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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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Equivalence of the higher-order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K. - 2000
Persistent link: https://www.econbiz.de/10001525927
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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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Hypothesis testing with a restricted parameter space
Andrews, Donald W. K. - 1994 - rev
Persistent link: https://www.econbiz.de/10000147120
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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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On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - 2000
Persistent link: https://www.econbiz.de/10001453387
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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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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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Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000828074