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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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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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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
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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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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - 1992
Persistent link: https://www.econbiz.de/10000852463
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Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2011
Persistent link: https://www.econbiz.de/10010217583