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 3 13 1,513
A Conditional Kolmogorov Test 0 1 4 433 4 8 17 2,026
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 6 0 1 4 38
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 2 4 9 144
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 1 8 666 1 2 14 1,769
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 11 213 14 31 192 823
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 4 127 0 0 8 622
A Zero-One Result for the Least Squares Estimator 0 0 1 36 1 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 2 26 406
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 2 175 1 1 9 1,176
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 172 1 1 5 853
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 1 5 755 1 2 14 2,410
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 2 9 47 768 7 27 134 2,422
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 1 3 11 242 2 6 26 1,139
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 1 3 128 1 2 7 471
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 0 10 474 1 3 24 1,063
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 1 2 366 1 3 11 1,015
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 5 165 0 0 10 771
Asymptotic Results for Generalized Wald Tests 1 1 3 165 2 2 9 815
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 2 23 0 3 11 26
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 164 0 1 10 803
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 0 0 1 4 4
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 23 1 3 4 127
Asymptotics for Semiparametric Econometric Models: I. Estimation 2 3 11 171 2 3 15 625
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 3 17 362 3 7 34 977
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 1 1 6 260
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 2 4 319 2 7 26 2,520
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 4 7 16 311 4 7 25 1,098
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 0 4 24 904 2 13 66 2,710
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 1 2 550 1 4 13 1,848
Cross-section Regression with Common Shocks 0 0 1 470 1 1 10 1,915
Cross-section Regression with Common Shocks 1 3 14 437 5 10 37 1,229
Empirical Process Methods in Econometrics 1 1 7 684 3 3 17 1,480
End-of-Sample Cointegration Breakdown Tests 1 2 6 263 4 9 24 666
End-of-Sample Cointegration Breakdown Tests 0 0 2 85 0 1 5 298
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 1 5 143
End-of-Sample Instability Tests 0 0 4 191 1 5 13 705
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 91 0 1 4 718
Estimation When a Parameter Is on a Boundary: Theory and Applications 1 3 16 550 2 11 42 1,688
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 14 1 1 7 80
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 76 3 6 15 198
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 1 1 1 119 2 3 7 651
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 1 3 3 110 3 8 15 565
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 3 4 11 296 5 8 30 1,231
Examples of L^2-Complete and Boundedly-Complete Distributions 0 2 7 51 1 5 18 135
First Order Autoregressive Processes and Strong Mixing 1 6 26 356 9 14 49 1,009
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 5 10 71 2,916 14 31 240 6,601
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 1 2 3 48 2 5 12 145
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 8 0 1 6 55
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 1 1 7 60 2 2 16 130
Generic Uniform Convergence 1 2 6 406 2 8 25 1,609
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 5 21 1,733 2 16 98 4,977
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 1 1 95 1 5 8 365
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 143 1 2 9 695
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 186 1 2 7 605
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 156 0 0 4 564
Hybrid and Size-Corrected Subsample Methods 0 0 0 109 1 4 8 359
Hypothesis Testing with a Restricted Parameter Space 0 0 1 181 1 2 9 865
Identification- and Singularity-Robust Inference for Moment Condition 1 2 10 45 3 5 19 66
Inference Based on Conditional Moment Inequalities 0 0 0 10 0 2 5 67
Inference Based on Conditional Moment Inequalities 0 0 0 84 1 4 10 234
Inference Based on Conditional Moment Inequalities 0 0 0 0 1 1 4 19
Inference Based on Many Conditional Moment Inequalities 0 1 2 28 3 9 13 17
Inference Based on Many Conditional Moment Inequalities 0 1 4 4 5 6 10 10
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 1 1 214 1 2 7 467
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 16 0 1 4 80
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 3 12 456
Inference in Econometric Models with Structural Change 1 2 14 405 3 5 31 1,149
Inference in Econometric Models with Structural Change 0 0 5 52 0 0 8 268
Inference with Weak Instruments 0 0 1 170 2 4 19 547
Inference with Weak Instruments 2 2 7 410 5 6 38 973
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 0 118 2 7 17 497
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 2 2 9 601 2 3 29 1,383
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 381 0 0 14 1,385
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 37 0 1 11 89
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 1 2 5 48
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 3 103 1 5 16 474
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 1 2 4 19
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 0 6 44
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 29 0 1 11 86
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 1 1 3 258 2 3 12 787
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 3 8 17 1,029 9 20 70 3,496
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 68 0 1 3 531
Optimal Changepoint Tests for Normal Linear Regression 0 2 7 575 2 5 29 1,821
Optimal Invariant Similar Tests for Instrumental Variables Regression 1 1 1 134 3 3 11 478
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 76 2 4 12 383
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 3 9 37 816 6 26 112 2,120
Power in Econometric Applications 0 2 4 193 1 4 12 835
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 1 2 173 0 1 4 1,006
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 68 0 0 5 549
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 1 1 7 382
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 32 1 1 9 239
Semiparametric Estimation of a Sample Selection Model 0 1 1 268 1 3 8 695
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 8 1 1 5 49
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 0 2 5 64
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 3 1 1 2 80
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 480 5 10 26 1,392
Testing for Serial Correlation Against an ARMA(1,1) Process 1 2 7 399 3 7 22 2,449
Tests for Parameter Instability and Structural Change with Unknown Change Point 2 4 14 1,206 5 15 68 2,887
Tests of Seasonal and Non-Seasonal Serial Correlation 0 1 3 224 3 7 26 1,414
Tests of Specification for Parametric and Semiparametric Models 1 2 7 259 4 6 25 793
The Block-block Bootstrap: Improved Asymptotic Refinements 1 1 3 494 5 7 22 1,493
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 1 2 96 2 4 11 779
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 69 0 0 12 328
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 89 1 2 11 484
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 147 0 1 2 612
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 1 2 108 0 1 8 308
Total Working Papers 49 132 587 28,727 212 519 2,348 97,125
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 0 0 0 117 0 3 13 655
A Conditional Kolmogorov Test 0 0 0 2 0 3 11 965
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 2 6 3 4 27 72
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 0 60 1 2 9 383
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 1 2 15 204
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 1 2 14 630
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White 0 3 11 62 2 11 30 140
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 0 0 0 42 0 1 4 115
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 79 1 2 9 363
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 11 1 1 13 71
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 0 46 1 2 9 194
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 2 2 7 343 5 9 28 1,077
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 44 1 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 3 6 27 615
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 180 1 2 13 672
Asymptotic Results for Generalized Wald Tests 1 1 2 7 2 2 6 61
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 0 0 4 104 1 4 18 280
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 1 13 0 2 14 61
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 3 8 25 303 7 16 47 768
Asymptotics for stationary very nearly unit root processes 0 0 0 15 1 1 7 68
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 1 273 0 1 23 1,602
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 8 152 0 3 30 454
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 0 0 6 146
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 2 4 17 369
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 0 1 11 485
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 0 4 19 171 4 10 55 399
Cross-Section Regression with Common Shocks 0 0 2 241 0 2 19 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 1 4 25 2 3 16 119
End-of-Sample Instability Tests 0 0 0 82 0 2 8 281
Estimation When a Parameter Is on a Boundary 0 0 0 3 0 1 18 622
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 1 28 1 4 19 135
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 33 0 1 6 156
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 1 51 2 3 31 244
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 2 8 348 2 6 35 857
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 1 6 65 1 3 24 246
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 9 38 211 2,308
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 5 12 55 1,316
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 2 5 0 0 9 27
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 2 4 9 71
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 5 29 850 10 28 133 3,102
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 2 6 12 399
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 22 2 2 11 107
Hybrid and Size-Corrected Subsampling Methods 0 0 0 35 0 2 11 129
Hypothesis testing with a restricted parameter space 0 0 0 37 1 1 9 211
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 1 5 14 506
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 4 22 1 2 13 83
Inference Based on Conditional Moment Inequalities 0 0 0 18 1 3 18 108
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 2 4 10 168 5 13 39 369
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 22 0 3 27 118
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 1 3 9 104
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 1 2 46 0 1 10 113
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 1 1 6 45
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 1 1 22 1 4 12 97
Nonlinear Econometric Models with Deterministically Trending Variables 1 1 2 35 3 5 15 193
Nonparametric Kernel Estimation for Semiparametric Models 0 0 3 60 0 2 18 136
Nonparametric inference based on conditional moment inequalities 0 0 0 7 2 2 15 58
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 0 3 53 1 2 8 145
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 2 7 37 730 5 18 104 2,021
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 78 2 3 15 288
Optimal changepoint tests for normal linear regression 0 0 2 222 0 2 11 618
Performance of conditional Wald tests in IV regression with weak instruments 1 2 2 46 2 3 15 155
Power in Econometric Applications 1 2 3 94 3 7 27 554
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 0 4 7 135 1 6 18 465
Stability Comparisons of Estimators 0 0 1 17 1 2 10 142
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 2 12 549
Testing with many weak instruments 0 0 4 88 1 2 15 185
Tests for Cointegration Breakdown Over a Short Time Period 2 3 5 95 3 5 13 222
Tests for Parameter Instability and Structural Change with Unknown Change Point 6 10 84 2,370 11 33 233 5,453
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 1 5 194 3 9 27 511
Tests of specification for parametric and semiparametric models 0 1 6 50 3 5 19 222
The Determinants of Econometric Society Fellows Elections 0 0 1 185 1 2 18 607
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 1 1 61 1 3 10 703
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 1 2 10 112
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 97 0 1 12 344
Total Journal Articles 22 66 330 9,145 133 366 1,911 38,396


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 2 10 556 2 12 52 1,522
Total Chapters 0 2 10 556 2 12 52 1,522


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 12 17 7 23 86 98
Total Software Items 1 3 12 17 7 23 86 98


Statistics updated 2017-03-07