Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andrews, Donald W. K."
~person:"Gao, Jiti"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
16
Schätztheorie
16
Time series analysis
14
Zeitreihenanalyse
14
Statistical test
11
Statistischer Test
11
Theorie
9
Theory
9
Method of moments
6
Momentenmethode
6
IV-Schätzung
4
Induktive Statistik
4
Instrumental variables
4
Statistical inference
4
Asymptotics
3
Cointegration
3
Confidence set
3
Estimation
3
Kointegration
3
Oil price
3
Panel
3
Panel study
3
Schätzung
3
Test
3
Ölpreis
3
Business cycle
2
Conditional likelihood ratio test
2
Identification
2
Inference
2
Konjunktur
2
Lohn
2
Modellierung
2
Moment conditions
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Robust
2
Scientific modelling
2
Singular variance
2
Statistical theory
2
Statistische Methodenlehre
2
more ...
less ...
Online availability
All
Free
13
Undetermined
3
Type of publication
All
Book / Working Paper
18
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Article in journal
8
Aufsatz in Zeitschrift
8
Reprint
1
more ...
less ...
Language
All
English
26
Author
All
Andrews, Donald W. K.
Gao, Jiti
Phillips, Peter C. B.
118
Chen, Xiaohong
12
Yu, Jun
12
McMillan, David G.
11
Shiller, Robert J.
10
Taylor, Robert
9
Ghysels, Eric
8
Shi, Shuping
8
Su, Liangjun
8
Harvey, Andrew C.
7
Koop, Gary
7
Leybourne, Stephen James
7
Xiao, Zhijie
7
Brown, Donald J.
6
Li, Wai Keung
6
Lieberman, Offer
6
Linton, Oliver
6
Perron, Pierre
6
Speight, Alan E. H.
6
Sun, Yixiao
6
Westerlund, Joakim
6
Blake, David
5
Brooks, Chris
5
Danbolt, Jo
5
Engle, Robert F.
5
Franses, Philip Hans
5
Fraser, Patricia
5
Geanakoplos, John
5
Kim, Chang-jin
5
Lucas, André
5
Magdalinos, Tassos
5
Power, David M.
5
Steeley, James M.
5
Tsay, Ruey S.
5
Urga, Giovanni
5
Wang, Qiying
5
Whang, Yoon-jae
5
Zhu, Ke
5
more ...
less ...
Published in...
All
Applied financial economics
Cowles Foundation discussion paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
58
Cowles Foundation Discussion Paper
43
Journal of econometrics
17
Econometric theory
9
School of Economics working papers / The University of Adelaide, School of Economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Econometric reviews
3
Cambridge working papers in economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
CREATES research paper
1
Contributions to statistics
1
Discussion papers in economics
1
Econometrica
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
Journal of the American Statistical Association : JASA
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The review of economic studies : RES
1
University of Adelaide School of Economics Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
2
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
3
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
4
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
-
2015
Persistent link: https://www.econbiz.de/10011312305
Saved in:
5
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
Persistent link: https://www.econbiz.de/10010470613
Saved in:
6
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
-
rev.
Persistent link: https://www.econbiz.de/10010487255
Saved in:
7
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W. K.
;
Marmer, Vadim
-
2005
Persistent link: https://www.econbiz.de/10002770850
Saved in:
8
End-of-sample cointegration breakdown tests
Andrews, Donald W. K.
;
Kim, Chae-yŏng
-
2002
Persistent link: https://www.econbiz.de/10001739950
Saved in:
9
Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
-
1999
-
Rev
Persistent link: https://www.econbiz.de/10001445444
Saved in:
10
End-of-sample instability tests
Andrews, Donald W. K.
-
2002
Persistent link: https://www.econbiz.de/10001671906
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
