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End-of-sample instability tests
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671906
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Optimal two-sided invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 715-752
Persistent link: https://www.econbiz.de/10003329584
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462609
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Inference with weak instruments
Andrews, Donald W. K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003468408
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Rank tests for instrumental variables regression with weak instruments
Andrews, Donald W. K. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468456
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Rank tests for instrumental variables regression with weak instruments
Andrews, Donald W. K.; Soares, Gustavo - In: Econometric theory 23 (2007) 6, pp. 1033-1082
Persistent link: https://www.econbiz.de/10003591810
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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W. K.; Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10003608156
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Inference with weak instruments
Andrews, Donald W. K.; Stock, James H. - 2007
Persistent link: https://www.econbiz.de/10003691501
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Inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 2, pp. 609-666
Persistent link: https://www.econbiz.de/10009752304
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Optimal invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - 2004
Persistent link: https://www.econbiz.de/10002181056