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Tribute to T. W. Anderson

7 Pages Posted: 13 Mar 2017  

Peter C. B. Phillips

Yale University - Cowles Foundation; University of Auckland; University of Southampton; Singapore Management University - School of Economics

Date Written: December 16, 2016


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

JEL Classification: A14, B23

Suggested Citation

Phillips, Peter C. B., Tribute to T. W. Anderson (December 16, 2016). Cowles Foundation Discussion Paper No. 2081. Available at SSRN: or

Peter C. B. Phillips (Contact Author)

Yale University - Cowles Foundation ( email )

Box 208281
New Haven, CT 06520-8281
United States
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University of Auckland ( email )

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New Zealand
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University of Southampton

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Singapore Management University - School of Economics

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