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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
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Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.; Soares, Gustavo - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
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Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.; Barwick, Panle Jia - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
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Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.; Cheng, Xu - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
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Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723205
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A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.; Guggenberger, Patrik - In: The review of economics and statistics 96 (2014) 2, pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
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Cross-section regression with common shocks
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 5, pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Andrews, Donald W. K. (ed.); Rothenberg, Thomas J. (honouree) - 2005
Persistent link: https://www.econbiz.de/10002380727
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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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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