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Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.; Lu, Biao - 1999 - Rev
Persistent link: https://www.econbiz.de/10001445444
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Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000835912
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Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.; Loretan, Mico - 1990
Persistent link: https://www.econbiz.de/10000792321
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Estimation and testing
Andrews, Donald W. K. - 1988 - Rev.
Persistent link: https://www.econbiz.de/10000801951
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618852
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Tests of independence in separable econometric models
Brown, Donald J.; Wegkamp, Marten H. - 2003
Persistent link: https://www.econbiz.de/10001735081
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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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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2002
Persistent link: https://www.econbiz.de/10001671870
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End-of-sample instability tests
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671906