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 4 6 16 256 9 30 83 1,184
A Conditional Kolmogorov Test 4 10 27 218 8 28 92 1,211
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 8 13 59 333 15 34 122 1,022
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 2 9 71 1 18 46 449
A Simple Counterexample to the Bootstrap 0 3 13 146 3 8 30 390
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 2 5 12 88 3 11 29 499
A Zero-One Result for the Least Squares Estimator 0 0 1 22 1 4 23 333
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 7 64 0 3 24 145
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 2 8 72 1 5 24 256
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 1 7 23 106 11 26 101 755
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 3 8 26 73 7 23 71 479
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 9 26 98 455 14 44 191 1,484
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 6 21 57 283 13 50 164 1,085
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 4 9 28 132 8 23 84 736
Applications of Subsampling, Hybrid, and Size-Correction Methods 1 3 32 32 8 21 86 101
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 7 11 50 166 7 18 87 459
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 6 36 137 1 18 73 457
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 2 17 101 2 12 48 600
Asymptotic Results for Generalized Wald Tests 1 3 11 74 3 11 58 529
Asymptotics for Semiparametric Econometric Models: I. Estimation 1 2 11 64 1 4 25 406
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 10 32 130 1 17 59 477
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 1 3 7 31 2 9 29 252
Asymptotics for Stationary Very Nearly Unit Root Processes 1 5 24 45 3 13 56 82
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 1 9 52 185 10 51 272 1,544
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 3 11 23 87 6 28 84 413
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 4 22 68 498 9 46 157 1,557
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 2 12 45 431 5 28 108 1,450
Cross-section Regression with Common Shocks 5 10 33 264 12 28 81 644
Cross-section Regression with Common Shocks 7 25 79 247 31 110 318 931
Empirical Process Methods in Econometrics 15 25 95 285 20 36 147 773
End-of-Sample Cointegration Breakdown Tests 1 9 20 56 2 11 47 161
End-of-Sample Cointegration Breakdown Tests 0 0 11 165 0 3 34 357
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 3 15 80
End-of-Sample Instability Tests 2 4 10 107 7 15 62 409
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 1 3 56 2 8 25 547
Estimation When a Parameter Is on a Boundary: Theory and Applications 4 11 31 334 10 24 74 1,160
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 5 10 19 59 11 22 57 354
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 3 3 16 71 14 31 90 330
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 1 2 22 102 4 11 75 672
First Order Autoregressive Processes and Strong Mixing 5 5 18 143 7 10 34 559
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 20 63 274 1,241 35 124 472 2,738
Generic Uniform Convergence 1 4 43 231 5 26 126 1,127
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 15 35 149 560 26 79 347 1,649
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 2 4 12 110 3 6 26 537
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 8 64 3 7 27 234
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 1 5 152 5 10 33 458
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 1 2 10 108 6 9 30 405
Hybrid and Size-Corrected Subsample Methods 1 3 15 27 10 27 67 96
Hypothesis Testing with a Restricted Parameter Space 1 5 15 97 4 20 71 427
Inference in Econometric Models with Structural Change 0 5 34 192 4 12 67 699
Inference in Econometric Models with Structural Change 0 4 11 20 1 6 27 157
Inference with Weak Instruments 0 0 6 64 2 8 37 219
Inference with Weak Instruments 1 4 20 123 7 21 78 270
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 9 19 84 216 16 37 135 603
Local Polynomial Whittle Estimation of Long-range Dependence 1 5 25 194 4 16 80 683
Nonlinear Econometric Models with Deterministically Trending Variables 1 2 12 43 3 6 33 250
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 2 8 24 206 5 13 42 625
On the Number of Bootstrap Repetitions for Bca Confidence Intervals 0 0 0 0 2 9 29 497
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 5 13 89 631 13 50 239 2,243
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 2 45 0 4 29 387
Optimal Changepoint Tests for Normal Linear Regression 3 14 52 203 9 45 149 854
Optimal Invariant Similar Tests for Instrumental Variables Regression 1 2 4 79 7 13 44 255
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 2 13 41 0 10 52 226
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 10 22 79 232 15 44 143 728
Power in Econometric Applications 1 8 29 77 5 22 76 344
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 2 16 92 2 10 74 573
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 5 44 1 4 34 372
Rank Tests for Instrumental Variables Regression with Weak Instruments 1 10 27 74 4 24 91 251
Robust Estimation of Location in a Gaussian Parametric Model: II 1 4 14 55 4 9 38 249
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 1 2 5 23 2 7 16 165
Semiparametric Estimation of a Sample Selection Model 0 2 16 172 1 4 37 476
Stability Comparisons of Estimators (5/1985 and 11/1985) 1 1 2 2 1 1 8 23
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 5 36 262 2 21 81 752
Testing for Serial Correlation Against an ARMA(1,1) Process 0 4 30 194 19 84 251 1,176
Tests for Parameter Instability and Structural Change with Unknown Change Point 13 32 105 431 17 53 190 1,043
Tests of Seasonal and Non-Seasonal Serial Correlation 2 7 17 181 5 24 66 1,118
Tests of Specification for Parametric and Semiparametric Models 4 8 27 105 7 18 56 423
The Block-block Bootstrap: Improved Asymptotic Refinements 3 9 37 338 9 29 110 919
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 1 1 5 61 6 14 59 529
The Limit of Finite-Sample Size and a Problem with Subsampling 1 4 14 14 3 14 52 52
The Limit of Finite-Sample Size and a Problem with Subsampling 2 5 17 34 7 26 87 126
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 1 2 9 130 1 4 22 512
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 2 3 24 24 6 13 52 53
Total Working Papers 220 642 2,570 13,381 559 1,878 7,068 50,855

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 3 9 73 3 14 37 442
A Conditional Kolmogorov Test 0 0 2 2 5 11 46 761
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 1 3 12 47 4 16 58 308
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 0 1 6 126
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 1 1 3 7 38 439
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 1 3 10 45 1 4 21 252
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 3 5 22 0 6 27 116
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 2 3 15 167 5 17 55 626
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 7 14 65 340
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 2 11 108 0 7 52 479
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 2 5 11 34 4 15 33 101
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 0 2 12 73 2 9 35 327
Chi-Square Diagnostic Tests for Econometric Models: Theory 6 16 33 178 13 55 155 1,133
Chi-square diagnostic tests for econometric models: Introduction and applications 1 2 17 37 6 14 72 148
Complete Consistency: A Testing Analogue of Estimator Consistency 1 1 2 12 1 4 16 91
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 62 0 4 15 247
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 4 4 2 8 41 332
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 0 3 13 38 0 6 26 89
Cross-Section Regression with Common Shocks 6 11 59 124 26 85 320 576
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 1 2 3 8 14
End-of-Sample Instability Tests 1 2 7 41 1 3 15 150
Estimation When a Parameter Is on a Boundary 0 0 3 3 3 18 50 321
Estimation of polynomial distributed lags and leads with end point constraints 2 4 6 18 5 10 23 73
Evaluation of a three-step method for choosing the number of bootstrap repetitions 1 1 5 26 1 5 16 74
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 4 6 37 136 8 15 65 371
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 12 50 216 1,047
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 8 41 149 743
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 1 2 25 296
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2 13 51 456 11 42 153 1,968
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 1 11 49 2 7 31 278
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 3 11 0 1 13 42
Hypothesis testing with a restricted parameter space 1 4 11 23 1 5 26 102
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 4 11 35 312
Inference in Nonlinear Econometric Models with Structural Change 1 3 16 113 2 9 41 344
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 3 16 2 3 17 96
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 4 6 20 45 7 17 72 125
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 3 9 36 226 7 28 86 780
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 1 3 12 3 9 28 88
Optimal changepoint tests for normal linear regression 1 6 28 102 4 15 65 301
Performance of conditional Wald tests in IV regression with weak instruments 1 1 2 2 3 5 26 31
Power in Econometric Applications 0 0 10 51 1 7 43 369
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 1 14 50 0 10 50 195
Stability Comparisons of Estimators 0 0 1 13 0 0 9 115
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 1 4 12 47 357
Testing with many weak instruments 0 2 17 24 0 7 35 50
Tests for Cointegration Breakdown Over a Short Time Period 1 4 18 26 3 8 44 60
Tests for Parameter Instability and Structural Change with Unknown Change Point 18 44 161 762 35 106 357 1,957
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 3 6 15 74 6 16 37 240
Tests of specification for parametric and semiparametric models 1 1 5 17 1 3 15 119
The Determinants of Econometric Society Fellows Elections 1 1 21 87 3 5 45 313
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 1 2 4 41 8 17 60 524
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 2 3 3 1 6 14 22
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 1 11 72 2 5 35 261
Total Journal Articles 66 178 742 3,528 233 798 3,069 19,071
3 registered items for which data could not be found

Chapter File Downloads Abstract Views
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Empirical process methods in econometrics 9 25 70 155 15 50 150 360
Total Chapters 9 25 70 155 15 50 150 360

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Statistics updated 2008-08-03