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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W.K.; Cheng, Xu - In: Journal of econometrics 173 (2013) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10010069894
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C.B. - In: Journal of econometrics 169 (2012) 2, pp. 155-166
Persistent link: https://www.econbiz.de/10009987054
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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. 2153-2212
Persistent link: https://www.econbiz.de/10010023935
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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
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INFERENCE WITH WEAK INSTRUMENTS
Andrews, Donald W.K.; Stock, James H. - 2005
Persistent link: https://www.econbiz.de/10005920765
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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
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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
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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
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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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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