CFP 845 |
Donald W. K. Andrews, "Tests for Parameter Instability and Structural Change with Unknown Change Point," 61(4): 821-856 (Econometrica (July 1993) also “Corrigedum,” Econometrica (January 2003), 71(1): 395-397) (See CFDP 943) |
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CFP 844 |
Yoon-Jae Whang, Donald W. K. Andrews, "Tests of Specification for Parametric and Semiparametric Models," Journal of Econometrics, 57(1-3): 277-318 (See CFDP 968) |
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CFP 837 |
Donald W. K. Andrews, "An Introduction to Econometric Applications of Empirical Process Theory for Dependent Random Variables," Econometric Reviews, (January 1993), 12(2): 183-216 (See CFDP 1020) |
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CFP 832 |
Donald W. K. Andrews, "Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models," Econometrica, (January 1993), 61(1): 139-165 (See CFDP 975) |
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CFP 822 |
Donald W. K. Andrews, Ray C. Fair, "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," Journal of Econometrics, 53(1-3): 123-139 |
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CFP 814 |
Donald W. K. Andrews, Christopher J. Monahan, "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, (July 1992), 60(4): 953-966 (See CFDP 942) |
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CFP 811 |
Donald W. K. Andrews, Eric Zivot, "Further Evidence on the Great Crash, the Oil-Price Stock, and the Unit-Root Hypothesis," Journal of Business and Economic Statistics, (July 1992), 10(3): 251-270 (also published in P. Newbold and S. J. Leybourne, eds., Recent Developments in Time Series, Edward Elgar, 2003) (See CFDP 944) |
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CFP 810 |
Donald W. K. Andrews, "Generic Uniform Convergence," Econometric Theory, (June 1992), 8(2): 241-257 (See CFDP 940) |
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CFP 792 |
Donald W. K. Andrews, "An Empirical Process Central Limit Theorem for Dependent Nonidentically Distributed Random Variables," Journal of Multivariate Analysis, (August 1991), 38(2): 188-203 (See CFDP 907) |
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CFP 790 |
Donald W. K. Andrews, "Asymptotic Optimality of Generalized CL, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors," Journal of Econometrics, (February 1991), 47(2-3): 359-377 (See CFDP 906) |
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