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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
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Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
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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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Additive interactive regression models : circumvention of the curse of dimensionality
Andrews, Donald W. K. - In: Econometric theory 6 (1990) 4, pp. 466-479
Persistent link: https://www.econbiz.de/10001117670
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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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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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Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
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Asymptotic normality of series estimators for nonparametric and semiparametric regression models
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 307-345
Persistent link: https://www.econbiz.de/10001101894
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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
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A conditional Kolmogorov test
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 5, pp. 1097-1128
Persistent link: https://www.econbiz.de/10001225120