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Inference with weak intruments
Andrews, Donald W. K.; Stock, James H. - 2005
Persistent link: https://www.econbiz.de/10003127257
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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 569-614
Persistent link: https://www.econbiz.de/10001978030
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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W. K.; Marmer, Vadim - 2005
Persistent link: https://www.econbiz.de/10002770850
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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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End-of-sample cointegration breakdown tests
Andrews, Donald W. K.; Kim, Chae-yŏng - 2002
Persistent link: https://www.econbiz.de/10001739950
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Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000
Persistent link: https://www.econbiz.de/10001492115
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Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723159
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Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723205