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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
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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
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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
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2015
Persistent link: https://www.econbiz.de/10011312305
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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
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Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.
Persistent link: https://www.econbiz.de/10010487255
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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
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618852
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End-of-sample cointegration breakdown tests
Andrews, Donald W. K.; Kim, Chae-yŏng - 2002
Persistent link: https://www.econbiz.de/10001739950
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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