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Evaluation of a three-step method for choosing the number of bootstrap repetitions

Andrews, Donald W. K.; Buchinsky, Moshe - In: Journal of Econometrics 103 (2001) 1-2, pp. 345-386

Persistent link: https://www.econbiz.de/10005239031

Estimation of polynomial distributed lags and leads with end point constraints

Andrews, Donald W. K.; Fair, Ray C. - In: Journal of Econometrics 53 (1992) 1-3, pp. 123-139

Persistent link: https://www.econbiz.de/10005285446

Hypothesis testing with a restricted parameter space

Andrews, Donald W. K. - In: Journal of Econometrics 84 (1998) 1, pp. 155-199

Persistent link: https://www.econbiz.de/10005052862

Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors

Andrews, Donald W. K. - In: Journal of Econometrics 47 (1991) 2-3, pp. 359-377

Persistent link: https://www.econbiz.de/10005192237

Optimal changepoint tests for normal linear regression

Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - In: Journal of Econometrics 70 (1996) 1, pp. 9-38

Persistent link: https://www.econbiz.de/10005192846

Chi-square diagnostic tests for econometric models : Introduction and applications

Andrews, Donald W. K. - In: Journal of Econometrics 37 (1988) 1, pp. 135-156

Persistent link: https://www.econbiz.de/10005228552

Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

Andrews, Donald W. K.; Lu, Biao - In: Journal of Econometrics 101 (2001) 1, pp. 123-164

Persistent link: https://www.econbiz.de/10005228580

Tests of specification for parametric and semiparametric models

Whang, Yoon-Jae; Andrews, Donald W. K. - In: Journal of Econometrics 57 (1993) 1-3, pp. 277-318

Persistent link: https://www.econbiz.de/10005122624

Estimating turning points using large data sets

Stock, James H.; Watson, Mark W. - In: Journal of Econometrics 178 (2014) P2, pp. 368-381

Dating business cycles entails ascertaining economy-wide turning points. Broadly speaking, there are two approaches in the literature. The first approach, which dates to Burns and Mitchell (1946), is to identify turning points individually in a large number of series, then to look for a common...

Persistent link: https://www.econbiz.de/10010730126

Deciding between I(1) and I(0)

Stock, James H. - In: Journal of Econometrics 63 (1994) 1, pp. 105-131

Persistent link: https://www.econbiz.de/10005285392