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 0 335 2 2 2 1,547
A Conditional Kolmogorov Test 0 0 0 457 1 2 5 2,124
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 1 2 2 12 2 3 3 71
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 2 3 3 167
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 2 683 1 1 6 1,832
A Note on Optimal Inference in the Linear IV Model 0 0 1 77 1 1 2 130
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 0 112 1 1 3 666
A Simple Counterexample to the Bootstrap 0 0 0 244 1 1 3 1,436
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 1 142 1 2 3 679
A Zero-One Result for the Least Squares Estimator 0 0 0 38 3 3 4 444
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 1 1 1 44
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 1 1 1 432
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 1 1 1 1,288
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 1 1 2 882
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 2 765 1 1 7 2,459
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 2 8 931 3 7 30 2,939
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 1 2 3 273 2 4 6 1,217
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 1 1 2 511
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 0 3 506 1 1 5 1,131
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 1 1 380 2 4 6 1,090
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 1 176 1 1 4 797
Asymptotic Results for Generalized Wald Tests 1 1 1 182 2 2 3 875
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 1 1 1 52
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 2 2 2 843
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 1 2 3 63
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 1 1 29 2 3 3 183
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 1 213 1 1 3 708
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 0 5 408 1 2 10 1,085
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 0 75 1 1 1 374
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 1 1 1 280
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 0 326 1 1 3 2,562
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 0 1 387 1 1 4 1,261
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 0 0 1 969 2 3 10 2,943
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 3 574 2 2 7 1,909
Cross-section Regression with Common Shocks 0 0 0 471 1 2 2 1,356
Cross-section Regression with Common Shocks 0 0 1 480 2 2 3 1,974
Empirical Process Methods in Econometrics 0 0 2 755 1 3 10 1,656
End-of-Sample Cointegration Breakdown Tests 0 0 0 281 1 1 3 789
End-of-Sample Cointegration Breakdown Tests 0 0 0 92 1 2 7 333
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 1 1 3 166
End-of-Sample Instability Tests 0 0 3 202 1 1 7 773
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 92 1 1 1 733
Estimation When a Parameter Is on a Boundary: Theory and Applications 0 0 2 624 1 2 6 1,863
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 1 2 118
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 81 1 1 4 244
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 0 123 1 1 3 677
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 1 115 1 1 2 589
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 1 2 317 3 5 8 1,308
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 0 64 1 2 4 186
First Order Autoregressive Processes and Strong Mixing 0 0 7 432 1 2 15 1,176
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2 5 13 3,158 4 11 28 7,399
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 2 2 3 173
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 1 1 1 93
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 1 72 1 1 4 172
Generic Uniform Convergence 0 0 1 424 1 1 4 1,691
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 2 6 44 1 6 18 259
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 0 5 1,794 2 2 16 5,300
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 105 1 1 2 402
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 146 1 1 1 727
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 190 2 2 2 652
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 1 164 1 1 3 599
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 1 1 2 382
Hypothesis Testing with a Restricted Parameter Space 0 0 1 189 1 1 2 937
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 2 2 2 2 27
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 0 1 1 1 23
Identification- and Singularity-Robust Inference for Moment Condition 0 0 1 58 1 1 2 118
Identification-Robust Subvector Inference 0 0 2 16 3 4 9 42
Inference Based on Conditional Moment Inequalities 0 0 0 14 2 3 3 107
Inference Based on Conditional Moment Inequalities 0 0 0 2 1 1 2 52
Inference Based on Conditional Moment Inequalities 0 0 0 87 1 1 1 275
Inference Based on Many Conditional Moment Inequalities 0 0 2 33 1 1 3 48
Inference Based on Many Conditional Moment Inequalities 0 1 4 19 1 2 5 65
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 1 1 4 226 2 2 12 545
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 17 1 3 3 102
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 1 1 1 504
Inference in Econometric Models with Structural Change 0 0 0 415 2 2 3 1,185
Inference in Econometric Models with Structural Change 0 0 0 56 1 1 1 296
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 14 1 2 2 57
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 43 1 1 1 118
Inference with Weak Instruments 0 0 0 423 1 4 6 1,045
Inference with Weak Instruments 0 0 1 194 1 2 6 637
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 1 130 1 2 3 561
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 1 2 627 1 2 8 1,486
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 1 1 2 1,405
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 1 1 6 1 2 2 71
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 40 1 1 3 116
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 105 1 1 3 499
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 1 1 1 52
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 4 1 1 2 76
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 33 1 1 1 114
On Optimal Inference in the Linear IV Model 0 1 3 83 3 5 10 249
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 0 267 1 1 4 851
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 0 0 1 1,142 2 2 4 4,002
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 1 1 73 2 3 4 585
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 598 1 2 3 1,930
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 137 1 1 2 519
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 80 1 1 1 417
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 1 1 3 890 3 4 13 2,397
Power in Econometric Applications 0 0 2 216 2 2 6 893
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 0 176 1 1 1 1,037
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 72 1 1 1 574
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 0 176 4 4 4 747
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 1 87 0 0 2 393
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 35 0 0 0 251
Semiparametric Estimation of a Sample Selection Model 0 0 0 270 1 1 1 726
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 1 3 19 1 2 7 105
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 1 19 1 3 6 100
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 4 1 1 2 92
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 487 4 4 5 1,469
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 0 1 3 2,548
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 0 2 1,306 2 2 10 3,189
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 2 2 2 1,449
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 1 1 1 828
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 0 508 2 2 5 1,564
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 98 1 1 2 804
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 74 1 1 1 352
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 1 1 1 501
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 150 1 1 1 633
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 112 1 1 3 339
Total Working Papers 8 25 120 31,038 161 220 509 106,921


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 0 121 2 3 3 708
A Conditional Kolmogorov Test 0 0 0 2 1 2 11 1,072
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 1 1 3 17 2 3 6 120
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 0 61 1 1 1 402
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 1 1 1 237
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 4 4 7 739
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White 0 3 9 147 2 6 18 303
A Zero-One Result for the Least Squares Estimator 0 0 0 2 1 1 1 32
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 0 53 2 2 6 169
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 1 12 1 1 4 38
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 1 1 1 393
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 1 2 17 1 2 3 110
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 1 50 1 1 2 219
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 3 6 415 4 6 21 1,351
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 52 1 1 3 211
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 12 1 1 1 57
Applications of subsampling, hybrid, and size-correction methods 0 0 1 29 3 3 13 135
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 1 3 16 777
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 2 4 206 1 5 10 786
Asymptotic Results for Generalized Wald Tests 0 1 2 21 1 2 4 105
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 1 3 4 156 2 6 10 403
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 4 7 10 123
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 0 1 8 479 2 4 20 1,215
Asymptotics for stationary very nearly unit root processes 0 0 0 18 1 3 3 89
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 1 283 1 1 6 1,663
Chi-square diagnostic tests for econometric models: Introduction and applications 0 2 2 185 1 3 5 543
Commands for testing conditional moment inequalities and equalities 0 0 0 32 1 2 3 101
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 2 22 1 1 4 171
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 0 2 142 1 1 4 439
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 2 3 7 572
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 2 3 15 458 4 8 44 1,127
Cross-Section Regression with Common Shocks 0 0 1 252 1 2 6 1,191
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 12 1 1 1 84
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 1 2 5 159
End-of-Sample Instability Tests 0 0 0 90 1 2 6 374
Estimation When a Parameter Is on a Boundary 0 0 0 3 1 1 6 689
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 1 38 1 3 6 226
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 35 1 1 3 178
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 53 1 1 2 295
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 2 3 5 390 5 7 11 976
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 1 81 2 2 5 321
Examples of L2-complete and boundedly-complete distributions 0 0 1 38 2 3 8 137
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 7 20 69 3,607
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 6 14 34 1,764
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 1 1 2 58
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 0 0 411
Generic Uniform Convergence 1 1 5 57 4 5 14 162
Generic results for establishing the asymptotic size of confidence sets and tests 0 0 6 14 1 4 18 54
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 3 23 1,055 3 12 81 3,952
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 2 2 3 451
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 1 25 1 1 3 155
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 1 1 1 159
Hypothesis testing with a restricted parameter space 0 0 0 50 1 1 1 261
Identification‐ and singularity‐robust inference for moment condition models 0 0 0 1 1 1 1 9
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 1 2 6 569
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 1 1 3 111
Inference Based on Conditional Moment Inequalities 0 0 0 28 1 2 3 208
Inference based on many conditional moment inequalities 0 2 9 37 1 3 18 112
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 2 15 219 3 9 40 594
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 24 1 2 2 194
Inference in Nonlinear Econometric Models with Structural Change 0 0 0 16 1 2 3 53
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 26 1 2 4 149
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 6 107 1 1 20 274
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 1 1 1 59
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 1 29 1 2 5 140
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 42 1 1 2 232
Nonparametric Kernel Estimation for Semiparametric Models 1 1 2 100 2 3 6 224
Nonparametric inference based on conditional moment inequalities 0 0 5 16 1 2 12 118
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 0 0 69 1 1 4 214
On optimal inference in the linear IV model 0 0 0 4 1 2 3 25
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 3 4 11 908 7 13 41 2,865
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 1 1 1 325
Optimal changepoint tests for normal linear regression 0 0 1 266 1 1 5 736
Performance of conditional Wald tests in IV regression with weak instruments 0 0 2 63 1 1 5 215
Power in Econometric Applications 0 0 2 123 1 1 3 649
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 1 1 2 85
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 0 1 152 1 1 4 534
Stability Comparisons of Estimators 0 0 0 19 1 1 2 166
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 1 2 599
Testing with many weak instruments 0 0 1 93 1 1 5 211
Tests for Cointegration Breakdown Over a Short Time Period 0 0 2 103 1 1 9 263
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 2 14 2,589 3 10 54 6,449
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 0 0 204 1 1 6 606
Tests of specification for parametric and semiparametric models 0 0 0 55 1 1 2 267
The Determinants of Econometric Society Fellows Elections 0 0 0 191 2 2 4 653
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 63 2 2 4 727
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 2 2 2 65
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 1 1 48 1 2 3 156
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 101 1 1 1 373
Total Journal Articles 13 39 180 11,279 146 255 821 49,303


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 1 6 621 2 7 17 1,725
Total Chapters 0 1 6 621 2 7 17 1,725


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 1 47 1 1 4 317
Total Software Items 0 0 1 47 1 1 4 317


Statistics updated 2025-02-05