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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/10001234468
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Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of econometrics 47 (1991) 2, pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
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Tests of specification for parametric and semiparametric models
Whang, Yoon-jae - In: Journal of econometrics 57 (1993) 1, pp. 277-318
Persistent link: https://www.econbiz.de/10001142521
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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/10001545258
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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/10001585371
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Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 179 (2014) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10010258282
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Maximum likelihood estimation and uniform inference with sporadic indentification failure
Andrews, Donald W. K.; Cheng, Xu - In: Journal of econometrics 173 (2013) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10009719636
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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. 196-210
Persistent link: https://www.econbiz.de/10009671318
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Applications of subsampling, hybrid, and size-correction methods
Andrews, Donald W. K.; Guggenberger, Patrik - In: Journal of econometrics 158 (2010) 2, pp. 285-305
Persistent link: https://www.econbiz.de/10008839953
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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/10003359623