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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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The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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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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Optimal two-sided invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 715-752
Persistent link: https://www.econbiz.de/10003329584
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Seasonality tests
Busetti, Fabio; Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
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Testing when a parameter is on the boundary of the maintained hypothesis
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 683-734
Persistent link: https://www.econbiz.de/10001580794
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Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
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An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 4, pp. 953-966
Persistent link: https://www.econbiz.de/10001129056
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Diagnostic checking of unobserved-components time series models
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 377-389
Persistent link: https://www.econbiz.de/10001132725