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 1 330 1 1 14 1,515
A Conditional Kolmogorov Test 1 3 6 438 2 7 24 2,038
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 6 0 0 6 41
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 1 11 147
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 1 4 668 0 3 11 1,775
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 2 4 640
A Simple Counterexample to the Bootstrap 1 3 10 217 29 76 209 930
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 1 128 1 2 4 625
A Zero-One Result for the Least Squares Estimator 0 0 1 36 0 1 4 420
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 4 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 100 0 1 19 407
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 1 2 2 177 1 2 4 1,178
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 172 0 0 2 853
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 1 2 756 1 3 10 2,416
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 2 15 58 801 5 26 128 2,481
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 1 2 11 246 1 2 23 1,145
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 1 4 131 1 5 12 481
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 0 4 475 0 0 11 1,065
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 366 1 1 9 1,018
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 2 166 0 0 3 773
Asymptotic Results for Generalized Wald Tests 0 0 2 165 1 1 6 817
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 1 3 24 0 1 8 28
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 24 0 0 6 129
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 0 0 0 3 4
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 164 0 0 7 803
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 1 7 172 1 2 12 628
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 1 11 364 0 3 27 984
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 4 68 0 0 5 351
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 92 0 0 1 260
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 2 319 0 0 22 2,525
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 1 2 13 314 1 3 20 1,106
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 2 3 26 915 2 4 57 2,732
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 1 550 1 2 12 1,851
Cross-section Regression with Common Shocks 0 0 1 471 2 2 12 1,921
Cross-section Regression with Common Shocks 1 1 11 440 3 5 33 1,239
Empirical Process Methods in Econometrics 4 8 14 694 4 11 24 1,495
End-of-Sample Cointegration Breakdown Tests 1 1 8 266 2 5 30 676
End-of-Sample Cointegration Breakdown Tests 0 0 2 85 0 0 4 299
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 0 2 144
End-of-Sample Instability Tests 0 1 3 193 0 3 15 713
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 91 0 0 4 719
Estimation When a Parameter Is on a Boundary: Theory and Applications 4 6 17 557 6 9 44 1,704
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 2 16 0 0 7 85
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 76 0 0 15 200
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 2 120 0 0 7 652
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 3 110 0 1 11 566
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 1 8 297 0 1 20 1,232
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 4 51 0 1 16 141
First Order Autoregressive Processes and Strong Mixing 2 8 32 368 3 12 62 1,035
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 4 13 56 2,936 14 41 202 6,665
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 3 48 0 0 13 148
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 1 2 9 0 1 5 57
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 4 60 1 2 13 133
Generic Uniform Convergence 0 1 3 407 1 3 18 1,613
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 3 16 1,739 2 10 68 5,000
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 144 1 1 7 697
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 95 0 0 8 367
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 1 1 187 0 1 7 607
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 156 0 1 7 568
Hybrid and Size-Corrected Subsample Methods 0 2 2 111 0 3 12 364
Hypothesis Testing with a Restricted Parameter Space 0 0 2 182 0 2 10 869
Identification- and Singularity-Robust Inference for Moment Condition 0 2 8 47 1 3 17 72
Inference Based on Conditional Moment Inequalities 0 0 0 10 0 0 6 69
Inference Based on Conditional Moment Inequalities 0 0 0 84 0 2 14 241
Inference Based on Conditional Moment Inequalities 0 0 0 0 0 0 5 21
Inference Based on Many Conditional Moment Inequalities 0 0 1 28 0 0 9 17
Inference Based on Many Conditional Moment Inequalities 0 0 4 6 2 2 11 14
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 1 214 0 0 8 469
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 1 10 459
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 16 0 0 6 83
Inference in Econometric Models with Structural Change 0 0 5 405 0 5 19 1,154
Inference in Econometric Models with Structural Change 0 2 2 54 0 2 3 270
Inference with Weak Instruments 0 2 6 412 0 5 26 981
Inference with Weak Instruments 0 1 3 172 0 2 14 551
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 1 1 119 1 6 18 505
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 5 601 0 4 25 1,390
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 381 0 0 7 1,387
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 0 1 5 51
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 38 0 0 9 90
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 1 104 0 0 9 475
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 2 6 48
Nonparametric Inference Based on Conditional Moment Inequalities 0 1 1 30 0 2 12 90
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 1 2 7 23
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 1 1 3 259 1 5 13 792
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 1 3 18 1,033 5 14 72 3,523
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 68 0 0 2 531
Optimal Changepoint Tests for Normal Linear Regression 0 1 6 578 1 3 22 1,830
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 134 0 0 8 479
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 76 0 0 8 384
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 4 7 35 832 6 16 100 2,153
Power in Econometric Applications 1 1 6 196 1 1 13 840
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 1 173 0 1 2 1,007
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 1 1 1 69 1 1 3 551
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 174 0 0 5 714
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 2 86 0 0 6 383
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 1 33 0 0 10 240
Semiparametric Estimation of a Sample Selection Model 0 0 1 268 0 0 4 695
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 8 0 1 5 52
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 0 1 8 67
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 3 0 0 1 80
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 1 1 481 1 4 25 1,400
Testing for Serial Correlation Against an ARMA(1,1) Process 0 1 6 401 0 2 16 2,454
Tests for Parameter Instability and Structural Change with Unknown Change Point 1 6 18 1,215 3 14 60 2,907
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 3 225 1 2 14 1,417
Tests of Specification for Parametric and Semiparametric Models 0 0 3 259 0 0 10 794
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 2 494 1 1 16 1,495
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 1 2 97 2 3 11 783
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 3 91 0 0 12 488
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 70 0 1 15 331
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 2 149 0 1 8 618
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 2 108 0 0 8 311
Total Working Papers 35 115 541 28,942 116 374 2,097 97,873


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 1 118 2 2 9 658
A Conditional Kolmogorov Test 0 0 0 2 1 1 12 970
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 6 0 0 19 75
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 0 5 383
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 1 1 6 205
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 0 1 4 631
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White 1 2 8 65 1 5 22 146
A Zero-One Result for the Least Squares Estimator 0 0 0 1 0 0 1 19
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 1 43 0 3 6 119
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 0 3 363
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 1 1 2 12 1 2 9 74
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 1 47 0 1 7 197
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 1 8 346 1 5 30 1,089
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 44 1 1 5 172
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 10 0 0 1 43
Applications of subsampling, hybrid, and size-correction methods 0 0 1 22 0 2 6 90
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 0 3 23 621
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 181 0 0 10 675
Asymptotic Results for Generalized Wald Tests 0 1 4 9 0 1 6 63
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 1 1 4 106 1 1 22 289
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 13 0 1 9 62
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 3 5 26 312 5 8 46 782
Asymptotics for stationary very nearly unit root processes 0 0 0 15 0 0 3 68
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 0 273 2 4 17 1,606
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 3 152 1 3 17 457
Commands for testing conditional moment inequalities and equalities 0 7 9 9 2 14 20 20
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 0 0 0 146
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 0 2 113 0 6 19 377
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 1 3 6 488
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 3 5 17 181 5 10 43 420
Cross-Section Regression with Common Shocks 1 1 2 242 1 2 14 1,105
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 10 0 1 4 63
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 2 25 1 1 9 120
End-of-Sample Instability Tests 0 0 0 82 0 1 5 283
Estimation When a Parameter Is on a Boundary 0 0 0 3 2 2 13 626
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 2 2 30 1 3 10 139
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 33 0 0 2 156
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 1 51 0 5 31 253
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 2 3 6 351 2 5 25 864
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 5 67 3 4 20 256
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 15 53 197 2,389
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 5 14 52 1,338
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 1 2 6 1 2 6 31
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 0 1 393
Generic Uniform Convergence 0 0 1 26 0 0 5 71
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 4 25 861 4 20 117 3,151
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 1 2 11 403
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 22 0 0 4 107
Hybrid and Size-Corrected Subsampling Methods 0 1 1 36 0 2 7 131
Hypothesis testing with a restricted parameter space 0 0 0 37 0 2 5 213
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 0 1 10 507
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 2 22 0 0 8 83
Inference Based on Conditional Moment Inequalities 0 0 1 19 0 0 9 110
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 7 169 3 10 41 385
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 1 1 23 0 1 7 119
Inference in Nonlinear Econometric Models with Structural Change 0 1 2 2 0 1 3 7
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 22 1 2 7 106
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 1 46 0 0 5 113
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 0 0 2 45
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 1 22 0 1 9 101
Nonlinear Econometric Models with Deterministically Trending Variables 1 1 3 36 1 1 10 195
Nonparametric Kernel Estimation for Semiparametric Models 0 0 2 61 1 2 13 139
Nonparametric inference based on conditional moment inequalities 0 0 0 7 0 0 8 60
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 1 1 2 55 1 1 7 148
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 5 11 39 746 15 34 103 2,065
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 0 5 288
Optimal changepoint tests for normal linear regression 0 2 7 227 0 2 12 624
Performance of conditional Wald tests in IV regression with weak instruments 0 1 3 47 0 1 8 157
Power in Econometric Applications 0 0 4 96 1 2 25 559
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 0 0 1 58
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 2 8 138 0 4 17 470
Stability Comparisons of Estimators 0 0 1 17 0 0 6 142
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 1 7 550
Testing with many weak instruments 0 0 2 88 0 0 8 185
Tests for Cointegration Breakdown Over a Short Time Period 0 0 5 97 0 1 12 226
Tests for Parameter Instability and Structural Change with Unknown Change Point 3 19 71 2,401 9 55 203 5,539
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 1 4 7 198 3 8 24 520
Tests of specification for parametric and semiparametric models 0 0 3 50 0 0 10 223
The Determinants of Econometric Society Fellows Elections 0 0 1 186 0 0 8 608
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 1 61 0 0 4 703
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 0 0 2 51
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 1 41 0 1 7 113
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 1 1 98 0 1 4 345
Total Journal Articles 24 79 313 9,285 97 327 1,529 38,944


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Empirical process methods in econometrics 0 0 13 562 1 8 46 1,539
Total Chapters 0 0 13 562 1 8 46 1,539


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 0 0 6 19 3 8 69 124
Total Software Items 0 0 6 19 3 8 69 124


Statistics updated 2017-08-03