End-of-Sample Instability Tests von Andrews, D. W. K.

Volltext

GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS von Andrews, D.W.K., Kitamura, Y., Kuersteiner, G.

Volltext

GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS von Andrews, D.W.K., Kitamura, Y., Kuersteiner, G.

Volltext

Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space von Andrews, Donald W. K.

Volltext

Tests for Parameter Instability and Structural Change With Unknown Change Point von ANDREWS, D. W. K

Volltext

Consistent Moment Selection Procedures for Generalized Method of Moments Estimation von Andrews, Donald W. K.

Volltext

A Three-step Method for Choosing the Number of Bootstrap Repetitions von Andrews, Donald W. K., Buchinsky, Moshe

Volltext

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation von ANDREWS, D. W. K

Volltext

A Conditional Kolmogorov Test von ANDREWS, D. W. K

Volltext

An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator von Donald W. K. Andrews, Monahan, J. Christopher

Volltext

An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes von Donald W. K. Andrews, Pollard, David

Volltext

Estimation When a Parameter is on a Boundary von Andrews, Donald W. K.

Volltext

Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models von ANDREWS, D. W. K

Volltext

Non-strong mixing autoregressive processes von Andrews, Donald W. K.

Volltext

Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity von ANDREWS, D. W. K

Volltext

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models von ANDREWS, D. W. K

Volltext

Hypothesis testing with a restricted parameter space von Andrews, Donald W.K.

Volltext

Testing for Serial Correlation against an ARMA(1, 1) Process von Andrews, Donald W. K., Ploberger, Werner

Volltext

Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative von Donald W. K. Andrews, Ploberger, Werner

Volltext

A Stopping Rule for the Computation of Generalized Method of Moments Estimators von ANDREWS, D. W. K

Volltext