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RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
Andrews, Donald W.K.; Soares, Gustavo; Abrevaya, J.; … - In: Econometric theory 23 (2007) 6, pp. 1033-1082
Persistent link: https://www.econbiz.de/10007869216
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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/10007734932
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Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 169 (2012) 2, pp. 196-211
Persistent link: https://www.econbiz.de/10009987058
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W.K.; Cheng, Xu - In: Journal of econometrics 173 (2013) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10010069894
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Nonparametric Kernel Estimation for Semiparametric Models
Andrews, Donald W.K. - In: Econometric theory 11 (1995) 3, pp. 560-596
Persistent link: https://www.econbiz.de/10007007240
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EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
Andrews, Donald W.K. - In: Econometric theory 18 (2002) 5, pp. 1040-1085
Persistent link: https://www.econbiz.de/10006972587
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On the Number of Bootstrap Repetitions for BCa Confidence Intervals
Andrews, Donald W.K.; Buchinsky, Moshe - In: Econometric theory 18 (2002) 4, pp. 962-984
Persistent link: https://www.econbiz.de/10006973193
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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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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
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NOTES AND COMMENTS - Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum
Andrews, Donald W.K. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 395-398
Persistent link: https://www.econbiz.de/10006764265