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1
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K.
- In:
Identification and inference for econometric models : …
,
(pp. 171-215)
.
2005
Persistent link: https://www.econbiz.de/10003351957
Saved in:
2
Similar-on-the-boundary tests for moment inequalities exist, but have poor power
Andrews, Donald W. K.
-
2011
-
rev.
Persistent link: https://www.econbiz.de/10009243373
Saved in:
3
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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4
Generalized method of moments estimation when a parameter is on a boundary
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 530-544
Persistent link: https://www.econbiz.de/10001705965
Saved in:
5
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K.
-
2001
Persistent link: https://www.econbiz.de/10001622513
Saved in:
6
Equivalence of the higher-order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
-
2000
Persistent link: https://www.econbiz.de/10001525927
Saved in:
7
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
8
An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K.
- In:
Econometric reviews
12
(
1993
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10001144882
Saved in:
9
Complete consistency : a testing analogue of estimator consistency
Andrews, Donald W. K.
- In:
The review of economic studies
53
(
1986
)
2
,
pp. 263-269
Persistent link: https://www.econbiz.de/10001037172
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10
Empirical process methods in econometrics
Andrews, Donald W. K.
-
1994
Persistent link: https://www.econbiz.de/10001327609
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