Studies in Econometrics, Time Series, and Multivariate Statistics

ContributorsBiographical NoteBibliography of Theodore W. AndersonPart I. Studies in Econometric and Quantitative Social Sciences A Comparison of the Logit Model and Normal Discriminant Analysis When the Independent Variables are Binary Maximum Likelihood Estimation in a Latent Variable Problem Abnormal Selection Bias A Note on a Supposed Criticism of an Anderson-Goodman Test in Markov Chain Analysis Regression Analysis with a Categorized Explanatory Variable Prediction-Based Tests for Misspecification in Nonlinear Simultaneous Systems Asymptotic Properties of Some Estimators in Structural Models Identification in Models with Autoregressive Errors Optimal Stabilization Rules in a Stochastic Model of Investment with Gestation Lags Canonical Representation of Linear Structural Econometric Models, Rank Tests for Identification and Existence of Estimators' MomentsPart II. Studies in Time Series The Price of Ignorance of the Autocorrelation Structure of the Errors of a Regression Model Time Series Analysis of Error-Correction Models Time Series Model Identification by Estimating Information Linear Random Fields On Segmentation of Time Series Properties of Estimates of the Mean Square Error of Prediction in Autoregressive Models A Reexamination of Some Basic Asymptotic Theory for Linear Processes in Time Series AnalysisPart III. Studies in Multivariate Statistics Hypothesis Tests and Optimality Properties in Discrete Multivariate Analysis On Anderson's Probability Inequality On Asymptotic Distributions of Test Statistics for Covariance Matrices and Correlation Matrices Joint Distributions of Some Indices Based on Correlation Coefficients On the Wedge Product Comparison of Measures, Multivariate Majorization, and Applications to Statistics Comparison of Experiments for Some Multivariate Normal Situations Bayes Procedures for Combining Independent F Tests Likelihood Ratio Tests for Relationships Between Two Covariance Matrices Rank Additivity and Matrix Polynomials Limit Theorems on High Dimensional Spheres and Stiefel Manifolds