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Hypothesis testing with a restricted parameter space
Andrews, Donald W.K. - In: Journal of econometrics 84 (1998) 1, pp. 155-200
Persistent link: https://www.econbiz.de/10006790109
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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/10006794817
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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/10006805288
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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, pp. 345-386
Persistent link: https://www.econbiz.de/10006774206
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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W.K.; Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10007894514
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Performance of conditional Wald tests in IV regression with weak instruments
Andrews, Donald W.K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 139 (2007) 1, pp. 116-132
Persistent link: https://www.econbiz.de/10007734932
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W.K.; Lieberman, Offer; Marmer, Vadim - In: Journal of econometrics 133 (2006) 2, pp. 673-702
Persistent link: https://www.econbiz.de/10007287905
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Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W.K.; Guggenberger, Patrik - In: Journal of econometrics 169 (2012) 2, pp. 196-211
Persistent link: https://www.econbiz.de/10009987058
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W.K.; Cheng, Xu - In: Journal of econometrics 173 (2013) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10010069894
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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W.K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 146 (2008) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10008898221