The following pages link to Donald W. K. Andrews (Q174854):
Displaying 33 items.
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative (Q4319566) (← links)
- A Conditional Kolmogorov Test (Q4359766) (← links)
- Testing for Serial Correlation Against an ARMA(1, 1,) Process (Q4366031) (← links)
- A Stopping Rule for the Computation of Generalized Method of Moments Estimators (Q4368518) (← links)
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation (Q4530942) (← links)
- Estimation When a Parameter is on a Boundary (Q4530960) (← links)
- A Three-step Method for Choosing the Number of Bootstrap Repetitions (Q4530965) (← links)
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space (Q4530969) (← links)
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis (Q4531016) (← links)
- An introduction to econometric applications of empirical process theory for dependent random variables (Q4694423) (← links)
- A simplified proof of a theorem on the difference of the moore–penrose inverses of two positive semi–difinte matrices (Q4724768) (← links)
- Inference in Nonlinear Econometric Models with Structural Change (Q4733273) (← links)
- ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR <i>BC</i><sub><i>a</i></sub> CONFIDENCE INTERVALS (Q4807320) (← links)
- EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF <i>k</i>-STEP AND EXTREMUM STATISTICS (Q4807323) (← links)
- Nonlinear Econometric Models with Deterministically Trending Variables (Q4860679) (← links)
- Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative (Q4883110) (← links)
- Identification‐ and singularity‐robust inference for moment condition models (Q5132959) (← links)
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (Q5190482) (← links)
- Chi-Square Diagnostic Tests for Econometric Models: Theory (Q5203539) (← links)
- On optimal inference in the linear IV model (Q5208563) (← links)
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (Q5289303) (← links)
- (Q5309193) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Cross-Section Regression with Common Shocks (Q5393892) (← links)
- (Q5447118) (← links)
- A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter (Q5472965) (← links)
- End-of-Sample Instability Tests (Q5473001) (← links)
- Adaptive Local Polynomial Whittle Estimation of Long-range Dependence (Q5473022) (← links)
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators (Q5474962) (← links)
- the Block-Block Bootstrap: Improved Asymptotic Refinements (Q5475032) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Evaluation of a three-step method for choosing the number of bootstrap repetitions (Q5939177) (← links)
- Misspecified moment inequality models: inference and diagnostics (Q6638701) (← links)
