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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513
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End-of-sample instability tests
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671906
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Similar-on-the-boundary tests for moment inequalities exist, but have poor power
Andrews, Donald W. K. - 2011 - rev.
Persistent link: https://www.econbiz.de/10009243373
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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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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End-of-sample cointegration breakdown tests
Andrews, Donald W. K.; Kim, Chae-yŏng - 2002
Persistent link: https://www.econbiz.de/10001739950
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer - 2002
Persistent link: https://www.econbiz.de/10001694737
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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001719152
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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001711721