Similar Search Results

End-of-sample instability tests

Andrews, Donald W. K. - 2002

Persistent link: https://www.econbiz.de/10001671906

Andrews, Donald W. K. - 2011 - rev.

Persistent link: https://www.econbiz.de/10009243373

Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models

Andrews, Donald W. K.; Lu, Biao - 1999 - Rev

Persistent link: https://www.econbiz.de/10001445444

Optimal changepoint tests for normal linear regression

Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992

Persistent link: https://www.econbiz.de/10000835912

Estimation and testing

Andrews, Donald W. K. - 1988 - Rev.

Persistent link: https://www.econbiz.de/10000801951

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

Testing when a parameter is on the boundary of the maintained hypothesis

Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 683-734

Persistent link: https://www.econbiz.de/10001580794

End-of-sample cointegration breakdown tests

Andrews, Donald W. K.; Kim, Chae-yŏng - 2002

Persistent link: https://www.econbiz.de/10001739950

Exactly distribution-free inference in instrumental variables regression with possibly weak instruments

Andrews, Donald W. K.; Marmer, Vadim - 2005

Persistent link: https://www.econbiz.de/10002770850

End-of-Sample Instability Tests

Andrews, Donald W. K. - 2003

This paper considers tests for structural instability of short duration, such as at the end of the sample. The key feature of the testing problem is that the number, m, of observations in the period of potential change is relatively small -- possibly as small as one. The well-known F test of...

Persistent link: https://www.econbiz.de/10014115856