Narrow search
Showing 71 - 80 of 380
Cover Image
Stochastic equicontinuity and nonparametric kernel estimation
Andrews, Donald W. K. - 1988 - Rev.
Persistent link: https://www.econbiz.de/10000801952
Cover Image
Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.; Phillips, Peter C. B. - 1986
Persistent link: https://www.econbiz.de/10000951483
Cover Image
A on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 3, pp. 687-698
Persistent link: https://www.econbiz.de/10001009468
Cover Image
Stability comparisons of estimators
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 5, pp. 1207-1235
Persistent link: https://www.econbiz.de/10001012750
Cover Image
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.; McDermott, C. John - 1993
Persistent link: https://www.econbiz.de/10000883176
Cover Image
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K. - In: The review of economic studies 65 (1998) 3, pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
Cover Image
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K. - In: The review of economic studies 62 (1995) 3, pp. 343-360
Persistent link: https://www.econbiz.de/10001182003
Cover Image
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
Cover Image
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 4, pp. 953-966
Persistent link: https://www.econbiz.de/10001129056
Cover Image
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 817-858
Persistent link: https://www.econbiz.de/10001104908