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2. Fractional integration and structural breaks in U.S. macro dynamics. (2012). Moreno, Antonio ; Gil-Alana, Luis.
   In: Empirical Economics.
   RePEc:spr:empeco:v:43:y:2012:i:1:p:427-446.

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3. The Deaton paradox in a long memory context with structural breaks. (2011). Moreno, Antonio ; Gil-Alana, Luis ; Cho, Seonghoon.
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4. Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders. (2009). Nielsen, Morten.
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5. Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders. (2008). Nielsen, Morten.
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1. Identification and Estimation of Preference Distributions When Voters Are Ideological, Second Version. (2013). Merlo, Antonio ; de Paula, Aureo.
   In: PIER Working Paper Archive.
   RePEc:pen:papers:13-055.

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2. Identification and estimation of preference distributions when voters are ideological. (2013). Merlo, Antonio ; de Paula, Aureo.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:51/13.

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3. Predicting binary outcomes. (2013). Lieli, Robert ; Elliott, Graham.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:174:y:2013:i:1:p:15-26.

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4. Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2012). Medeiros, Marcelo ; Hillebrand, Eric ; Xu, Junyue .
   In: CREATES Research Papers.
   RePEc:aah:create:2012-31.

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5. Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction. (2011). Sakata, Shinichi ; Marmer, Vadim.
   In: Microeconomics.ca working papers.
   RePEc:ubc:pmicro:vadim_marmer-2011-26.

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6. Supplement to Comparison of Misspecified Calibrated Models. (2011). Tang, Yao ; Marmer, Vadim ; Hnatkovska, Viktoria.
   In: Microeconomics.ca working papers.
   RePEc:ubc:pmicro:vadim_marmer-2009-58.

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7. Estimation and Inference with Weak, Semi-strong, and Strong Identification. (2011). Cheng, Xu ; Andrews, Donald ; Donald W. K. Andrews, .
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1773r.

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8. Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility. (2010). Medeiros, Marcelo ; Hillebrand, Eric.
   In: Textos para discussão.
   RePEc:rio:texdis:578.

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9. Likelihood-based inference for cointegration with nonlinear error-correction. (2010). Rahbek, Anders ; Kristensen, Dennis.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:158:y:2010:i:1:p:78-94.

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10. Strong law of large numbers for pairwise positive quadrant dependent random variables. (2009). Sancetta, Alessio.
    In: Statistical Inference for Stochastic Processes.
    RePEc:spr:sistpr:v:12:y:2009:i:1:p:55-64.

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11. Asymptotics and Bootstrap for Transformed Panel Data Regressions. (2009). Yang, Zhenlin ; Su, Liangjun.
    In: Working Papers.
    RePEc:siu:wpaper:03-2009.

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12. Likelihood Inference For A Nonstationary Fractional Autoregressive Model. (2009). Nielsen, Morten ; Johansen, Soren.
    In: Working Paper.
    RePEc:qed:wpaper:1172.

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13. Estimation with overidentifying inequality moment conditions. (2009). Schorfheide, Frank ; Moon, Hyungsik.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:2:p:136-154.

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14. Central limit theorems and uniform laws of large numbers for arrays of random fields. (2009). Prucha, Ingmar ; Jenish, Nazgul .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:1:p:86-98.

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15. Asymptotics and Bootstrap for Transformed Panel Data Regressions. (2008). Yang, Zhenlin ; Su, Liangjun.
    In: Development Economics Working Papers.
    RePEc:eab:develo:22477.

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16. Efficient Estimation of the Parameter Path in Unstable Time Series Models. (2007). Mueller, Ulrich ; PETALAS, PHILIPPE-EMMANUEL .
    In: MPRA Paper.
    RePEc:pra:mprapa:2260.

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17. Instrumental variable estimation based on conditional median restriction. (2007). Sakata, Shinichi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:350-382.

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18. The quantilogram: With an application to evaluating directional predictability. (2007). Whang, Yoon-Jae ; LINTON, OLIVER.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:250-282.

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19. Likelihood inference for a nonstationary fractional autoregressive model. (2007). Nielsen, Morten ; Johansen, Soren.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-33.

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20. Dynamic Spatial Discrete Choice Using One-step GMM: An Application to Mine Operating Decisions. (2006). Slade, Margaret ; Pinkse, Joris ; Shen, Lihong.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:1:y:2006:i:1:p:53-99.

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21. Valid Inference in Partially Unstable GMM Models. (2006). Mueller, Ulrich ; Li, Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:2261.

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22. Asymptotics for estimation and testing procedures under loss of identifiability. (2006). Zhu, Hongtu ; Zhang, Heping.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:97:y:2006:i:1:p:19-45.

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23. Bootstrap conditional distribution tests in the presence of dynamic misspecification. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:779-806.

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24. A model selection method for S-estimation. (2005). Sakata, Shinichi ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005073.

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25. Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects. (2005). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-024.

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26. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200311.

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27. Strong rules for detecting the number of breaks in a time series. (2003). Altissimo, Filippo ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:117:y:2003:i:2:p:207-244.

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28. Structural change tests for simulated method of moments. (2003). Guay, Alain ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:115:y:2003:i:1:p:91-123.

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29. S-estimation of nonlinear regression models with dependent and heterogeneous observations. (2001). Sakata, Shinichi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:103:y:2001:i:1-2:p:5-72.

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30. A test for volatility spillover with application to exchange rates. (2001). Hong, Yongmiao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:103:y:2001:i:1-2:p:183-224.

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31. Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. (2001). Andrews, Donald ; Lu, Biao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:101:y:2001:i:1:p:123-164.

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32. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

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33. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-54.

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34. Feasible Multivariate Nonparametric Estimation Using Weak Separability. (2000). Pinkse, Joris.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1241.

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35. Strong Rules for Detecting the Number of Breaks in a Time Series. (2000). Corradi, Valentina ; Altissimo, Filippo.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0574.

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36. Long-Run Structural Modelling. (1999). shin, yongcheol ; Pesaran, Mohammad.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:44.

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37. Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models. (1999). Andrews, Donald ; Lu, Biao.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1233.

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38. Uniform laws of large numbers and stochastic Lipschitz-continuity. (1998). de jong, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:86:y:1998:i:2:p:243-268.

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39. Contracting in space: An application of spatial statistics to discrete-choice models. (1998). Slade, Margaret ; Pinkse, Joris.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:85:y:1998:i:1:p:125-154.

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40. Hypothesis testing with a restricted parameter space. (1998). Andrews, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:84:y:1998:i:1:p:155-199.

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41. The moving blocks bootstrap and robust inference for linear least squares and quantile regressions. (1998). Fitzenberger, Bernd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:82:y:1998:i:2:p:235-287.

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42. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

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43. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

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44. Consistent Moment Selection Procedures for Generalized Method of Moments Estimation. (1997). Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1146r.

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45. The Bierens test under data dependence. (1996). de jong, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:72:y:1996:i:1-2:p:1-32.

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46. Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative.. (1994). Ploberger, Werner ; Andrews, Donald.
    In: Econometrica.
    RePEc:ecm:emetrp:v:62:y:1994:i:6:p:1383-1414.

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47. Testing for Serial Correlation Against an ARMA(1,1) Process. (1994). Ploberger, Werner ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1077.

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48. Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative. (1993). Ploberger, Werner ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1058.

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49. Nonlinear Econometric Models with Deterministically Trending Variables. (1993). McDermott, Christopher ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1053.

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50. An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables. (1992). Andrews, Donald.
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