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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"Simulation"
~isPartOf:"NBER Working Paper"
~isPartOf:"The review of economics and statistics"
~person:"Andrews, Donald W. K."
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Simulation
Theorie
Estimation theory
23
Schätztheorie
23
Theory
19
Induktive Statistik
4
Method of moments
4
Momentenmethode
4
Statistical inference
4
Statistical theory
4
Statistische Methodenlehre
4
Autocorrelation
2
Autokorrelation
2
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2
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19
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Andrews, Donald W. K.
Newey, Whitney K.
14
Phillips, Peter C. B.
9
Horowitz, Joel
8
Imbens, Guido
7
Robinson, Peter M.
7
Bai, Jushan
6
Dufour, Jean-Marie
6
Lewbel, Arthur
6
Heckman, James J.
5
Matzkin, Rosa L.
5
Chernozhukov, Victor
4
Hahn, Jinyong
4
Kitamura, Yuichi
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
White, Halbert
4
Abadie, Alberto
3
Angrist, Joshua D.
3
Davidson, Russell
3
Engle, Robert F.
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hirano, Keisuke
3
Krämer, Walter
3
Maddala, Gangadharrao S.
3
Magee, Lonnie
3
Pakes, Ariel
3
Perron, Pierre
3
Powell, James
3
Sims, Christopher A.
3
Uhlig, Harald
3
Vuong, Quang H.
3
Watson, Mark W.
3
West, Kenneth D.
3
Ai, Chunrong
2
Altonji, Joseph G.
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
NBER Working Paper
The review of economics and statistics
Cowles Foundation discussion paper
11
Econometric theory
4
Journal of econometrics
3
The review of economic studies
3
Cowles Foundation paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
2
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
3
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
4
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
5
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
Saved in:
6
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 569-614
Persistent link: https://www.econbiz.de/10001978030
Saved in:
7
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/10001750449
Saved in:
8
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 119-162
Persistent link: https://www.econbiz.de/10001647798
Saved in:
9
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/10001225120
Saved in:
10
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. 913-931
Persistent link: https://www.econbiz.de/10001221881
Saved in:
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