Narrow search
Showing 1 - 10 of 13
Cover Image
Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10003864159
Cover Image
Asymptotic size and a problem with subsampling and with the m out of n bootstrap
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 426-468
Persistent link: https://www.econbiz.de/10003968604
Cover Image
Rank tests for instrumental variables regression with weak instruments
Andrews, Donald W. K.; Soares, Gustavo - In: Econometric theory 23 (2007) 6, pp. 1033-1082
Persistent link: https://www.econbiz.de/10003591810
Cover Image
Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
Cover Image
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Cover Image
Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
Cover Image
Equivalence of the higher order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K. - In: Econometric theory 18 (2002) 5, pp. 1040-1085
Persistent link: https://www.econbiz.de/10001702326
Cover Image
On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometric theory 18 (2002) 4, pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
Cover Image
Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
Cover Image
Nonparametric kernel estimation for semiparametric models
Andrews, Donald W. K. - In: Econometric theory 11 (1995) 3, pp. 560-596
Persistent link: https://www.econbiz.de/10001186554