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Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K. (contributor); Jia, Panle (contributor) - 2008
Persistent link: https://www.econbiz.de/10003773569
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Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723205
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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001719152
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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513
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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001711721
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Local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2001
Persistent link: https://www.econbiz.de/10001562618
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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955