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 2 333 0 1 6 1,539
A Conditional Kolmogorov Test 0 0 3 450 1 4 18 2,093
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 1 5 160
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 9 0 0 1 62
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 2 679 1 1 8 1,817
A Note on Optimal Inference in the Linear IV Model 0 0 1 75 0 1 7 124
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 1 1 2 111 1 2 7 660
A Simple Counterexample to the Bootstrap 0 0 2 240 0 3 9 1,411
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 2 138 1 3 8 661
A Zero-One Result for the Least Squares Estimator 0 0 0 37 0 1 3 436
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 0 1 3 40
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 1 2 430
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 185 0 5 22 1,274
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 174 0 1 3 875
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 1 762 1 2 5 2,440
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 2 13 896 1 10 53 2,816
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 0 0 1 256 0 1 7 1,180
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 133 0 0 4 505
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 0 3 498 0 0 7 1,112
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 1 375 1 3 12 1,071
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 0 173 0 0 2 790
Asymptotic Results for Generalized Wald Tests 0 1 1 173 0 3 7 862
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 1 1 3 48
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 1 0 1 10 50
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 2 28 2 7 22 174
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 2 170 0 0 7 831
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 5 204 1 1 7 692
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 1 8 392 1 4 20 1,054
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 1 75 0 0 4 370
Asymptotics for Stationary Very Nearly Unit Root Processes 0 1 1 97 0 1 1 276
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 0 321 1 1 7 2,549
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 0 7 368 0 1 23 1,216
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 1 1 4 959 3 10 35 2,893
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 3 562 0 1 8 1,886
Cross-section Regression with Common Shocks 1 1 2 477 2 3 9 1,963
Cross-section Regression with Common Shocks 1 1 5 470 2 5 13 1,342
Empirical Process Methods in Econometrics 1 4 12 740 1 6 28 1,616
End-of-Sample Cointegration Breakdown Tests 0 1 2 277 1 4 37 760
End-of-Sample Cointegration Breakdown Tests 0 0 0 91 0 0 2 321
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 0 0 159
End-of-Sample Instability Tests 0 0 3 199 0 0 5 751
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 92 0 0 3 730
Estimation When a Parameter Is on a Boundary: Theory and Applications 0 2 8 612 1 5 24 1,833
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 77 0 0 6 226
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 19 1 3 7 107
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 0 122 0 1 3 670
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 0 114 0 0 1 581
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 0 2 310 1 3 22 1,287
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 1 62 1 3 12 175
First Order Autoregressive Processes and Strong Mixing 1 3 11 409 2 5 20 1,131
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 0 5 27 3,119 2 13 86 7,281
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 1 2 162
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 0 1 1 84
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 68 1 2 2 160
Generic Uniform Convergence 0 0 1 414 0 2 13 1,671
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 2 7 1,772 2 13 37 5,212
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 1 19 31 0 9 51 196
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 1 2 103 0 1 7 394
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 145 0 1 4 722
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 1 189 0 2 6 645
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 1 159 0 2 5 588
Hybrid and Size-Corrected Subsample Methods 0 0 0 112 0 1 2 377
Hypothesis Testing with a Restricted Parameter Space 0 0 3 187 1 3 25 927
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 55 1 1 6 107
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 0 1 2 5 11
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 1 1 1 3 20
Identification-Robust Subvector Inference 0 0 0 12 1 2 3 21
Inference Based on Conditional Moment Inequalities 0 0 1 1 0 1 5 44
Inference Based on Conditional Moment Inequalities 0 0 0 13 0 3 7 101
Inference Based on Conditional Moment Inequalities 0 0 1 86 0 1 7 268
Inference Based on Many Conditional Moment Inequalities 0 0 0 31 0 1 9 43
Inference Based on Many Conditional Moment Inequalities 0 0 0 15 0 0 0 57
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 1 1 216 0 3 11 509
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 1 13 486
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 16 0 0 6 94
Inference in Econometric Models with Structural Change 0 0 0 56 0 1 1 291
Inference in Econometric Models with Structural Change 0 0 1 414 0 0 3 1,179
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 3 41 3 4 33 99
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 1 1 3 7 5 6 18 33
Inference with Weak Instruments 0 0 0 417 1 2 11 1,022
Inference with Weak Instruments 0 0 2 178 1 3 22 606
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 1 2 127 1 4 8 547
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 3 621 0 1 19 1,468
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 381 0 0 1 1,400
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 40 0 1 2 111
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 1 2 4 65
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 105 0 0 2 489
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 30 0 0 1 106
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 0 1 8 47
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 1 5 68
On Optimal Inference in the Linear IV Model 0 0 2 76 1 3 13 226
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 0 266 0 0 4 836
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 1 3 20 1,125 3 10 123 3,941
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 1 71 1 2 5 575
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 592 1 2 17 1,908
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 79 0 2 11 410
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 135 1 1 9 510
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 2 9 872 1 4 39 2,344
Power in Econometric Applications 0 1 1 210 0 1 3 877
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 1 176 0 2 5 1,033
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 1 72 0 0 3 569
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 0 175 0 2 3 736
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 0 86 0 0 1 389
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 35 0 0 3 249
Semiparametric Estimation of a Sample Selection Model 0 0 1 270 0 0 8 720
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 0 2 3 90
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 1 15 1 2 3 83
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 3 0 0 1 88
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 2 485 0 0 22 1,448
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 2 409 1 3 15 2,533
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 1 6 1,288 2 14 49 3,137
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 226 0 0 1 1,443
Tests of Specification for Parametric and Semiparametric Models 0 0 0 260 0 0 3 818
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 0 505 1 3 7 1,554
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 97 0 0 2 799
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 72 1 2 7 346
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 92 0 0 0 497
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 150 0 0 1 630
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 110 0 0 4 329
Total Working Papers 8 38 242 30,488 64 258 1,357 104,878


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 0 1 6 693
A Conditional Kolmogorov Test 0 0 0 2 2 4 25 1,040
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 12 1 1 8 103
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 0 61 0 0 5 399
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 1 2 8 232
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 2 4 16 702
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White 1 3 7 131 2 5 15 271
A Zero-One Result for the Least Squares Estimator 0 0 0 2 1 1 1 29
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 0 49 0 0 2 149
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 1 6 1 1 4 26
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 1 3 386
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 14 0 2 6 100
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 0 48 0 0 6 211
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 2 12 397 6 13 52 1,281
An empirical process central limit theorem for dependent non-identically distributed random variables 0 1 2 50 1 3 7 199
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 12 0 2 2 56
Applications of subsampling, hybrid, and size-correction methods 0 0 1 25 0 2 9 114
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 0 3 29 730
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 1 7 200 3 9 36 758
Asymptotic Results for Generalized Wald Tests 0 0 0 13 1 2 7 91
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 1 1 7 137 3 3 15 367
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 1 2 18 1 2 17 100
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 1 1 29 431 11 12 72 1,053
Asymptotics for stationary very nearly unit root processes 0 0 0 18 0 2 2 83
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 1 280 0 3 8 1,647
Chi-square diagnostic tests for econometric models: Introduction and applications 1 1 4 173 2 5 11 521
Commands for testing conditional moment inequalities and equalities 0 0 1 30 0 0 4 94
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 0 0 7 164
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 0 6 130 1 2 15 422
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 0 1 11 538
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 1 4 32 312 10 19 104 806
Cross-Section Regression with Common Shocks 0 0 0 249 0 1 10 1,171
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 11 0 0 3 79
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 1 9 150
End-of-Sample Instability Tests 0 0 0 90 1 2 10 355
Estimation When a Parameter Is on a Boundary 0 0 0 3 0 1 7 662
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 34 0 2 20 205
Estimation of polynomial distributed lags and leads with end point constraints 0 0 1 35 0 0 2 172
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 53 1 1 7 288
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 1 6 377 1 3 20 945
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 2 78 0 2 5 309
Examples of L2-complete and boundedly-complete distributions 1 2 6 31 1 4 26 117
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 1 13 70 1,628
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 16 51 199 3,258
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 1 11 0 0 4 53
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 1 3 406
Generic Uniform Convergence 0 2 5 44 0 3 16 127
Generic results for establishing the asymptotic size of confidence sets and tests 0 0 0 0 3 5 12 14
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2 8 32 960 18 33 127 3,645
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 0 2 10 441
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 23 0 2 9 144
Hybrid and Size-Corrected Subsampling Methods 0 0 2 40 0 0 4 156
Hypothesis testing with a restricted parameter space 0 0 1 43 1 2 8 246
Identification‐ and singularity‐robust inference for moment condition models 0 0 1 1 0 0 3 6
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 0 5 10 548
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 1 25 0 2 5 104
Inference Based on Conditional Moment Inequalities 0 0 1 26 0 4 28 190
Inference based on many conditional moment inequalities 2 2 4 11 2 4 11 57
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 2 3 5 184 3 7 28 481
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 24 2 4 21 187
Inference in Nonlinear Econometric Models with Structural Change 0 0 1 8 1 2 5 39
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 26 0 1 3 141
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 7 91 0 2 23 219
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 0 0 0 58
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 25 0 0 3 122
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 1 42 0 1 7 227
Nonparametric Kernel Estimation for Semiparametric Models 0 2 4 89 2 4 11 199
Nonparametric inference based on conditional moment inequalities 0 0 0 10 0 0 2 94
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 0 0 65 0 4 11 199
On optimal inference in the linear IV model 0 0 0 4 0 1 4 18
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 4 26 873 10 29 148 2,709
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 1 8 318
Optimal changepoint tests for normal linear regression 2 2 4 258 4 7 16 709
Performance of conditional Wald tests in IV regression with weak instruments 1 1 1 51 1 4 6 190
Power in Econometric Applications 0 1 3 118 0 4 13 634
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 0 0 5 78
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 0 1 148 0 0 10 516
Stability Comparisons of Estimators 0 0 0 19 0 0 4 163
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 0 3 8 582
Testing with many weak instruments 0 0 0 90 0 1 1 199
Tests for Cointegration Breakdown Over a Short Time Period 0 0 0 100 0 1 7 245
Tests for Parameter Instability and Structural Change with Unknown Change Point 2 5 42 2,526 16 36 157 6,198
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 0 0 204 0 1 16 576
Tests of specification for parametric and semiparametric models 0 0 0 51 1 6 10 254
The Determinants of Econometric Society Fellows Elections 0 0 0 191 0 0 5 642
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 63 0 0 5 720
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 0 0 2 63
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 43 0 0 6 136
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 100 0 0 1 369
Total Journal Articles 18 48 272 10,534 134 368 1,697 46,126


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Empirical process methods in econometrics 1 2 7 596 2 7 27 1,654
Total Chapters 1 2 7 596 2 7 27 1,654


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 5 40 2 8 26 276
Total Software Items 0 2 5 40 2 8 26 276


Statistics updated 2021-10-04