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~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:"Whang, Yoon-jae"
~subject:"Theorie"
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Andrews, Donald W. K.
Whang, Yoon-jae
Phillips, Peter C. B.
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Applied financial economics
Cowles Foundation discussion paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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8
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ECONIS (ZBW)
13
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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
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke
(
contributor
);
Seo, Myung Hwan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767429
Saved in:
5
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003860925
Saved in:
6
Nonparametric tests of conditional treatment effects
Lee, Sokbae
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003900595
Saved in:
7
Testing for non-nested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke
(
contributor
);
Whang, Yoon-jae
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003468414
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
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