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~person:"Andrews, Donald W. K."
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Estimation theory
137
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137
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48
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48
Method of moments
41
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41
Induktive Statistik
40
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English
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Andrews, Donald W. K.
Phillips, Peter C. B.
348
Caporale, Guglielmo Maria
240
Pesaran, M. Hashem
234
Koskela, Erkki
206
Gao, Jiti
185
Lütkepohl, Helmut
182
McAleer, Michael
170
Creedy, John
163
Härdle, Wolfgang
160
Gil-Alaña, Luis A.
155
Linton, Oliver
155
Maliranta, Mika
152
Belke, Ansgar
146
Newey, Whitney K.
146
Kapetanios, George
140
Johansen, Søren
139
Nielsen, Morten Ørregaard
134
Baltagi, Badi H.
124
Schnabel, Claus
124
Pajarinen, Mika
123
Bispinck, Reinhard
116
Chernozhukov, Victor
115
Swanson, Norman R.
110
Chen, Xiaohong
109
Lehmann, Etienne
109
Narayan, Paresh Kumar
107
Aronsson, Thomas
105
Poutvaara, Panu
105
Wagner, Martin
103
Robinson, Peter M.
102
Bahmani-Oskooee, Mohsen
101
Franses, Philip Hans
100
Shahbaz, Muhammad
99
Kaplow, Louis
98
Hyytinen, Ari
97
Saez, Emmanuel
97
Goerke, Laszlo
96
Heckman, James J.
96
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Cowles Foundation discussion paper
41
Cowles Foundation Discussion Paper
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of econometrics
11
Econometric theory
8
The review of economic studies
4
Cowles Foundation paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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Advances in economics and econometrics ; Vol. 3
1
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1
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1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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ECONIS (ZBW)
141
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1
End-of-sample
cointegration
breakdown tests
Andrews, Donald W. K.
;
Kim, Chae-yŏng
-
2002
Persistent link: https://www.econbiz.de/10001739950
Saved in:
2
A three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10001449349
Saved in:
3
Tests for
cointegration
breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
4
End-of-Sample
Cointegration
Breakdown Tests
Andrews, Donald W. K.
;
Kim, Jae-Young
-
2003
This paper introduces tests for
cointegration
breakdown that may occur over a relatively short time period, such as at …
Persistent link: https://www.econbiz.de/10014088397
Saved in:
5
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
;
McDermott, C. John
-
1993
Persistent link: https://www.econbiz.de/10000883176
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.
;
Lee, Inpyo
;
Ploberger, Werner
-
1992
Persistent link: https://www.econbiz.de/10000835912
Saved in:
10
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
;
Ploberger, Werner
-
1992
-
Rev.
Persistent link: https://www.econbiz.de/10000836208
Saved in:
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