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Inference with weak instruments
Andrews, Donald W. K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003468408
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Rank tests for instrumental variables regression with weak instruments
Andrews, Donald W. K. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468456
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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/10003451733
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Asymptotics for stationary very nearly unit root processes
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462544
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The limit of finite-sample size and a problem with subsampling
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462548
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Hybrid and size-corrected subsample methods
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462549
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462609
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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/10003608156
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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/10003516736
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Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10003004708