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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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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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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/10008216096
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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Zivot, Eric; Andrews, Donald W.K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10008216538
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Tests for Cointegration Breakdown Over a Short Time Period
Andrews, Donald W.K.; Kim, Jae-Young - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10008222293
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Approximately Median-Unbiased Estimation of Autoregressive Models
Andrews, Donald W.K.; Chen, Hong-Yuan - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 187-204
Persistent link: https://www.econbiz.de/10008224444
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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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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W.K.; Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10007894514
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Testing with many weak instruments
Andrews, Donald W.K.; Stock, James H. - In: Journal of econometrics 138 (2007) 1, pp. 24-46
Persistent link: https://www.econbiz.de/10007615320
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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