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Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.; McDermott, C. John - 1993
Persistent link: https://www.econbiz.de/10000883176
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Excess volatility : a testing strategy
McDermott, C. John - In: Economics letters 44 (1994) 1, pp. 35-41
Persistent link: https://www.econbiz.de/10001164048
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Exogeneity in the New Zealand money-income relationship
McDermott, C. John - In: New Zealand economic papers 24 (1990), pp. 24-41
Persistent link: https://www.econbiz.de/10001104820
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Cointegration : origins and significance for economists
McDermott, C. John - In: New Zealand economic papers 24 (1990), pp. 1-23
Persistent link: https://www.econbiz.de/10001104824
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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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Nonparametric kernel estimation for semiparametric models
Andrews, Donald W. K. - In: Econometric theory 11 (1995) 3, pp. 560-596
Persistent link: https://www.econbiz.de/10001186554
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Least squares regression with integrated or dynamic regressors under weak error assumptions
Andrews, Donald W. K. - In: Econometric theory 3 (1987) 1, pp. 98-116
Persistent link: https://www.econbiz.de/10001072731
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A zero-one result for the least squares estimator
Andrews, Donald W. K. - In: Econometric theory 1 (1985) 1, pp. 85-96
Persistent link: https://www.econbiz.de/10001072745
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Complete consistency : a testing analogue of estimator consistency
Andrews, Donald W. K. - In: The review of economic studies 53 (1986) 2, pp. 263-269
Persistent link: https://www.econbiz.de/10001037172
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An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K. - In: Econometric reviews 12 (1993) 2, pp. 183-216
Persistent link: https://www.econbiz.de/10001144882