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Testing with many weak instrum...
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Andrews, Donald W. K.
(
ed.
);
Rothenberg, Thomas J.
(
honouree
)
-
2005
Persistent link: https://www.econbiz.de/10002380727
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2
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
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3
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/10002188332
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4
Inference with weak instruments
Andrews, Donald W. K.
;
Stock, James H.
-
2007
Persistent link: https://www.econbiz.de/10003691501
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5
Inference with weak instruments
Andrews, Donald W. K.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003468408
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6
Performance of conditional Wald tests in IV regression with weak instruments
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 116-132
Persistent link: https://www.econbiz.de/10003516736
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7
Inference with weak intruments
Andrews, Donald W. K.
;
Stock, James H.
-
2005
Persistent link: https://www.econbiz.de/10003127257
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8
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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9
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
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10
VAR, error correction and pretest forecasts at long horizons
Stock, James H.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
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