm, nep-ets, nep-his and nep-hpe
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Published in Economic Theory, (April 2017), 33(3): 529-533

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