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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
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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513
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Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of econometrics 47 (1991) 2, pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
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Equivalence of the higher order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K. - In: Econometric theory 18 (2002) 5, pp. 1040-1085
Persistent link: https://www.econbiz.de/10001702326
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Generalized method of moments estimation when a parameter is on a boundary
Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 530-544
Persistent link: https://www.econbiz.de/10001705965
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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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Equivalence of the higher-order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K. - 2000
Persistent link: https://www.econbiz.de/10001525927