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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. 241-255
Persistent link: https://www.econbiz.de/10008898221
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Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 152 (2009) 1, pp. 19-27
Persistent link: https://www.econbiz.de/10008301020
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 158 (2010) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10008455143
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Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 152 (2009) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10008883218
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Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W.K.; Schafgans, Marcia M.A. - In: The review of economic studies 65 (1998) 224, pp. 497-518
Persistent link: https://www.econbiz.de/10007693475
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 406-426
Persistent link: https://www.econbiz.de/10008388024
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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/10008135101
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Nonlinear Econometric Models with Deterministically Trending Variables
Andrews, Donald W.K.; McDermott, C.John - In: The review of economic studies 62 (1995) 212, pp. 343-360
Persistent link: https://www.econbiz.de/10007627030
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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/10006758452
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A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 675-712
Persistent link: https://www.econbiz.de/10006763305