Narrow search
Showing 1 - 10 of 53
Cover Image
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
Cover Image
Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C.B. - In: Journal of econometrics 169 (2012) 2, pp. 155-166
Persistent link: https://www.econbiz.de/10009987054
Cover Image
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification
Andrews, Donald W. K.; Cheng, Xu - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2153-2212
Persistent link: https://www.econbiz.de/10010023935
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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