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Estimation and inference with weak, semi-strong, and strong identification
Andrews, Donald W. K.; Cheng, Xu - 2010
Persistent link: https://www.econbiz.de/10008668813
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.; Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009354607
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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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GMM estimation and uniform subvector inference with possible identification failure
Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009376993
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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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