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Hypothesis testing with a restricted parameter space
Andrews, Donald W. - 1994 - rev
Persistent link: https://www.econbiz.de/10000147120
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Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.; McDermott, C. John - 1993
Persistent link: https://www.econbiz.de/10000883176
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Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou; Ruud, Paul Arthur - 1993
Persistent link: https://www.econbiz.de/10000883186
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Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.; Phillips, Peter C. B. - 1986
Persistent link: https://www.econbiz.de/10000951483
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000843670
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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
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Hyper-consistent estimation of a unit root in time series regression
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000852458
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Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000852459
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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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Estimates of the bias of lagged dependent variable coefficient estimates in macroeconomic equations
Fair, Ray C. - 1992
Persistent link: https://www.econbiz.de/10000835827