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Inference in nonlinear econometric models with structural change
Andrews, Donald W. K. - In: The review of economic studies 55 (1988) 4, pp. 615-639
Persistent link: https://www.econbiz.de/10001070494
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Estimation of polynomial distributed lags and leads with end point constraints
Andrews, Donald W. K. - 1989
Persistent link: https://www.econbiz.de/10013452097
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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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Empirical process methods in econometrics
Andrews, Donald W. K. - 1994
Persistent link: https://www.econbiz.de/10001327609
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Nonparametric kernel estimation for semiparametric models
Andrews, Donald W. K. - In: Econometric theory 11 (1995) 3, pp. 560-596
Persistent link: https://www.econbiz.de/10001186554
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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