The following pages link to Donald W. K. Andrews (Q174854):
Displaying 50 items.
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (Q156125) (← links)
- (Q275256) (redirect page) (← links)
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments (Q290947) (← links)
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
- (Q503564) (redirect page) (← links)
- Inference based on many conditional moment inequalities (Q503565) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- (Q587554) (redirect page) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Hypothesis testing with a restricted parameter space (Q1379919) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative (Q1914262) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Examples of \(L^2\)-complete and boundedly-complete distributions (Q2398615) (← links)
- Nonparametric inference based on conditional moment inequalities (Q2512637) (← links)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
- Inference Based on Conditional Moment Inequalities (Q2857550) (← links)
- Estimation and Inference With Weak, Semi-Strong, and Strong Identification (Q2859529) (← links)
- Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure (Q2859557) (← links)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (Q2878810) (← links)
- RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS (Q2886976) (← links)
- A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model (Q3028091) (← links)
- Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741) (← links)
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
- Non-strong mixing autoregressive processes (Q3345519) (← links)
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models (Q3349789) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression (Q3410710) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- (Q3608194) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- A nearly independent, but non-strong mixing, triangular array (Q3696112) (← links)
- Complete Consistency: A Testing Analogue of Estimator Consistency (Q3734861) (← links)
- Stability Comparison of Estimators (Q3740884) (← links)
- Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (Q3785795) (← links)
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers (Q3790518) (← links)
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (Q4013240) (← links)
- Power in Econometric Applications (Q4207503) (← links)
- Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (Q4216700) (← links)
- Semiparametric Estimation of the Intercept of a Sample Selection Model (Q4219774) (← links)
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity (Q4284148) (← links)
- The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests (Q4316540) (← links)
