Nonlinear Econometric Models with Deterministically Trending Variables
Year of publication: |
1993-08
|
---|---|
Authors: | Andrews, Donald W.K. ; McDermott, C. John |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotics | deterministic trend | generalized method of moments estimator | hypothesis test | nonlinear econometric model | time trend |
-
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
Andrews, Donald W.K., (1999)
-
The Block-block Bootstrap: Improved Asymptotic Refinements
Andrews, Donald W.K., (2002)
-
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
Andrews, Donald W.K., (1999)
- More ...
-
First Order Autoregressive Processes and Strong Mixing
Andrews, Donald W.K., (1983)
-
Tests of Seasonal and Non-Seasonal Serial Correlation
Andrews, Donald W.K., (1996)
-
On the Performance of Least Squares in Linear Regression with Undefined Error Means
Andrews, Donald W.K., (1986)
- More ...