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GMM ESTIMATION AND UNIFORM SUB...
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NOTES AND COMMENTS: - Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
2
,
pp. 399-406
Persistent link: https://www.econbiz.de/10006781068
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152
A Three-Step Method for Choosing the Number of Bootstrap Repetitions
Andrews, Donald W.K.
;
Buchinsky, Moshe
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 23-52
Persistent link: https://www.econbiz.de/10006781956
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153
Estimation When a Parameter Is on a Boundary
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
6
,
pp. 1341-1384
Persistent link: https://www.econbiz.de/10006783296
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154
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10006785634
Saved in:
155
Hypothesis testing with a restricted parameter space
Andrews, Donald W.K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-200
Persistent link: https://www.econbiz.de/10006790109
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156
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/10006791689
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157
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. 913-932
Persistent link: https://www.econbiz.de/10006792136
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158
Admissibility of 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/10006794190
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159
Optimal changepoint tests for normal linear regression
Andrews, Donald W.K.
;
Lee, Inpyo
;
Ploberger, Werner
- In:
Journal of econometrics
70
(
1996
)
1
,
pp. 9-38
Persistent link: https://www.econbiz.de/10006794817
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160
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
Andrews, Donald W.K.
;
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10006800403
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