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 2 6 22 274 7 20 85 1,260
A Conditional Kolmogorov Test 1 8 40 254 7 31 117 1,320
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 3 17 63 388 14 45 144 1,151
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 2 10 81 2 7 33 481
A Simple Counterexample to the Bootstrap 2 3 9 155 5 10 24 411
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 1 3 13 99 3 7 28 524
A Zero-One Result for the Least Squares Estimator 0 1 2 24 2 5 13 345
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 1 3 67 0 2 8 153
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 1 2 6 78 2 6 23 278
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 1 2 13 118 7 30 93 837
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 3 7 22 92 3 23 65 537
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 4 22 64 510 12 47 143 1,613
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 6 25 84 361 12 51 219 1,291
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 1 5 21 149 5 23 83 811
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 9 34 65 6 27 111 204
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 8 20 65 224 11 33 95 547
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 2 14 51 188 8 41 124 580
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 2 7 13 114 5 17 37 635
Asymptotic Results for Generalized Wald Tests 0 2 12 85 2 11 36 562
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 7 13 41 56 19 61 189 201
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 5 10 73 1 9 28 433
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 6 32 161 4 16 58 534
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 3 33 2 4 18 268
Asymptotics for Stationary Very Nearly Unit Root Processes 1 8 15 59 2 19 52 131
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 2 7 45 229 24 75 300 1,834
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 8 18 37 121 15 43 106 513
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 6 15 58 552 14 34 145 1,693
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 4 13 42 471 11 34 114 1,559
Cross-section Regression with Common Shocks 5 6 38 297 7 17 99 731
Cross-section Regression with Common Shocks 10 32 116 356 48 163 485 1,385
Empirical Process Methods in Econometrics 4 20 69 339 5 24 102 855
End-of-Sample Cointegration Breakdown Tests 0 1 4 59 5 13 35 194
End-of-Sample Cointegration Breakdown Tests 2 2 4 169 5 11 30 387
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 1 8 88
End-of-Sample Instability Tests 1 6 12 117 5 16 56 458
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 3 8 64 5 14 43 588
Estimation When a Parameter Is on a Boundary: Theory and Applications 5 13 41 371 9 23 93 1,243
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 1 1 19 73 3 17 65 408
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 3 18 86 3 20 98 414
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 4 19 61 162 9 42 160 828
First Order Autoregressive Processes and Strong Mixing 1 3 26 164 4 14 53 605
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 27 84 277 1,498 35 135 475 3,178
Generic Uniform Convergence 3 15 37 267 10 37 107 1,229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 12 65 231 776 38 171 495 2,118
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 7 115 2 4 24 558
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 1 1 8 72 1 2 32 263
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 1 10 162 1 5 34 487
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 1 4 8 115 2 10 32 431
Hybrid and Size-Corrected Subsample Methods 1 12 33 59 6 23 88 174
Hypothesis Testing with a Restricted Parameter Space 1 3 15 111 6 22 66 489
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 4 14 46 85 4 23 67 123
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 8 22 55 55 11 48 90 90
Inference in Econometric Models with Structural Change 0 6 25 217 0 17 71 766
Inference in Econometric Models with Structural Change 0 5 11 31 0 12 31 187
Inference with Weak Instruments 2 6 20 84 4 11 48 265
Inference with Weak Instruments 6 14 67 189 12 45 150 413
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 2 11 42 42 10 36 111 111
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 7 25 86 293 12 39 143 730
Local Polynomial Whittle Estimation of Long-range Dependence 7 12 21 214 10 28 81 760
Nonlinear Econometric Models with Deterministically Trending Variables 3 4 14 56 5 12 42 289
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 2 6 14 218 4 16 45 665
On the Number of Bootstrap Repetitions for Bca Confidence Intervals 0 0 0 0 4 13 27 522
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 13 35 107 733 28 75 257 2,487
On the Performance of Least Squares in Linear Regression with Undefined Error Means 1 2 7 52 3 9 23 410
Optimal Changepoint Tests for Normal Linear Regression 9 26 72 272 14 43 136 981
Optimal Invariant Similar Tests for Instrumental Variables Regression 2 4 15 93 6 17 59 307
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 2 6 47 3 15 41 267
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 3 26 88 310 7 47 158 871
Power in Econometric Applications 0 2 13 89 9 17 56 395
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 2 13 105 7 29 74 645
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 6 50 2 14 34 405
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 7 29 102 4 30 90 337
Robust Estimation of Location in a Gaussian Parametric Model: II 1 1 9 63 1 4 32 277
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 1 23 1 3 13 176
Semiparametric Estimation of a Sample Selection Model 2 6 16 188 4 13 36 511
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 2 3 1 3 7 29
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 2 6 30 292 7 19 66 816
Testing for Serial Correlation Against an ARMA(1,1) Process 2 14 52 246 61 138 370 1,527
Tests for Parameter Instability and Structural Change with Unknown Change Point 8 41 202 620 13 90 434 1,460
Tests of Seasonal and Non-Seasonal Serial Correlation 0 2 8 187 3 14 49 1,162
Tests of Specification for Parametric and Semiparametric Models 2 11 38 139 6 25 79 495
The Block-block Bootstrap: Improved Asymptotic Refinements 1 6 37 372 7 23 116 1,026
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 1 1 6 66 12 25 77 600
The Limit of Finite-Sample Size and a Problem with Subsampling 1 6 16 29 5 13 68 117
The Limit of Finite-Sample Size and a Problem with Subsampling 1 6 19 51 13 38 117 236
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 1 5 134 0 1 11 522
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 3 12 28 50 6 22 64 111
Total Working Papers 237 879 3,098 16,313 713 2,542 8,544 58,908

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 2 2 5 78 3 8 41 480
A Conditional Kolmogorov Test 0 0 0 2 2 6 37 793
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 6 52 2 5 21 325
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 2 2 11 137
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 3 10 50 486
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 4 48 0 6 22 273
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 4 26 0 2 16 132
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 5 51 216 5 10 131 752
An empirical process central limit theorem for dependent non-identically distributed random variables 0 2 4 4 5 11 18 18
An introduction to econometric applications of empirical process theory for dependent random variables 2 5 40 71 7 18 86 143
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 8 13 71 404
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 5 18 126 0 7 39 518
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 2 4 9 41 2 7 23 120
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 3 13 39 112 5 23 86 411
Asymptotics for stationary very nearly unit root processes 0 0 4 6 1 3 11 16
Chi-Square Diagnostic Tests for Econometric Models: Theory 5 10 42 214 9 33 201 1,321
Chi-square diagnostic tests for econometric models: Introduction and applications 1 3 20 56 1 3 74 216
Comment 0 0 2 2 0 0 3 7
Complete Consistency: A Testing Analogue of Estimator Consistency 0 1 5 16 1 3 17 107
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 1 2 5 67 2 5 16 263
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 0 5 29 359
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 0 1 14 52 0 2 27 116
Cross-Section Regression with Common Shocks 3 8 58 176 12 45 273 823
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 1 1 1 1 1 2 5 5
End-of-Sample Instability Tests 0 1 5 45 1 3 16 165
Estimation When a Parameter Is on a Boundary 0 0 0 3 5 12 65 383
Estimation of polynomial distributed lags and leads with end point constraints 1 2 6 22 1 3 17 85
Evaluation of a three-step method for choosing the number of bootstrap repetitions 1 3 6 31 2 6 22 95
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 5 14 48 180 7 18 86 449
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 7 7 1 7 62 73
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 13 67 208 1,243
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 8 27 110 845
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 1 11 38 333
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 6 29 94 548 9 70 224 2,181
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 1 2 9 58 3 6 26 302
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 3 14 0 0 9 51
Hypothesis testing with a restricted parameter space 0 0 1 23 1 3 11 112
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 6 18 61 369
Inference in Nonlinear Econometric Models with Structural Change 1 4 18 130 4 8 41 383
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 1 17 0 1 11 105
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 3 7 7 8 4 11 13 13
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 7 31 110 333 15 53 225 998
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 1 2 11 23 6 13 45 130
Optimal changepoint tests for normal linear regression 1 5 22 123 6 12 47 344
Performance of conditional Wald tests in IV regression with weak instruments 0 0 10 11 0 0 19 47
Power in Econometric Applications 1 1 4 55 2 8 27 395
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 1 2 2 0 3 7 7
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 2 16 66 0 8 62 257
Stability Comparisons of Estimators 0 0 0 13 0 1 2 117
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 6 32 385
Testing with many weak instruments 0 3 9 33 1 5 16 66
Tests for Cointegration Breakdown Over a Short Time Period 2 4 9 34 5 8 30 87
Tests for Parameter Instability and Structural Change with Unknown Change Point 20 67 203 947 34 126 421 2,343
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 2 12 29 100 5 24 57 291
Tests of specification for parametric and semiparametric models 0 0 7 23 0 1 22 140
The Determinants of Econometric Society Fellows Elections 1 5 29 115 2 10 65 375
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 6 46 1 9 53 569
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 2 0 0 4 16
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 1 5 77 0 1 17 276
Total Journal Articles 74 259 1,008 4,461 215 788 3,479 22,255
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
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Empirical process methods in econometrics 1 21 91 237 3 34 178 523
Total Chapters 1 21 91 237 3 34 178 523

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Statistics updated 2009-07-03