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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."
~subject:"Theorie"
~subject:"Weak identification"
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Andrews, Donald W. K.
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Applied financial economics
Cowles Foundation discussion paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of econometrics
2
Econometric theory
1
Source
All
ECONIS (ZBW)
10
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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
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:
5
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:
6
End-of-sample cointegration breakdown tests
Andrews, Donald W. K.
;
Kim, Chae-yŏng
-
2002
Persistent link: https://www.econbiz.de/10001739950
Saved in:
7
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:
8
End-of-sample instability tests
Andrews, Donald W. K.
-
2002
Persistent link: https://www.econbiz.de/10001671906
Saved in:
9
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
10
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
Saved in:
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