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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 33 (2017) 5, pp. 1046-1080
Persistent link: https://www.econbiz.de/10011810250
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 196 (2017) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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Misspecified moment inequality models : inference and diagnostics
Andrews, Donald W. K.; Kwon, Soonwoo - In: The review of economic studies : RES 91 (2024) 1, pp. 45-76
Persistent link: https://www.econbiz.de/10014528566
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Guest editors' introduction part two, special dual issue of econometric theory on Yale 2018 Conference in honor of Peter C.B. Phillips
Andrews, Donald W. K.; Kitamura, Yuichi; Kuersteiner, … - In: Econometric theory 38 (2022) 6, pp. 1069-1072
Persistent link: https://www.econbiz.de/10013539187
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Guest editors' introduction part one, special dual issue of econometric theory on Yale 2018 Conference in honor of Peter C. B. Phillips
Andrews, Donald W. K.; Kitamura, Yuichi; Kuersteiner, … - In: Econometric theory 38 (2022) 5, pp. 841-844
Persistent link: https://www.econbiz.de/10013469678
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On modeling the effects of inflation shocks
Fair, Ray C. (contributor) - In: Contributions to macroeconomics 2 (2002) 1
Persistent link: https://www.econbiz.de/10001739724
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Bootstrapping macroeconometric models
Fair, Ray C. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004150
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Policy effects in the post boom U.S. economy
Fair, Ray C. (contributor) - In: Topics in macroeconomics 5 (2005) 1
Persistent link: https://www.econbiz.de/10003113553
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A comparison of five federal reserve chairmen : was greenspan the best?
Fair, Ray C. - In: The B.E. journal of macroeconomics 7 (2007) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10009616772