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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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Examples of L2-complete and boundedly-complete distributions
Andrews, Donald W. K. - In: Journal of econometrics 199 (2017) 2, pp. 213-220
Persistent link: https://www.econbiz.de/10011897680
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 196 (2017) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
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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
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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/10001585371
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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/10001234468
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim - In: Journal of econometrics 133 (2006) 2, pp. 673-702
Persistent link: https://www.econbiz.de/10003359623
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Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W. K.; Guggenberger, Patrik - In: Journal of econometrics 169 (2012) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10009671318
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Maximum likelihood estimation and uniform inference with sporadic indentification failure
Andrews, Donald W. K.; Cheng, Xu - In: Journal of econometrics 173 (2013) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10009719636
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Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 179 (2014) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10010258282