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subject:"Theory"
~person:"Andrews, Donald W. K."
~person:"Wooldridge, Jeffrey M."
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Theory
Estimation theory
211
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211
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66
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43
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43
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43
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43
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Andrews, Donald W. K.
Wooldridge, Jeffrey M.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
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35
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30
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30
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29
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28
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26
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26
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26
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25
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25
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25
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25
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24
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24
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24
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24
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23
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23
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23
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23
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22
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22
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21
Hahn, Jinyong
21
Hsiao, Cheng
21
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21
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20
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20
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20
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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
18
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11
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9
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4
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4
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3
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3
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1
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1
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1
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1
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ECONIS (ZBW)
66
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1
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
-
Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
Saved in:
2
Control function methods in applied econometrics
Wooldridge, Jeffrey M.
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 420-445
Persistent link: https://www.econbiz.de/10011305698
Saved in:
3
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
(
contributor
);
Jia, Panle
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003773569
Saved in:
4
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:
5
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
6
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723205
Saved in:
7
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:
8
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:
9
Cross-section regression with common shocks
Andrews, Donald W. K.
-
2003
Persistent link: https://www.econbiz.de/10001774955
Saved in:
10
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
11
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001719152
Saved in:
12
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:
13
Local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2001
Persistent link: https://www.econbiz.de/10001562618
Saved in:
14
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K.
-
2001
Persistent link: https://www.econbiz.de/10001622513
Saved in:
15
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Andrews, Donald W. K.
(
ed.
);
Rothenberg, Thomas J.
(
honouree
)
-
2005
Persistent link: https://www.econbiz.de/10002380727
Saved in:
16
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:
17
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:
18
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:
19
Solutions manual and supplementary materials for Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M.
-
2003
Persistent link: https://www.econbiz.de/10001752640
Saved in:
20
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:
21
Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
Saved in:
22
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/10001702326
Saved in:
23
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/10001687496
Saved in:
24
Econometric analysis of cross section and panel data ; [Hauptbd.]
Wooldridge, Jeffrey M.
-
2002
Persistent link: https://www.econbiz.de/10001663524
Saved in:
25
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
Saved in:
26
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
-
2001
-
Rev
Persistent link: https://www.econbiz.de/10001557980
Saved in:
27
Equivalence of the higher-order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
-
2000
Persistent link: https://www.econbiz.de/10001525927
Saved in:
28
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
Saved in:
29
On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
-
2000
Persistent link: https://www.econbiz.de/10001453387
Saved in:
30
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
Persistent link: https://www.econbiz.de/10001492115
Saved in:
31
Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
Saved in:
32
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
33
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
Saved in:
34
Qasi-likelihood methods for count data
Wooldridge, Jeffrey M.
-
1997
Persistent link: https://www.econbiz.de/10001328882
Saved in:
35
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:
36
Multiplicative panel data models without the strict exogeneity assumption
Wooldridge, Jeffrey M.
- In:
Econometric theory
13
(
1997
)
5
,
pp. 667-678
Persistent link: https://www.econbiz.de/10001232221
Saved in:
37
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
Saved in:
38
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:
39
Econometric methods for fractional response variables with an application to 401 (k) plan participation rates
Papke, Leslie E.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 619-632
Persistent link: https://www.econbiz.de/10001211082
Saved in:
40
Admissibility on 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/10001199882
Saved in:
41
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
Saved in:
42
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/10001186554
Saved in:
43
Estimation and inference for dependent processes
Wooldridge, Jeffrey M.
-
1994
Persistent link: https://www.econbiz.de/10001327601
Saved in:
44
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
45
Asymptotics for semiparametric econometric models via stochastic equicontinuity
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 43-72
Persistent link: https://www.econbiz.de/10001169513
Saved in:
46
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
Saved in:
47
Contrastes de especificación en modelos lineales con variables integradas
Wooldridge, Jeffrey M.
-
1993
Persistent link: https://www.econbiz.de/10001339940
Saved in:
48
Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
Saved in:
49
An empirical investigation of the Box-Cox model and a nonlinear least squares alternative
Berndt, Ernst R.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001141850
Saved in:
50
An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K.
- In:
Econometric reviews
12
(
1993
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10001144882
Saved in:
1
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