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 13 1,514
A Conditional Kolmogorov Test 1 3 5 436 3 8 22 2,034
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 1 3 11 147
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 6 0 3 6 41
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 1 4 667 1 4 10 1,773
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 2 638
A Simple Counterexample to the Bootstrap 2 3 11 216 31 62 204 885
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 1 1 128 1 2 5 624
A Zero-One Result for the Least Squares Estimator 0 0 1 36 1 1 4 420
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 5 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 100 0 0 22 406
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 1 1 2 176 1 1 7 1,177
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 172 0 0 3 853
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 1 1 3 756 2 5 11 2,415
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 6 24 59 792 12 45 143 2,467
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 1 3 10 245 1 5 23 1,144
Applications of Subsampling, Hybrid, and Size-Correction Methods 1 3 5 131 3 8 12 479
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 1 7 475 0 2 18 1,065
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 2 366 0 2 8 1,017
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 1 5 166 0 2 8 773
Asymptotic Results for Generalized Wald Tests 0 0 2 165 0 1 6 816
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 2 23 0 1 9 27
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 1 1 24 0 2 6 129
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 164 0 0 8 803
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 8 171 0 1 12 626
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 2 17 364 3 7 35 984
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 2 4 68 0 2 7 351
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 92 0 0 2 260
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 4 319 0 5 27 2,525
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 1 11 312 0 5 19 1,103
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 1 9 28 913 2 20 66 2,730
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 1 550 0 1 10 1,849
Cross-section Regression with Common Shocks 0 1 2 471 0 4 13 1,919
Cross-section Regression with Common Shocks 0 2 10 439 0 5 29 1,234
Empirical Process Methods in Econometrics 0 2 7 686 1 5 17 1,485
End-of-Sample Cointegration Breakdown Tests 0 0 2 85 0 1 5 299
End-of-Sample Cointegration Breakdown Tests 0 2 7 265 3 8 30 674
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 1 5 144
End-of-Sample Instability Tests 0 1 3 192 2 7 16 712
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 91 0 1 4 719
Estimation When a Parameter Is on a Boundary: Theory and Applications 2 3 17 553 3 10 46 1,698
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 76 0 2 15 200
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 2 2 16 0 5 7 85
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 1 2 120 0 1 7 652
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 3 110 1 1 13 566
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 1 1 9 297 1 1 24 1,232
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 4 51 1 6 20 141
First Order Autoregressive Processes and Strong Mixing 4 8 30 364 7 21 61 1,030
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 5 12 59 2,928 15 38 206 6,639
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 3 48 0 3 15 148
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 8 0 1 4 56
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 5 60 0 1 14 131
Generic Uniform Convergence 1 1 5 407 1 2 20 1,611
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2 5 19 1,738 6 19 87 4,996
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 95 0 2 10 367
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 1 1 144 0 1 8 696
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 186 0 1 6 606
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 156 1 4 7 568
Hybrid and Size-Corrected Subsample Methods 1 1 1 110 2 4 11 363
Hypothesis Testing with a Restricted Parameter Space 0 1 2 182 1 3 11 868
Identification- and Singularity-Robust Inference for Moment Condition 1 1 9 46 1 4 19 70
Inference Based on Conditional Moment Inequalities 0 0 0 0 0 2 6 21
Inference Based on Conditional Moment Inequalities 0 0 0 84 0 5 13 239
Inference Based on Conditional Moment Inequalities 0 0 0 10 0 2 7 69
Inference Based on Many Conditional Moment Inequalities 0 0 1 28 0 0 11 17
Inference Based on Many Conditional Moment Inequalities 0 2 4 6 0 2 11 12
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 1 214 0 2 8 469
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 2 10 458
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 16 0 3 7 83
Inference in Econometric Models with Structural Change 0 0 6 405 2 2 18 1,151
Inference in Econometric Models with Structural Change 0 0 1 52 0 0 2 268
Inference with Weak Instruments 1 1 5 411 3 6 26 979
Inference with Weak Instruments 1 2 3 172 2 4 20 551
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 0 118 3 5 19 502
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 5 601 2 5 28 1,388
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 381 0 2 13 1,387
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 0 2 6 50
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 1 1 38 0 1 11 90
Nonlinear Econometric Models with Deterministically Trending Variables 0 1 2 104 0 1 11 475
Nonparametric Inference Based on Conditional Moment Inequalities 1 1 1 30 2 4 14 90
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 2 4 7 48
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 0 2 6 21
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 3 258 2 2 12 789
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 2 3 18 1,032 6 19 75 3,515
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 2 6 577 1 7 23 1,828
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 134 0 1 10 479
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 76 0 1 10 384
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 2 11 36 827 6 23 101 2,143
Power in Econometric Applications 0 2 5 195 0 4 13 839
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 2 173 1 1 4 1,007
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 68 0 1 5 550
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 174 0 1 9 714
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 2 86 0 1 6 383
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 1 1 33 0 1 10 240
Semiparametric Estimation of a Sample Selection Model 0 0 1 268 0 0 6 695
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 1 3 8 67
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 8 1 3 6 52
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 3 0 0 2 80
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 480 2 6 26 1,398
Testing for Serial Correlation Against an ARMA(1,1) Process 0 1 7 400 1 4 19 2,453
Tests for Parameter Instability and Structural Change with Unknown Change Point 3 6 16 1,212 7 13 61 2,900
Tests of Seasonal and Non-Seasonal Serial Correlation 0 1 3 225 1 2 18 1,416
Tests of Specification for Parametric and Semiparametric Models 0 0 7 259 0 1 19 794
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 2 494 0 1 15 1,494
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 2 96 0 1 11 780
The Limit of Finite-Sample Size and a Problem with Subsampling 0 2 3 91 0 4 14 488
The Limit of Finite-Sample Size and a Problem with Subsampling 0 1 1 70 0 2 14 330
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 2 2 149 0 5 7 617
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 2 108 0 3 10 311
Total Working Papers 42 142 558 28,869 153 527 2,248 97,652


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 1 1 118 0 1 7 656
A Conditional Kolmogorov Test 0 0 0 2 0 4 12 969
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 6 0 3 27 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 6 383
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 0 0 7 204
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 1 1 7 631
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White 0 1 8 63 1 2 24 142
A Zero-One Result for the Least Squares Estimator 0 0 0 1 0 0 3 19
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 1 1 43 2 3 6 118
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 0 0 1 11 0 1 10 72
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 1 1 47 1 3 10 197
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 2 8 345 2 9 30 1,086
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 44 0 0 5 171
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 10 0 0 2 43
Applications of subsampling, hybrid, and size-correction methods 0 1 1 22 2 3 8 90
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 2 5 27 620
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 1 2 181 0 3 10 675
Asymptotic Results for Generalized Wald Tests 0 1 3 8 0 1 6 62
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 0 1 5 105 0 8 24 288
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 13 0 0 8 61
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 0 4 22 307 0 6 40 774
Asymptotics for stationary very nearly unit root processes 0 0 0 15 0 0 4 68
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 1 273 1 1 18 1,603
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 6 152 1 1 23 455
Commands for testing conditional moment inequalities and equalities 6 8 8 8 9 15 15 15
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 0 0 2 146
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 0 2 16 371
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 0 0 4 485
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 1 6 16 177 1 12 43 411
Cross-Section Regression with Common Shocks 0 0 1 241 0 1 13 1,103
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 10 0 0 3 62
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 3 25 0 0 11 119
End-of-Sample Instability Tests 0 0 0 82 0 1 5 282
Estimation When a Parameter Is on a Boundary 0 0 0 3 0 2 12 624
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 2 2 2 30 2 3 13 138
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 33 0 0 4 156
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 1 51 2 6 30 250
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 0 6 348 2 4 32 861
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 2 6 67 1 7 20 253
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 5 13 58 1,329
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 21 49 219 2,357
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 1 1 2 6 1 3 8 30
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 0 2 393
Generic Uniform Convergence 0 0 1 26 0 0 6 71
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 8 29 858 7 36 123 3,138
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 0 2 11 401
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 22 0 0 5 107
Hybrid and Size-Corrected Subsampling Methods 0 0 0 35 1 1 8 130
Hypothesis testing with a restricted parameter space 0 0 0 37 2 2 5 213
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 1 1 10 507
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 3 22 0 0 9 83
Inference Based on Conditional Moment Inequalities 0 1 1 19 0 2 13 110
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 1 9 169 3 9 40 378
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 1 1 1 23 1 1 13 119
Inference in Nonlinear Econometric Models with Structural Change 0 1 1 1 0 1 2 6
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 1 22 0 0 7 104
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 1 46 0 0 6 113
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 0 0 3 45
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 1 22 0 3 10 100
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 2 35 0 1 13 194
Nonparametric Kernel Estimation for Semiparametric Models 0 1 3 61 0 1 13 137
Nonparametric inference based on conditional moment inequalities 0 0 0 7 0 2 11 60
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 1 1 54 0 2 6 147
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 2 7 31 737 6 16 84 2,037
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 0 10 288
Optimal changepoint tests for normal linear regression 0 3 5 225 0 4 12 622
Performance of conditional Wald tests in IV regression with weak instruments 1 1 3 47 1 2 10 157
Power in Econometric Applications 0 2 5 96 0 3 25 557
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 0 0 3 58
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 1 7 136 1 2 15 467
Stability Comparisons of Estimators 0 0 1 17 0 0 7 142
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 0 0 8 549
Testing with many weak instruments 0 0 3 88 0 0 10 185
Tests for Cointegration Breakdown Over a Short Time Period 0 2 6 97 1 4 13 226
Tests for Parameter Instability and Structural Change with Unknown Change Point 7 19 70 2,389 21 52 204 5,505
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 2 2 6 196 2 3 19 514
Tests of specification for parametric and semiparametric models 0 0 5 50 0 1 13 223
The Determinants of Econometric Society Fellows Elections 0 1 2 186 0 1 12 608
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 1 61 0 0 6 703
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 0 0 3 51
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 1 41 0 0 6 112
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 97 0 0 5 344
Total Journal Articles 24 85 309 9,230 104 325 1,616 38,721


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 6 13 562 2 11 46 1,533
Total Chapters 0 6 13 562 2 11 46 1,533


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 2 9 19 4 22 78 120
Total Software Items 0 2 9 19 4 22 78 120


Statistics updated 2017-06-02