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Local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2001
Persistent link: https://www.econbiz.de/10001562618
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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
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Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.; Buchinsky, Moshe - In: Journal of econometrics 103 (2001) 1/2, pp. 345-386
Persistent link: https://www.econbiz.de/10001585371
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Inference in nonlinear econometric models with structural change
Andrews, Donald W. K. - In: The review of economic studies 55 (1988) 4, pp. 615-639
Persistent link: https://www.econbiz.de/10001070494
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Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K. - In: The review of economic studies 62 (1995) 3, pp. 343-360
Persistent link: https://www.econbiz.de/10001182003
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Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
Andrews, Donald W. K.; Chen, Hong-yuan - 1992
Persistent link: https://www.econbiz.de/10000843671
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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - 1992
Persistent link: https://www.econbiz.de/10000852463
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Generic uniform convergence
Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792294
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An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K.; Monahan, J. C. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792309
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Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792310