Narrow search
Showing 1 - 10 of 19
Cover Image
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.; McDermott, C. John - 1993
Persistent link: https://www.econbiz.de/10000883176
Cover Image
Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000828074
Cover Image
Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
Andrews, Donald W. K.; Chen, Hong-yuan - 1992
Persistent link: https://www.econbiz.de/10000843671
Cover Image
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.; Li, Ming - 2024
Persistent link: https://www.econbiz.de/10014538994
Cover Image
Stochastic equicontinuity and nonparametric kernel estimation
Andrews, Donald W. K. - 1988 - Rev.
Persistent link: https://www.econbiz.de/10000801952
Cover Image
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K. (contributor); Jia, Panle (contributor) - 2008
Persistent link: https://www.econbiz.de/10003773569
Cover Image
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723205
Cover Image
Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of econometrics 47 (1991) 2, pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
Cover Image
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001719152
Cover Image
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513