Home  |  Chapter  |  News   |   Personalities  |   Service  |   e-Journal  |   History  |  Pantheon  |  Bibliography  Rus / Eng  |   Contacts  |   Forum   |   Links

 

 

Theodore W. Anderson
Professor of Economics and Statistics (Emeritus)
Research Interest: Multivariate Analysis, Time Series
Ph.D., M.A. Princeton University; B.S. Northwestern University.

Contact info:

Sequoia Hall 144
650.723.4732

e-mail: twa@stanford.edu
 

Research Interests:

Econometric theory and methodology.

 

Current Research:

• simultaneous equations systems,

• time series analysis,

• multivariate analysis.

 

Representative Recent Publications:

1. "Linear Latent Variable Models and Covariance Structures," Journal of Econometrics, 1989;

2. "Asymptotic Distributions of Regression and Autoregression Coefficients with Martingale Difference Disturbances," (with Naoto Kunitomo), Journal of Multivariate Analysis, 1992;

3. "Goodness of Fit Tests for Spectral Distributions," Annals of Statistics, 1993.

 

Teaching Interests:

• Econometrics at graduate and undergraduate level,

• special topics in econometrics.

 

Cross-Disciplinary Interests: Statistics.

 

Professional Affiliations:

 

Econometric Society, American Statistical Association (Vice President, 1971-73),

Institute of Mathematical Statistics (President, 1962-63),

American Academy of Arts and Sciences,

National Academy of Sciences.