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Results:
1-18
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Results: 18
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, HYPOTHESIS-TESTING WITH A RESTRICTED PARAMETER SPACE, Journal of econometrics, 84(1), 1998, pp. 155-199
Authors:
ANDREWS DWK
SCHAFGANS MMA
Citation: Dwk. Andrews et Mma. Schafgans, SEMIPARAMETRIC ESTIMATION OF THE INTERCEPT OF A SAMPLE SELECTION MODEL, Review of Economic Studies, 65(3), 1998, pp. 497-517
Authors:
ANDREWS DWK
LIU XM
PLOBERGER W
Citation: Dwk. Andrews et al., TESTS FOR WHITE-NOISE AGAINST ALTERNATIVES WITH BOTH SEASONAL AND NONSEASONAL SERIAL-CORRELATION, Biometrika, 85(3), 1998, pp. 727-740
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, A CONDITIONAL KOLMOGOROV TEST, Econometrica, 65(5), 1997, pp. 1097-1128
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, A STOPPING RULE FOR THE COMPUTATION OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS, Econometrica, 65(4), 1997, pp. 913-931
Authors:
ANDREWS DWK
PLOBERGER W
Citation: Dwk. Andrews et W. Ploberger, TESTING FOR SERIAL-CORRELATION AGAINST AN ARMA(1,1) PROCESS, Journal of the American Statistical Association, 91(435), 1996, pp. 1331-1342
Authors:
ANDREWS DWK
LEE I
PLOBERGER W
Citation: Dwk. Andrews et al., OPTIMAL CHANGEPOINT TESTS FOR NORMAL LINEAR-REGRESSION, Journal of econometrics, 70(1), 1996, pp. 9-38
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, ADMISSIBILITY OF THE LIKELIHOOD RATIO TEST WHEN THE PARAMETER SPACE IS RESTRICTED UNDER THE ALTERNATIVE, Econometrica, 64(3), 1996, pp. 705-718
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, NONPARAMETRIC KERNEL ESTIMATION FOR SEMIPARAMETRIC MODELS, Econometric theory, 11(3), 1995, pp. 560-596
Authors:
ANDREWS DWK
PLOBERGER W
Citation: Dwk. Andrews et W. Ploberger, ADMISSIBILITY OF THE LIKELIHOOD RATIO TEST WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER THE ALTERNATIVE, Annals of statistics, 23(5), 1995, pp. 1609-1629
Authors:
ANDREWS DWK
MCDERMOTT CJ
Citation: Dwk. Andrews et Cj. Mcdermott, NONLINEAR ECONOMETRIC-MODELS WITH DETERMINISTICALLY TRENDING VARIABLES, Review of Economic Studies, 62(3), 1995, pp. 343-360
Authors:
ANDREWS DWK
CHEN HY
Citation: Dwk. Andrews et Hy. Chen, APPROXIMATELY MEDIAN-UNBIASED ESTIMATION OF AUTOREGRESSIVE MODELS, Journal of business & economic statistics, 12(2), 1994, pp. 187-204
Authors:
ANDREWS DWK
POLLARD D
Citation: Dwk. Andrews et D. Pollard, AN INTRODUCTION TO FUNCTIONAL CENTRAL LIMIT-THEOREMS FOR DEPENDENT STOCHASTIC-PROCESSES, International statistical review, 62(1), 1994, pp. 119-132
Authors:
ANDREWS DWK
PLOBERGER W
Citation: Dwk. Andrews et W. Ploberger, OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER THE ALTERNATIVE, Econometrica, 62(6), 1994, pp. 1383-1414
THE LARGE-SAMPLE CORRESPONDENCE BETWEEN CLASSICAL HYPOTHESIS TESTS AND BAYESIAN POSTERIOR ODDS TESTS
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, THE LARGE-SAMPLE CORRESPONDENCE BETWEEN CLASSICAL HYPOTHESIS TESTS AND BAYESIAN POSTERIOR ODDS TESTS, Econometrica, 62(5), 1994, pp. 1207-1232
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, ASYMPTOTICS FOR SEMIPARAMETRIC ECONOMETRIC-MODELS VIA STOCHASTIC EQUICONTINUITY, Econometrica, 62(1), 1994, pp. 43-72
Authors:
WHANG YJ
ANDREWS DWK
Citation: Yj. Whang et Dwk. Andrews, TESTS OF SPECIFICATION FOR PARAMETRIC AND SEMIPARAMETRIC MODELS, Journal of econometrics, 57(1-3), 1993, pp. 277-318
Authors:
ANDREWS DWK
Citation: Dwk. Andrews, TESTS FOR PARAMETER INSTABILITY AND STRUCTURAL-CHANGE WITH UNKNOWN CHANGE-POINT, Econometrica, 61(4), 1993, pp. 821-856
Risultati:
1-18
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