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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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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
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A conditional-heteroskedasticity-robust con dence interval for the autoregressive parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2011
Persistent link: https://www.econbiz.de/10009236035
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Generic results for establishing the asymptotic size of con dence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - 2011
Persistent link: https://www.econbiz.de/10009236503
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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014
Persistent link: https://www.econbiz.de/10010470613
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Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.
Persistent link: https://www.econbiz.de/10010487255
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Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723159
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Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedaticity
Andrews, Donald W. K. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767442
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Asymptotics for stationary very nearly unit root processes
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462544
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The limit of finite-sample size and a problem with subsampling
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462548