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subject:"CAPM"
subject:"Estimation theory"
~person:"Andrews, Donald W. K."
~subject:"Bootstrap approach"
~type:"article"
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CAPM
Estimation theory
Bootstrap approach
Theorie
55
Theory
55
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31
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9
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9
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7
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7
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Andrews, Donald W. K.
Phillips, Peter C. B.
38
Gouriéroux, Christian
31
Jarrow, Robert A.
28
Newey, Whitney K.
28
Horowitz, Joel
27
Li, Qi
26
Baltagi, Badi H.
24
Ohtani, Kazuhiro
24
Pesaran, M. Hashem
24
Hansen, Lars Peter
22
Madan, Dilip B.
22
King, Maxwell L.
21
Krämer, Walter
21
Simar, Léopold
21
Ullah, Aman
21
Davidson, Russell
20
Ferson, Wayne E.
20
McAleer, Michael
20
White, Halbert
20
Giles, David E. A.
19
Godfrey, L. G.
19
Lee, Cheng F.
19
Lee, Lung-fei
19
MacKinnon, James G.
19
Robinson, Peter M.
19
Satchell, Stephen
19
Swanson, Norman R.
19
Zhou, Guofu
19
Bai, Jushan
18
Dufour, Jean-Marie
18
Fabozzi, Frank J.
18
Linton, Oliver
18
Wooldridge, Jeffrey M.
18
Granger, C. W. J.
17
Renault, Eric
17
Bossaerts, Peter L.
16
Cochrane, John H.
16
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16
Harvey, Campbell R.
16
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric theory
5
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3
The review of economic studies
3
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1
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ECONIS (ZBW)
35
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35
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1
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
2
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
3
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
4
Asymptotic size and a problem with subsampling and with the m out of n bootstrap
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometric theory
26
(
2010
)
2
,
pp. 426-468
Persistent link: https://www.econbiz.de/10003968604
Saved in:
5
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
6
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
Saved in:
7
The block-block bootstrap : improved asymptotic refinements
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 673-700
Persistent link: https://www.econbiz.de/10002095742
Saved in:
8
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 569-614
Persistent link: https://www.econbiz.de/10001978030
Saved in:
9
A bias reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 675-712
Persistent link: https://www.econbiz.de/10001750449
Saved in:
10
Equivalence of the higher order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1040-1085
Persistent link: https://www.econbiz.de/10001702326
Saved in:
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