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1. Bonferroni-Based Size-Correction for Nonstandard Testing Problems. (2012). McCloskey, Adam.
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2. Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests. (2011). Guggenberger, Patrik ; Cheng, Xu ; Andrews, Donald ; Donald W. K. Andrews, .
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3. Search equilibrium and social and private returns to education. (2010). Launov, Andrey ; Holzner, Christian.
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4. Applications of subsampling, hybrid, and size-correction methods. (2010). Guggenberger, Patrik ; Andrews, Donald ; Andrews, Donald W. K., .
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5. Testing for unobserved heterogeneity in exponential and Weibull duration models. (2010). Cho, Jin Seo.
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6. Non Parametric Estimation of a Polarization Measure. (2009). LINTON, OLIVER ; Wang, Yoon-Jae ; Anderson, Gordon.
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7. Point Decisions for Interval-Identified Parameters. (2009). Song, Kyungchul.
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8. A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series. (2009). Monokroussos, George.
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9. Nonparametric estimation of a polarization measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
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10. Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models. (2009). Cho, Jin Seo ; White, Halbert.
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11. Estimation with overidentifying inequality moment conditions. (2009). Schorfheide, Frank ; Moon, Hyungsik.
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12. Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
    In: Cowles Foundation Discussion Papers.
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13. Nonparametric estimation of a polarization measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
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14. Functional Form Misspecification in Regressions with a Unit Root. (2008). Kasparis, Ioannis.
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15. Parameter estimation in nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika.
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16. Parameter Estimation in Nonlinear AR-GARCH Models. (2008). Saikkonen, Pentti ; Meitz, Mika.
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17. The structure of US food demand. (2008). LaFrance, Jeffrey.
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18. Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities. (2008). Rosen, Adam.
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19. Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities. (2008). Han, Sukjin ; Andrews, Donald.
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20. Assessing the shape of the distribution of interest rates: lessons from French individual data.. (2008). Lacroix, R..
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21. Parameter estimation in nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika.
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22. Applications of Subsampling, Hybrid, and Size-Correction Methods. (2007). Guggenberger, Patrik ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1608.

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23. On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models. (2007). Sentana, Enrique ; Fiorentini, Gabriele.
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24. Maximum Likelihood Inference for Log-linear Models Subject to Constraints of Double Monotone Dependence. (2006). Colombi, Roberto ; Cazzaro, Manuela.
    In: Statistical Methods & Applications.
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25. Inference in GARCH when some coefficients are equal to zero. (2006). Zakoian, Jean-Michel ; Francq, Christian.
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26. Indirect estimation of alpha-stable stochastic volatility models. (2006). Lombardi, Marco ; Calzolari, Giorgio.
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27. Asymptotics for estimation and testing procedures under loss of identifiability. (2006). Zhu, Hongtu ; Zhang, Heping.
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28. A fast subsampling method for nonlinear dynamic models. (2006). Scaillet, Olivier ; Hong, Han.
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29. Regime switching for dynamic correlations. (2006). Pelletier, Denis.
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30. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions. (2006). Schorfheide, Frank ; Moon, Hyungsik.
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31. Asymptotic theory for a factor GARCH model. (2006). Hafner, Christian ; Preminger, Arie.
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32. MONOTONICITY AND CURVATURE - A BOOTSTRAPPING APPROACH. (2006). Sauer, Johannes.
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33. Rates of information aggregation in common value auctions. (2004). Shum, Matthew ; Hong, Han.
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34. Evaluating style analysis. (2004). ter Horst, Jenke ; Nijman, Theo ; De Roon, Frans A..
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35. Bootstrap unit root tests in panels with cross-sectional dependency. (2004). Chang, Yoosoon.
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36. Factor representing portfolios in large asset markets. (2004). Sentana, Enrique.
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37. Regime Switching for Dynamic Correlations. (2004). Pelletier, Denis.
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38. BOOTSTRAPPING YOUR FISH OR FISHING FOR BOOTSTRAPS?: PRECISION OF WELFARE LOSS ESTIMATES FROM A GLOBALLY CONCAVE INVERSE DEMAND MODEL OF COMMERCIAL FISH LANDINGS IN THE U.S. GREAT LAKES. (2004). Holt, Matthew ; Bishop, Richard C. ; Hilmer, Christiana E..
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39. A simple estimator for nonlinear error in variable models. (2003). Tamer, Elie ; Hong, Han.
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40. An MCMC approach to classical estimation. (2003). Hong, Han ; Chernozhukov, Victor.
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41. GMM Estimation of Autoregressive Roots Near Unity with Panel Data. (2003). Phillips, Peter ; Moon, Hyungsik.
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42. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. (2002). Chang, Yoosoon.
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43. Variable Selection for Portfolio Choice. (2001). Ait-Sahalia, Yacine ; Brandt, Michael W..
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44. Endogenous Distribution, Politics, and Growth. (2001). Ghate, Chetan ; CHATE, Chetan.
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45. Nonparametric Tests for Positive Quadrant Dependence. (2001). Scaillet, Olivier ; Denuit, Michel.
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46. Discrete Choice Modeling for Transportation. (2001). Brownstone, David.
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47. CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION. (2000). Sentana, Enrique ; Fiorentini, Gabriele ; Calzolari, Giorgio.
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48. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. (2000). Chang, Yoosoon.
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49. Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights. (2000). Kim, Tae-Hwan ; White, Halbert ; Stone, Douglas.
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50. A COMPARISON OF RESAMPLING TECHNIQUES WHEN PARAMETERS ARE ON A BOUNDARY: THE BOOTSTRAP, SUBSAMPLE BOOTSTRAP, AND SUBSAMPLE JACKKNIFE. (2000). Holt, Matthew ; Hilmer, Christiana E..
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