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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014
Persistent link: https://www.econbiz.de/10010470613
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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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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
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Hypothesis testing with a restricted parameter space
Andrews, Donald W. K. - 1994 - rev
Persistent link: https://www.econbiz.de/10000147120
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Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.; Ploberger, Werner - 1992 - Rev.
Persistent link: https://www.econbiz.de/10000836208
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An introduction to econometric applications of functional applications of functional limit theory for dependent random variables
Andrews, Donald W. K. - 1992
Persistent link: https://www.econbiz.de/10000839760
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Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792310
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Further evidence on the great crash, the oil price shocks, and the unit root hypothesis
Zivot, Eric; Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792311
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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Power in econometric applications
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1059-1090
Persistent link: https://www.econbiz.de/10001076168