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 0 1 9 1,515
A Conditional Kolmogorov Test 0 2 7 439 2 10 32 2,046
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 0 11 147
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 1 1 7 2 3 9 44
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 1 5 669 0 1 12 1,776
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 2 640
A Simple Counterexample to the Bootstrap 1 3 9 219 15 65 193 966
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 1 128 0 1 3 625
A Zero-One Result for the Least Squares Estimator 0 0 0 36 0 0 3 420
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 2 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 100 0 0 14 407
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 1 2 177 0 1 4 1,178
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 172 0 0 1 853
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 1 1 3 757 2 4 12 2,419
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 2 4 51 803 6 14 117 2,490
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 0 1 10 246 0 2 20 1,146
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 4 131 1 2 13 482
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 0 3 475 0 1 11 1,066
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 366 1 2 9 1,019
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 1 2 167 0 1 3 774
Asymptotic Results for Generalized Wald Tests 0 0 2 165 1 4 9 820
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 1 2 25 0 1 6 29
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 1 2 165 1 2 7 805
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 24 0 0 5 129
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 6 172 1 3 12 630
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 1 8 365 1 2 23 986
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 3 68 0 0 4 351
Asymptotics for Stationary Very Nearly Unit Root Processes 0 1 1 93 0 1 2 261
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 2 319 0 0 14 2,525
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 2 3 14 316 2 5 23 1,110
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 1 7 26 920 5 13 57 2,743
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 1 550 0 1 10 1,851
Cross-section Regression with Common Shocks 0 2 10 441 2 10 36 1,246
Cross-section Regression with Common Shocks 0 0 1 471 0 2 9 1,921
Empirical Process Methods in Econometrics 4 12 21 702 6 16 34 1,507
End-of-Sample Cointegration Breakdown Tests 0 1 7 266 0 2 28 676
End-of-Sample Cointegration Breakdown Tests 0 0 1 85 0 0 3 299
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 1 3 145
End-of-Sample Instability Tests 1 1 3 194 2 3 17 716
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 91 0 0 2 719
Estimation When a Parameter Is on a Boundary: Theory and Applications 1 6 14 559 4 13 38 1,711
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 76 0 0 11 200
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 2 16 0 0 7 85
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 2 120 0 0 6 652
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 3 110 0 0 9 566
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 0 6 297 0 1 17 1,233
Examples of L^2-Complete and Boundedly-Complete Distributions 0 1 3 52 0 1 14 142
First Order Autoregressive Processes and Strong Mixing 3 6 29 372 7 13 60 1,045
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 3 15 47 2,947 11 36 149 6,687
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 2 48 0 0 11 148
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 2 9 0 0 5 57
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 1 60 1 2 8 134
Generic Uniform Convergence 0 0 3 407 0 1 16 1,613
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 1 12 1,739 1 3 49 5,001
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 95 0 0 7 367
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 144 0 1 7 697
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 1 187 6 7 12 614
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 156 0 0 5 568
Hybrid and Size-Corrected Subsample Methods 0 1 3 112 0 1 10 365
Hypothesis Testing with a Restricted Parameter Space 0 0 1 182 3 3 11 872
Identification- and Singularity-Robust Inference for Moment Condition 0 1 7 48 1 3 16 74
Inference Based on Conditional Moment Inequalities 0 0 0 10 1 1 6 70
Inference Based on Conditional Moment Inequalities 0 0 0 0 0 0 4 21
Inference Based on Conditional Moment Inequalities 0 0 0 84 1 1 15 242
Inference Based on Many Conditional Moment Inequalities 0 0 3 6 1 4 12 16
Inference Based on Many Conditional Moment Inequalities 0 0 1 28 0 0 9 17
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 1 214 0 0 5 469
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 2 2 11 461
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 1 16 1,155
Inference in Econometric Models with Structural Change 0 0 2 54 0 0 3 270
Inference with Weak Instruments 0 0 6 412 1 3 26 984
Inference with Weak Instruments 0 0 3 172 1 2 12 553
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 1 2 120 2 5 20 509
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 3 7 604 1 4 25 1,394
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 381 0 0 3 1,387
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 1 1 6 52
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 38 1 1 9 91
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 1 104 0 0 7 475
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 0 4 48
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 1 30 1 2 14 92
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 0 1 6 23
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 2 4 260 1 4 12 795
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 5 6 20 1,038 9 16 70 3,534
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 68 1 1 3 532
Optimal Changepoint Tests for Normal Linear Regression 0 1 6 579 1 5 24 1,834
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 76 0 0 7 384
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 134 0 2 7 481
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 5 31 833 3 12 81 2,159
Power in Econometric Applications 0 1 6 196 0 1 10 840
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 1 173 3 3 5 1,010
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 1 1 69 0 1 3 551
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 174 0 0 3 714
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 2 86 0 0 4 383
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 3 695
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 0 0 8 67
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 8 0 0 4 52
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 0 1 481 0 1 23 1,400
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 6 401 0 0 15 2,454
Tests for Parameter Instability and Structural Change with Unknown Change Point 2 6 20 1,220 6 13 56 2,917
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 3 225 0 1 14 1,417
Tests of Specification for Parametric and Semiparametric Models 0 0 2 259 2 3 12 797
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 2 494 0 2 12 1,496
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 2 97 0 3 10 784
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 70 1 1 15 332
The Limit of Finite-Sample Size and a Problem with Subsampling 0 1 3 92 0 1 11 489
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 2 149 0 0 7 618
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 1 2 109 0 1 7 312
Total Working Papers 27 104 506 29,011 124 358 1,911 98,115


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 0 2 8 658
A Conditional Kolmogorov Test 0 0 0 2 0 2 10 971
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 1 1 2 7 1 1 14 76
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 3 384
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 0 1 4 205
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 0 1 4 632
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White 2 7 13 71 2 8 25 153
A Zero-One Result for the Least Squares Estimator 0 0 0 1 0 0 0 19
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 1 43 0 0 5 119
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 0 2 363
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 1 1 12 1 2 5 75
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 1 47 0 0 6 197
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 1 6 346 1 2 25 1,090
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 44 1 2 4 173
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 10 0 0 0 43
Applications of subsampling, hybrid, and size-correction methods 0 0 1 22 0 0 5 90
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 0 1 21 622
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 181 0 1 10 676
Asymptotic Results for Generalized Wald Tests 2 2 6 11 3 4 9 67
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 1 2 4 107 3 4 21 292
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 1 1 1 14 1 2 8 64
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 3 8 25 317 5 15 45 792
Asymptotics for stationary very nearly unit root processes 0 0 0 15 0 0 1 68
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 0 273 1 3 12 1,607
Chi-square diagnostic tests for econometric models: Introduction and applications 0 1 4 153 2 4 18 460
Commands for testing conditional moment inequalities and equalities 1 1 10 10 3 6 24 24
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 1 113 1 1 17 378
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 0 1 5 488
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 7 13 26 191 13 26 59 441
Cross-Section Regression with Common Shocks 0 1 2 242 1 3 12 1,107
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 10 0 0 3 63
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 2 25 0 1 7 120
End-of-Sample Instability Tests 0 1 1 83 0 1 5 284
Estimation When a Parameter Is on a Boundary 0 0 0 3 0 3 9 627
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 2 30 2 4 11 142
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 33 1 1 2 157
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 51 2 2 26 255
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 3 5 8 354 4 7 23 869
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 5 67 2 7 22 260
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 8 17 54 1,350
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 12 37 178 2,411
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 1 2 3 8 1 3 6 33
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 0 0 393
Generic Uniform Convergence 0 0 1 26 0 0 4 71
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2 3 22 864 7 16 104 3,163
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 0 1 10 403
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 22 0 0 3 107
Hybrid and Size-Corrected Subsampling Methods 0 0 1 36 0 0 5 131
Hypothesis testing with a restricted parameter space 1 1 1 38 1 1 5 214
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 3 4 13 511
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 1 22 0 0 3 83
Inference Based on Conditional Moment Inequalities 0 0 1 19 0 2 9 112
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 1 6 170 1 9 37 391
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 1 23 0 0 4 119
Inference in Nonlinear Econometric Models with Structural Change 0 0 2 2 0 0 2 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 3 7 108
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 2 3 48 1 3 6 116
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 1 1 2 46
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 1 22 0 0 8 101
Nonlinear Econometric Models with Deterministically Trending Variables 0 1 2 36 0 1 8 195
Nonparametric Kernel Estimation for Semiparametric Models 0 0 2 61 0 2 10 140
Nonparametric inference based on conditional moment inequalities 0 0 0 7 0 0 4 60
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 1 3 4 57 1 3 8 150
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 5 15 45 756 16 43 109 2,093
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 0 3 288
Optimal changepoint tests for normal linear regression 0 1 8 228 0 2 13 626
Performance of conditional Wald tests in IV regression with weak instruments 1 1 4 48 2 2 9 159
Power in Econometric Applications 1 1 5 97 2 3 24 561
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 0 0 0 58
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 0 8 138 0 0 13 470
Stability Comparisons of Estimators 0 0 1 17 0 0 3 142
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 0 1 4 550
Testing with many weak instruments 0 0 1 88 0 1 4 186
Tests for Cointegration Breakdown Over a Short Time Period 0 0 5 97 0 0 10 226
Tests for Parameter Instability and Structural Change with Unknown Change Point 5 11 67 2,409 16 38 195 5,568
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 1 6 198 0 3 21 520
Tests of specification for parametric and semiparametric models 0 0 2 50 1 2 9 225
The Determinants of Econometric Society Fellows Elections 0 1 2 187 1 2 7 610
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 1 61 1 1 4 704
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 1 1 2 52
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 41 0 0 4 113
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 1 98 0 0 3 345
Total Journal Articles 38 89 332 9,350 127 321 1,417 39,168


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 16 565 6 12 51 1,550
Total Chapters 2 3 16 565 6 12 51 1,550


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 1 7 20 4 9 61 130
Total Software Items 0 1 7 20 4 9 61 130


Statistics updated 2017-10-05