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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 5, pp. 1207-1232
Persistent link: https://www.econbiz.de/10001169163
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Asymptotics for semiparametric econometric models via stochastic equicontinuity
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1, pp. 43-72
Persistent link: https://www.econbiz.de/10001169513
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Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 6, pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
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A stopping rule for the computation of generalized method of moments estimators
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 4, pp. 913-931
Persistent link: https://www.econbiz.de/10001221881
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A conditional Kolmogorov test
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 5, pp. 1097-1128
Persistent link: https://www.econbiz.de/10001225120
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Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K. - In: The review of economic studies 65 (1998) 3, pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
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Admissibility on the likelihood ratio test when the parameter space is restricted under the alternative
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 705-718
Persistent link: https://www.econbiz.de/10001199882
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Asymptotic normality of series estimators for nonparametric and semiparametric regression models
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 307-345
Persistent link: https://www.econbiz.de/10001101894
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Heteroskedasticity and autocorrelation consistent covariance matrix estimation
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 817-858
Persistent link: https://www.econbiz.de/10001104908
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539