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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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Estimation and testing
Andrews, Donald W. K. - 1988 - Rev.
Persistent link: https://www.econbiz.de/10000801951
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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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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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The impact of a Hausman pretest on the size of hypothesis tests
Guggenberger, Patrik (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724261
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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767429
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Transition modeling and econometric convergence tests
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462514
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Sieve inference on semi-nonparametric time series models
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao - 2012
Persistent link: https://www.econbiz.de/10009501898
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Specification tests for nonlinear dynamic models
Kheifets, Igor - 2014
Persistent link: https://www.econbiz.de/10010257335