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Hypothesis testing with a restricted parameter space
Andrews, Donald W. K. - In: Journal of Econometrics 84 (1998) 1, pp. 155-199
Persistent link: https://www.econbiz.de/10005052862
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Tests of specification for parametric and semiparametric models
Whang, Yoon-Jae; Andrews, Donald W. K. - In: Journal of Econometrics 57 (1993) 1-3, pp. 277-318
Persistent link: https://www.econbiz.de/10005122624
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Chi-square diagnostic tests for econometric models : Introduction and applications
Andrews, Donald W. K. - In: Journal of Econometrics 37 (1988) 1, pp. 135-156
Persistent link: https://www.econbiz.de/10005228552
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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.; Lu, Biao - In: Journal of Econometrics 101 (2001) 1, pp. 123-164
Persistent link: https://www.econbiz.de/10005228580
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Estimation of polynomial distributed lags and leads with end point constraints
Andrews, Donald W. K.; Fair, Ray C. - In: Journal of Econometrics 53 (1992) 1-3, pp. 123-139
Persistent link: https://www.econbiz.de/10005285446
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Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.; Buchinsky, Moshe - In: Journal of Econometrics 103 (2001) 1-2, pp. 345-386
Persistent link: https://www.econbiz.de/10005239031
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Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of Econometrics 47 (1991) 2-3, pp. 359-377
Persistent link: https://www.econbiz.de/10005192237
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Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - In: Journal of Econometrics 70 (1996) 1, pp. 9-38
Persistent link: https://www.econbiz.de/10005192846