CFP 1091 |
Donald W. K. Andrews, "The Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, (May 2004), 72(3): 673-700 (See CFDP 1370) |
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CFP 1080 |
Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," Econometrica, (March 2004), 72(2): 569-614 (See CFDP 1384) |
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CFP 1072 |
Donald W. K. Andrews, "End-of-Sample Instability Tests," Econometrica, (November 2003), 71(6): 1661-1694 (See CFDP 1369) |
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CFP 1069 |
Donald W. K. Andrews, Moshe Buchinsky, "On the Number of Bootstrap Repetitions for BCa Confidence Intervals," Econometric Theory, (August 2002), 18(4): 962-984 (See CFDP 1141R) |
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CFP 1051 |
Donald W. K. Andrews, Patrik Guggenberger, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Econometrica, (March 2003), 71(2): 675-712 |
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CFP 1044 |
Donald W. K. Andrews, "Equivalence of the Higher Order Asymptotic Efficiency of k-Step and Extremum Statistics," Econometric Theory, (October 2002), 18(5): 1040-1085 (See CFDP 1269) |
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CFP 1031 |
Donald W. K. Andrews, "Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators," Econometrica, (January 2002), 70(1): 119-162 (See CFDP 1230R) |
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CFP 1021 |
Donald W. K. Andrews, "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, (May 2001), 69(3): 683-734 (See CFDP 1229) |
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CFP 1015 |
Donald W. K. Andrews, Biao Lu, "Consistent Model and Moment Selection Procedures for GMM Estimation with Application to Dynamic Panel Data Models," Journal of Econometrics, (March 2001), 101(1): 123-164 (See CFDP 1233) |
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CFP 1001 |
Donald W. K. Andrews, Moshe Buchinsky, "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, (January 2000), 68(1): 23-51 |
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