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RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
Andrews, Donald W.K.; Soares, Gustavo; Abrevaya, J.; … - In: Econometric theory 23 (2007) 6, pp. 1033-1082
Persistent link: https://www.econbiz.de/10007869216
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VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10008257717
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Nonparametric Kernel Estimation for Semiparametric Models
Andrews, Donald W.K. - In: Econometric theory 11 (1995) 3, pp. 560-596
Persistent link: https://www.econbiz.de/10007007240
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EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
Andrews, Donald W.K. - In: Econometric theory 18 (2002) 5, pp. 1040-1085
Persistent link: https://www.econbiz.de/10006972587
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On the Number of Bootstrap Repetitions for BCa Confidence Intervals
Andrews, Donald W.K.; Buchinsky, Moshe - In: Econometric theory 18 (2002) 4, pp. 962-984
Persistent link: https://www.econbiz.de/10006973193
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
Andrews, Donald W.K.; Guggenberger, Patrik - In: Econometric theory 26 (2010) 2, pp. 406-426
Persistent link: https://www.econbiz.de/10008388024
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VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
Andrews, Donald W.K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10006958761
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Inference in Models with Nearly Integrated Regressors
Cavanagh, Christopher L.; Elliott, Graham; Stock, James H. - In: Econometric theory 11 (1995) 5, pp. 1131-1147
Persistent link: https://www.econbiz.de/10007009737
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Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
Elliott, Graham; Stock, James H. - In: Econometric theory 10 (1994) 3-4, pp. 672-700
Persistent link: https://www.econbiz.de/10007014655