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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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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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End-of-sample instability tests
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671906
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A note on optimal inference in the linear IV model
Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - 2017 - Revised: January 30, 2017
Persistent link: https://www.econbiz.de/10011647646
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Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.; Kwon, Soonwoo - 2019 - Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
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Further evidence on the great crash, the oil price shocks, and the unit root hypothesis
Zivot, Eric; Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792311