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Andrews, Donald W.K.
51
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
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15
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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OLC EcoSci
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ECONIS (ZBW)
56
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10
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2
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NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
Shi, Xiaoxia
;
Phillips, Peter C.B.
- In:
Econometric theory
28
(
2011
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10009968676
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2
Inference Based on Conditional Moment Inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 609-666
Persistent link: https://www.econbiz.de/10010094337
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3
Testing for Serial Correlation Against an ARMA(1, 1) Process
Andrews, Donald W.K.
;
Ploberger, Werner
- In:
Journal of the American Statistical Association : JASA
91
(
1996
)
435
,
pp. 1331-1342
Persistent link: https://www.econbiz.de/10006633111
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4
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
Andrews, Donald W.K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
3
,
pp. 715-752
Persistent link: https://www.econbiz.de/10006747250
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5
Cross-Section Regression with Common Shocks
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1586
Persistent link: https://www.econbiz.de/10006751229
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6
the Block-Block Bootstrap: Improved Asymptotic Refinements
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 673-700
Persistent link: https://www.econbiz.de/10006757329
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7
NOTES AND COMMENTS: - Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
2
,
pp. 399-406
Persistent link: https://www.econbiz.de/10006781068
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8
A Three-Step Method for Choosing the Number of Bootstrap Repetitions
Andrews, Donald W.K.
;
Buchinsky, Moshe
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 23-52
Persistent link: https://www.econbiz.de/10006781956
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9
Estimation When a Parameter Is on a Boundary
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
6
,
pp. 1341-1384
Persistent link: https://www.econbiz.de/10006783296
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10
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
Andrews, Donald W.K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10006785634
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