Access Statistics for Donald W. K. Andrews

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter 0 0 0 335 3 7 20 1,568
A Conditional Kolmogorov Test 0 0 0 457 5 6 16 2,140
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 3 9 17 185
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 1 7 18 89
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 1 684 5 9 18 1,851
A Note on Optimal Inference in the Linear IV Model 0 0 0 77 1 2 7 137
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 1 113 6 11 18 684
A Simple Counterexample to the Bootstrap 0 0 0 244 1 2 12 1,450
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 1 143 1 3 13 692
A Zero-One Result for the Least Squares Estimator 0 0 0 38 2 2 7 452
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 2 5 8 53
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 8 13 446
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 2 2 9 1,297
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 1 1 1 176 4 5 14 897
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 0 765 4 8 13 2,476
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 1 4 938 14 21 46 2,992
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 0 0 0 273 3 6 14 1,231
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 2 3 9 520
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 1 1 507 1 3 11 1,142
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 0 380 2 3 14 1,105
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 0 176 0 2 11 808
Asymptotic Results for Generalized Wald Tests 0 0 1 183 3 13 23 898
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 0 1 10 63
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 2 3 9 192
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 2 7 13 856
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 2 2 7 70
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 0 213 1 4 9 718
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 1 2 410 5 9 16 1,101
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 1 1 76 1 6 11 385
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 2 5 6 286
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 0 326 3 5 11 2,575
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 0 1 389 2 5 15 1,278
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 0 0 1 970 3 7 43 2,986
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 3 577 4 7 43 1,952
Cross-section Regression with Common Shocks 0 1 1 472 3 6 24 1,380
Cross-section Regression with Common Shocks 0 0 1 481 1 4 9 1,984
Empirical Process Methods in Econometrics 1 1 5 760 3 6 22 1,679
End-of-Sample Cointegration Breakdown Tests 0 0 0 92 3 4 11 346
End-of-Sample Cointegration Breakdown Tests 0 0 1 282 0 4 13 802
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 1 5 10 177
End-of-Sample Instability Tests 0 0 0 202 3 5 14 788
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 92 2 4 6 739
Estimation When a Parameter Is on a Boundary: Theory and Applications 1 1 1 625 3 4 18 1,881
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 3 5 18 263
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 6 7 13 131
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 1 1 124 2 6 14 691
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 0 115 5 7 13 603
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 0 0 317 4 5 19 1,327
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 0 64 8 9 18 204
First Order Autoregressive Processes and Strong Mixing 1 1 3 435 3 5 23 1,201
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2 2 7 3,166 11 20 58 7,459
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 2 2 15 188
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 1 3 11 104
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 4 10 31 204
Generic Uniform Convergence 0 1 2 426 2 10 30 1,723
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 2 4 1,800 6 16 41 5,345
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 0 4 51 5 13 38 301
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 147 1 3 10 738
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 105 1 1 6 409
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 190 1 4 10 662
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 1 1 165 2 9 12 612
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 1 1 6 388
Hypothesis Testing with a Restricted Parameter Space 0 0 2 191 2 6 16 954
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 2 1 7 23 50
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 1 3 11 130
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 0 1 2 15 38
Identification-Robust Subvector Inference 0 0 0 16 3 5 12 56
Inference Based on Conditional Moment Inequalities 0 0 0 87 4 7 14 290
Inference Based on Conditional Moment Inequalities 0 0 1 15 2 5 10 118
Inference Based on Conditional Moment Inequalities 0 1 2 4 1 11 31 83
Inference Based on Many Conditional Moment Inequalities 0 0 0 33 4 7 15 64
Inference Based on Many Conditional Moment Inequalities 0 0 0 19 3 4 14 79
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 2 228 4 7 21 569
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 2 7 20 524
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 17 1 4 5 107
Inference in Econometric Models with Structural Change 0 0 0 56 7 8 16 312
Inference in Econometric Models with Structural Change 0 0 0 415 3 6 9 1,195
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 43 4 7 16 134
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 14 0 3 11 69
Inference with Weak Instruments 0 0 0 424 3 15 28 1,074
Inference with Weak Instruments 0 1 4 198 6 10 24 661
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 0 130 2 4 12 574
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 2 629 2 3 19 1,507
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 4 6 18 1,423
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 3 7 24 141
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 5 6 13 84
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 105 1 2 6 505
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 2 2 7 59
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 4 2 5 12 88
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 33 1 3 13 127
On Optimal Inference in the Linear IV Model 0 0 1 85 1 1 15 266
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 0 267 1 2 12 863
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 1 1 3 1,145 3 6 16 4,021
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 73 2 4 10 595
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 599 1 1 14 1,944
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 0 7 526
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 4 9 20 437
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 0 5 897 6 10 42 2,442
Power in Econometric Applications 0 0 0 216 2 5 11 904
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 1 1 177 1 2 7 1,044
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 1 1 73 2 4 6 580
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 177 3 3 7 754
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 0 87 3 6 10 403
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 35 3 3 11 262
Semiparametric Estimation of a Sample Selection Model 0 0 0 270 1 4 11 738
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 19 1 2 10 110
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 19 0 0 8 113
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 4 2 6 9 103
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 489 2 3 8 1,478
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 3 6 16 2,565
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 1 3 1,309 10 17 43 3,234
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 2 5 17 1,467
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 1 1 8 836
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 0 508 4 6 11 1,575
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 98 2 5 9 813
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 1 3 16 517
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 75 2 2 11 363
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 150 3 3 4 637
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 113 1 3 10 351
Total Working Papers 7 22 84 31,139 320 660 1,851 108,860

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter 0 0 0 121 4 7 21 729
A Conditional Kolmogorov Test 0 0 0 2 2 4 21 1,093
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 18 3 7 29 149
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 1 62 0 1 11 413
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 4 6 13 250
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 1 5 17 758
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White 0 0 6 155 0 0 17 326
A Zero-One Result for the Least Squares Estimator 0 0 0 2 3 3 13 46
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 1 1 54 3 5 14 184
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 2 14 0 1 6 45
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 1 6 17 410
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 1 9 13 124
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 0 50 1 2 5 226
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 1 5 421 8 13 55 1,409
An empirical process central limit theorem for dependent non-identically distributed random variables 1 1 1 53 3 5 16 229
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 1 13 2 3 7 64
Applications of subsampling, hybrid, and size-correction methods 0 0 2 34 2 6 22 162
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 1 7 28 809
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 1 207 1 5 29 817
Asymptotic Results for Generalized Wald Tests 0 0 2 23 0 4 15 121
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 0 0 2 159 1 1 11 415
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 4 5 16 140
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 1 2 4 483 2 6 37 1,254
Asymptotics for stationary very nearly unit root processes 0 1 2 20 2 4 7 97
Chi-Square Diagnostic Tests for Econometric Models: Theory 1 1 1 284 3 7 13 1,676
Chi-square diagnostic tests for econometric models: Introduction and applications 0 1 1 186 2 4 10 553
Commands for testing conditional moment inequalities and equalities 0 0 0 33 1 2 4 107
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 22 4 5 16 189
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 0 1 143 0 4 15 455
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 1 9 19 591
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 1 4 10 470 10 22 68 1,202
Cross-Section Regression with Common Shocks 0 0 0 253 1 5 23 1,217
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 12 2 4 16 100
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 1 1 6 165
End-of-Sample Instability Tests 0 0 0 90 4 4 14 392
Estimation When a Parameter Is on a Boundary 0 0 0 3 2 8 23 712
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 2 5 13 239
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 35 1 2 7 185
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 53 0 1 10 305
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 0 0 390 2 4 20 996
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 0 81 4 5 17 339
Examples of L2-complete and boundedly-complete distributions 0 0 0 38 2 3 10 147
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 19 26 59 1,826
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 15 90 204 3,822
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 3 4 10 69
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 1 4 8 420
Generic Uniform Convergence 0 0 3 61 2 5 26 189
Generic results for establishing the asymptotic size of confidence sets and tests 0 0 1 15 3 8 24 78
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2 3 10 1,068 10 24 172 4,132
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 2 10 16 468
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 25 1 9 27 182
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 5 6 10 170
Hypothesis testing with a restricted parameter space 0 0 0 50 0 5 15 278
Identification‐ and singularity‐robust inference for moment condition models 0 1 1 2 2 3 15 24
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 0 6 26 596
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 2 2 11 122
Inference Based on Conditional Moment Inequalities 0 0 0 28 0 1 14 223
Inference based on many conditional moment inequalities 0 0 1 40 2 3 16 131
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 2 222 5 6 25 627
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 24 2 7 19 213
Inference in Nonlinear Econometric Models with Structural Change 0 0 0 16 5 8 25 78
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 26 1 6 20 171
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 3 112 2 8 33 309
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 0 2 11 70
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 3 3 11 151
Nonlinear Econometric Models with Deterministically Trending Variables 0 1 1 43 0 2 13 247
Nonparametric Kernel Estimation for Semiparametric Models 0 2 3 103 2 5 14 239
Nonparametric inference based on conditional moment inequalities 0 0 1 18 3 8 17 136
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 0 2 71 4 8 18 239
On optimal inference in the linear IV model 0 0 0 4 1 3 11 38
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 2 4 10 922 17 36 98 2,972
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 79 3 5 19 345
Optimal changepoint tests for normal linear regression 0 0 0 266 3 4 18 754
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 65 2 4 13 229
Power in Econometric Applications 0 0 1 124 1 5 19 668
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 3 4 11 96
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 0 0 152 0 2 10 545
Stability Comparisons of Estimators 0 0 0 19 2 5 13 179
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 2 16 616
Testing with many weak instruments 0 0 1 96 1 4 13 226
Tests for Cointegration Breakdown Over a Short Time Period 0 0 0 104 0 1 6 270
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 1 5 2,594 13 22 163 6,620
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 0 0 204 1 3 14 621
Tests of specification for parametric and semiparametric models 0 0 0 55 2 5 10 279
The Determinants of Econometric Society Fellows Elections 0 0 0 191 2 3 9 663
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 63 1 2 7 734
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 2 3 12 78
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 49 1 25 40 200
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 101 1 3 9 382
Total Journal Articles 8 24 90 11,400 242 620 2,114 51,565

Chapter File Downloads Abstract Views
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Empirical process methods in econometrics 0 1 4 626 4 7 25 1,752
Total Chapters 0 1 4 626 4 7 25 1,752

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CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models 0 0 5 52 1 3 19 336
Total Software Items 0 0 5 52 1 3 19 336

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