Access Statistics for Donald W. K. Andrews

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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 1 330 1 2 14 1,514
A Conditional Kolmogorov Test 0 1 3 433 3 9 19 2,029
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 2 9 144
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 6 1 1 5 39
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 1 7 666 1 3 14 1,770
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 0 108 0 0 3 638
A Simple Counterexample to the Bootstrap 0 0 10 213 13 37 182 836
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 1 1 2 128 1 1 6 623
A Zero-One Result for the Least Squares Estimator 0 0 1 36 0 1 4 419
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 9 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 100 0 0 25 406
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 175 0 1 6 1,176
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 172 0 1 5 853
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 3 755 1 2 12 2,411
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 11 17 54 779 18 34 141 2,440
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 1 4 11 243 1 5 25 1,140
Applications of Subsampling, Hybrid, and Size-Correction Methods 1 2 4 129 2 4 9 473
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 1 1 9 475 2 3 23 1,065
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 366 0 1 11 1,015
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 4 165 1 1 10 772
Asymptotic Results for Generalized Wald Tests 0 1 2 165 0 2 7 815
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 2 23 0 2 10 26
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 0 0 0 4 4
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 164 0 0 9 803
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 23 0 2 4 127
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 3 11 171 0 3 15 625
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 4 17 363 2 8 34 979
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 2 66 0 0 6 349
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 1 92 0 1 5 260
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 1 4 319 3 7 27 2,523
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 1 6 16 312 2 7 24 1,100
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 5 6 26 909 9 16 66 2,719
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 1 550 0 3 11 1,848
Cross-section Regression with Common Shocks 0 3 13 437 1 8 37 1,230
Cross-section Regression with Common Shocks 1 1 2 471 1 2 11 1,916
Empirical Process Methods in Econometrics 1 2 8 685 2 5 19 1,482
End-of-Sample Cointegration Breakdown Tests 0 0 2 85 0 1 5 298
End-of-Sample Cointegration Breakdown Tests 2 3 8 265 3 7 27 669
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 1 5 143
End-of-Sample Instability Tests 0 0 4 191 2 5 14 707
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 91 0 0 3 718
Estimation When a Parameter Is on a Boundary: Theory and Applications 0 1 15 550 3 7 44 1,691
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 14 0 1 7 80
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 76 0 4 15 198
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 1 2 2 120 1 3 8 652
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 1 3 110 0 3 15 565
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 3 9 296 0 5 28 1,231
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 7 51 2 3 19 137
First Order Autoregressive Processes and Strong Mixing 2 6 28 358 10 22 57 1,019
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 4 12 71 2,920 11 34 227 6,612
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 1 3 48 1 4 13 146
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 8 1 1 7 56
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 1 7 60 0 2 15 130
Generic Uniform Convergence 0 1 5 406 1 5 25 1,610
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 4 22 1,734 7 16 98 4,984
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 95 0 3 8 365
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 1 1 1 144 1 2 10 696
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 186 0 1 7 605
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 156 1 1 5 565
Hybrid and Size-Corrected Subsample Methods 0 0 0 109 0 2 8 359
Hypothesis Testing with a Restricted Parameter Space 1 1 2 182 2 4 10 867
Identification- and Singularity-Robust Inference for Moment Condition 0 1 9 45 2 6 20 68
Inference Based on Conditional Moment Inequalities 0 0 0 0 1 2 5 20
Inference Based on Conditional Moment Inequalities 0 0 0 10 1 2 6 68
Inference Based on Conditional Moment Inequalities 0 0 0 84 3 4 12 237
Inference Based on Many Conditional Moment Inequalities 0 1 4 4 0 6 10 10
Inference Based on Many Conditional Moment Inequalities 0 0 2 28 0 6 12 17
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 1 1 214 0 2 7 467
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 16 1 1 5 81
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 0 11 456
Inference in Econometric Models with Structural Change 0 0 4 52 0 0 7 268
Inference in Econometric Models with Structural Change 0 1 10 405 0 3 27 1,149
Inference with Weak Instruments 1 1 2 171 1 5 19 548
Inference with Weak Instruments 0 2 4 410 2 7 22 975
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 0 118 0 4 16 497
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 2 9 601 2 4 30 1,385
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 381 1 1 14 1,386
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 0 1 5 48
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 1 1 1 38 1 2 11 90
Nonlinear Econometric Models with Deterministically Trending Variables 1 1 2 104 1 4 13 475
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 0 5 44
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 0 1 4 19
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 29 0 0 11 86
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 1 3 258 0 2 12 787
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 1 6 17 1,030 8 20 71 3,504
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 68 0 1 2 531
Optimal Changepoint Tests for Normal Linear Regression 1 3 8 576 3 7 31 1,824
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 76 1 3 13 384
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 1 1 134 0 3 10 478
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 6 13 38 822 9 22 109 2,129
Power in Econometric Applications 1 2 4 194 1 4 12 836
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 2 173 0 0 3 1,006
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 68 1 1 6 550
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 174 0 0 8 713
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 3 86 0 1 7 382
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 32 0 1 9 239
Semiparametric Estimation of a Sample Selection Model 0 0 1 268 0 1 8 695
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 8 0 1 4 49
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 0 0 5 64
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 3 0 1 2 80
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 480 1 8 25 1,393
Testing for Serial Correlation Against an ARMA(1,1) Process 0 2 6 399 0 5 20 2,449
Tests for Parameter Instability and Structural Change with Unknown Change Point 3 5 17 1,209 5 13 64 2,892
Tests of Seasonal and Non-Seasonal Serial Correlation 1 2 3 225 1 7 24 1,415
Tests of Specification for Parametric and Semiparametric Models 0 2 7 259 1 7 23 794
The Block-block Bootstrap: Improved Asymptotic Refinements 0 1 2 494 0 6 19 1,493
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 2 96 0 3 11 779
The Limit of Finite-Sample Size and a Problem with Subsampling 1 1 1 70 1 1 13 329
The Limit of Finite-Sample Size and a Problem with Subsampling 1 1 2 90 1 2 12 485
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 1 1 1 148 4 4 6 616
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 2 108 0 0 8 308
Total Working Papers 55 143 587 28,782 164 496 2,310 97,289
1 registered items for which data could not be found


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 1 1 1 118 1 3 13 656
A Conditional Kolmogorov Test 0 0 0 2 2 2 12 967
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 6 1 5 27 73
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 0 60 0 1 8 383
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 0 1 14 204
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 0 1 12 630
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White 1 3 12 63 1 10 30 141
A Zero-One Result for the Least Squares Estimator 0 0 0 1 0 0 4 19
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 1 1 1 43 1 1 5 116
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 79 0 1 9 363
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 11 0 1 13 71
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 1 1 1 47 2 3 11 196
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 3 8 344 4 10 32 1,081
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 44 0 1 7 171
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 10 0 0 3 43
Applications of subsampling, hybrid, and size-correction methods 0 0 0 21 0 2 9 87
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 1 5 25 616
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 180 1 2 14 673
Asymptotic Results for Generalized Wald Tests 1 2 3 8 1 3 7 62
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 1 1 5 105 5 8 22 285
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 1 13 0 1 14 61
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 1 7 24 304 1 12 44 769
Asymptotics for stationary very nearly unit root processes 0 0 0 15 0 1 6 68
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 1 273 0 0 20 1,602
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 7 152 0 0 27 454
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 0 0 5 146
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 0 3 113 1 3 18 370
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 0 0 11 485
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 3 4 20 174 7 12 54 406
Cross-Section Regression with Common Shocks 0 0 2 241 0 0 18 1,102
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 10 0 0 4 62
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 4 25 0 2 15 119
End-of-Sample Instability Tests 0 0 0 82 0 1 8 281
Estimation When a Parameter Is on a Boundary 0 0 0 3 1 1 18 623
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 1 28 0 2 17 135
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 33 0 0 5 156
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 1 51 4 6 34 248
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 0 8 348 1 4 33 858
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 4 65 1 3 23 247
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 15 40 218 2,323
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 6 13 57 1,322
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 2 5 2 2 11 29
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 0 5 393
Generic Uniform Convergence 0 1 3 26 0 3 9 71
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 3 27 851 14 33 132 3,116
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 2 5 14 401
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 22 0 2 10 107
Hybrid and Size-Corrected Subsampling Methods 0 0 0 35 0 0 11 129
Hypothesis testing with a restricted parameter space 0 0 0 37 0 1 8 211
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 0 2 13 506
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 3 22 0 1 12 83
Inference Based on Conditional Moment Inequalities 1 1 1 19 2 4 19 110
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 2 10 168 3 9 40 372
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 22 0 1 23 118
Inference in Nonlinear Econometric Models with Structural Change 0 0 0 0 0 0 4 5
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 1 22 0 1 9 104
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 1 46 0 0 9 113
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 0 1 6 45
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 1 22 1 4 13 98
Nonlinear Econometric Models with Deterministically Trending Variables 0 1 2 35 1 5 16 194
Nonparametric Kernel Estimation for Semiparametric Models 1 1 4 61 1 1 18 137
Nonparametric inference based on conditional moment inequalities 0 0 0 7 0 2 15 58
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 1 1 4 54 2 4 10 147
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 4 8 37 734 7 18 99 2,028
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 78 0 2 14 288
Optimal changepoint tests for normal linear regression 1 1 3 223 2 2 13 620
Performance of conditional Wald tests in IV regression with weak instruments 0 1 2 46 1 3 15 156
Power in Econometric Applications 0 1 3 94 0 4 26 554
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 0 0 5 58
Semiparametric Estimation of the Intercept of a Sample Selection Model 1 2 8 136 1 4 18 466
Stability Comparisons of Estimators 0 0 1 17 0 1 9 142
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 0 1 11 549
Testing with many weak instruments 0 0 4 88 0 1 15 185
Tests for Cointegration Breakdown Over a Short Time Period 2 4 6 97 3 6 15 225
Tests for Parameter Instability and Structural Change with Unknown Change Point 7 15 75 2,377 19 39 214 5,472
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 1 5 194 1 7 27 512
Tests of specification for parametric and semiparametric models 0 1 5 50 1 6 19 223
The Determinants of Econometric Society Fellows Elections 0 0 1 185 0 1 17 607
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 1 61 0 1 9 703
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 0 0 5 51
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 2 41 0 2 10 112
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 97 0 0 11 344
Total Journal Articles 30 67 325 9,175 120 340 1,885 38,516


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Empirical process methods in econometrics 2 3 11 558 3 11 49 1,525
Total Chapters 2 3 11 558 3 11 49 1,525


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models 1 3 11 18 10 26 85 108
Total Software Items 1 3 11 18 10 26 85 108


Statistics updated 2017-04-03