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Andrews, Donald W.K.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of econometrics
15
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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OLC EcoSci
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ECONIS (ZBW)
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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/10007287905
Saved in:
2
INFERENCE WITH WEAK INSTRUMENTS
Andrews, Donald W.K.
;
Stock, James H.
-
2005
Persistent link: https://www.econbiz.de/10005920765
Saved in:
3
OPTIMAL INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
Andrews, Donald W.K.
;
Moreira, Marcelo
;
Stock, James H.
-
2004
Persistent link: https://www.econbiz.de/10005925405
Saved in:
4
Testing for Serial Correlation Against an ARMA(1, 1) Process
Andrews, Donald W.K.
;
Ploberger, Werner
- In:
Journal of the American Statistical Association : JASA
91
(
1996
)
435
,
pp. 1331-1342
Persistent link: https://www.econbiz.de/10006633111
Saved in:
5
NOTES AND COMMENTS: - Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
2
,
pp. 399-406
Persistent link: https://www.econbiz.de/10006781068
Saved in:
6
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. 23-52
Persistent link: https://www.econbiz.de/10006781956
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7
Estimation When a Parameter Is on a Boundary
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
6
,
pp. 1341-1384
Persistent link: https://www.econbiz.de/10006783296
Saved in:
8
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10006785634
Saved in:
9
Hypothesis testing with a restricted parameter space
Andrews, Donald W.K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-200
Persistent link: https://www.econbiz.de/10006790109
Saved in:
10
A Conditional Kolmogorov Test
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1097-1128
Persistent link: https://www.econbiz.de/10006791689
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