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End-of-sample instability tests
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671906
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Similar-on-the-boundary tests for moment inequalities exist, but have poor power
Andrews, Donald W. K. - 2011 - rev.
Persistent link: https://www.econbiz.de/10009243373
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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
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Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000835912
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Estimation and testing
Andrews, Donald W. K. - 1988 - Rev.
Persistent link: https://www.econbiz.de/10000801951
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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/10001378219
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Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K. - 1999
Persistent link: https://www.econbiz.de/10001389389
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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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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
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End-of-sample cointegration breakdown tests
Andrews, Donald W. K.; Kim, Chae-yŏng - 2002
Persistent link: https://www.econbiz.de/10001739950