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 0 0 1 1,544
A Conditional Kolmogorov Test 0 1 2 457 0 2 6 2,117
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 10 0 0 0 67
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 0 0 162
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 1 681 0 0 2 1,825
A Note on Optimal Inference in the Linear IV Model 1 1 1 76 1 2 2 127
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 0 112 0 0 0 662
A Simple Counterexample to the Bootstrap 1 1 2 244 1 2 6 1,432
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 1 2 3 141 2 4 7 675
A Zero-One Result for the Least Squares Estimator 0 0 1 38 0 0 2 439
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 0 0 0 42
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 0 0 430
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 187 0 0 4 1,286
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 0 0 0 878
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 1 1 1 763 1 2 4 2,451
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 1 14 923 2 5 39 2,904
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 3 3 6 267 4 5 9 1,202
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 0 0 1 508
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 1 2 503 1 2 5 1,124
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 0 379 0 2 5 1,082
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 1 175 0 0 1 792
Asymptotic Results for Generalized Wald Tests 0 1 4 181 0 1 5 871
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 0 0 1 50
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 28 0 0 2 179
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 0 0 2 59
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 0 1 3 840
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 2 212 0 0 2 704
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 2 6 402 1 3 9 1,073
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 0 75 0 1 1 371
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 0 0 0 279
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 0 326 0 1 2 2,558
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 3 13 385 0 4 22 1,254
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 0 0 1 967 0 3 16 2,931
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 4 571 0 0 7 1,901
Cross-section Regression with Common Shocks 0 0 0 471 0 1 3 1,353
Cross-section Regression with Common Shocks 0 0 1 478 0 0 3 1,969
Empirical Process Methods in Econometrics 0 0 4 750 0 1 14 1,640
End-of-Sample Cointegration Breakdown Tests 0 0 0 92 0 1 2 325
End-of-Sample Cointegration Breakdown Tests 0 1 2 281 1 3 8 784
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 0 0 162
End-of-Sample Instability Tests 0 0 0 199 0 0 2 764
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 92 0 0 0 731
Estimation When a Parameter Is on a Boundary: Theory and Applications 1 1 7 622 1 3 12 1,855
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 2 80 0 0 4 238
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 0 0 3 115
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 0 123 0 1 1 673
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 0 114 0 0 0 586
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 1 3 315 0 1 9 1,299
Examples of L^2-Complete and Boundedly-Complete Distributions 0 1 2 64 0 1 5 181
First Order Autoregressive Processes and Strong Mixing 0 2 8 422 0 3 13 1,158
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 0 2 8 3,141 5 11 40 7,364
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 1 4 169
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 1 1 3 90
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 1 1 1 71 2 2 2 167
Generic Uniform Convergence 1 1 5 423 2 3 10 1,686
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 1 6 38 3 7 21 238
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 1 12 1,789 2 6 34 5,280
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 105 0 0 1 399
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 146 0 0 2 725
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 1 1 190 0 1 3 649
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 163 0 1 2 595
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 0 0 1 379
Hypothesis Testing with a Restricted Parameter Space 0 0 1 188 0 0 2 933
Identification- and Singularity-Robust Inference for Moment Condition 1 1 1 57 1 2 4 114
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 0 0 1 3 20
Identification- and Singularity-Robust Inference for Moment Condition 1 1 1 2 1 1 3 24
Identification-Robust Subvector Inference 0 0 1 14 1 1 5 31
Inference Based on Conditional Moment Inequalities 0 0 0 14 0 0 0 103
Inference Based on Conditional Moment Inequalities 0 0 1 2 0 0 2 49
Inference Based on Conditional Moment Inequalities 0 0 1 87 0 1 3 273
Inference Based on Many Conditional Moment Inequalities 0 0 0 31 0 0 0 44
Inference Based on Many Conditional Moment Inequalities 0 0 0 15 0 0 0 59
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 1 1 3 222 1 1 12 530
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 2 2 502
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 17 0 1 1 98
Inference in Econometric Models with Structural Change 0 0 1 415 0 0 1 1,181
Inference in Econometric Models with Structural Change 0 0 0 56 0 1 2 294
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 43 2 3 7 116
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 1 14 1 1 7 54
Inference with Weak Instruments 0 1 10 193 1 3 8 629
Inference with Weak Instruments 0 0 2 423 0 1 5 1,037
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 1 129 0 0 4 555
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 0 624 1 1 1 1,476
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 0 0 1 1,402
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 40 0 0 0 112
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 5 0 0 2 68
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 105 0 0 2 495
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 1 4 2 2 3 73
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 0 0 49
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 33 0 0 2 112
On Optimal Inference in the Linear IV Model 0 0 0 80 1 3 3 239
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 0 267 0 2 4 847
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 0 0 3 1,141 2 2 18 3,997
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 72 0 1 1 580
Optimal Changepoint Tests for Normal Linear Regression 0 0 1 596 1 1 8 1,923
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 137 0 0 2 515
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 80 0 0 1 415
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 1 6 883 0 3 20 2,376
Power in Econometric Applications 0 0 2 214 0 0 2 885
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 0 176 0 0 1 1,035
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 72 0 0 2 572
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 0 176 0 0 3 742
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 0 86 0 0 1 390
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 35 0 0 1 250
Semiparametric Estimation of a Sample Selection Model 0 0 0 270 2 2 3 724
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 1 16 1 2 6 97
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 1 18 0 0 1 93
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 4 0 0 0 89
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 487 2 2 5 1,463
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 1 411 0 1 2 2,539
Tests for Parameter Instability and Structural Change with Unknown Change Point 1 3 7 1,303 5 9 16 3,177
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 0 1 1 1,446
Tests of Specification for Parametric and Semiparametric Models 0 0 1 263 1 2 3 826
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 2 508 0 0 2 1,558
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 98 0 0 0 801
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 74 0 0 1 350
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 0 0 0 499
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 150 0 0 1 631
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 1 1 1 112 1 1 1 334
Total Working Papers 16 39 182 30,892 57 142 559 106,219


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 5 705
A Conditional Kolmogorov Test 0 0 0 2 0 4 7 1,058
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 14 0 0 2 113
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 0 400
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 0 0 1 235
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 1 3 11 731
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White 0 0 1 137 0 0 5 284
A Zero-One Result for the Least Squares Estimator 0 0 0 2 0 0 0 30
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 3 53 0 1 9 163
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 1 1 10 0 1 3 33
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 81 0 1 3 391
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 15 0 1 2 106
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 0 49 0 0 2 217
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 4 409 0 2 17 1,324
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 52 0 0 0 207
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 12 0 0 0 56
Applications of subsampling, hybrid, and size-correction methods 0 0 1 27 0 0 2 119
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 0 2 10 759
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 0 202 1 5 7 774
Asymptotic Results for Generalized Wald Tests 0 1 5 19 0 1 6 98
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 0 2 6 151 0 2 7 392
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 3 23 0 0 5 112
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 1 3 15 469 1 9 38 1,191
Asymptotics for stationary very nearly unit root processes 0 0 0 18 0 0 0 85
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 1 282 0 0 3 1,657
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 1 182 0 1 2 536
Commands for testing conditional moment inequalities and equalities 0 0 0 32 0 0 1 97
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 2 2 2 167
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 1 2 140 0 1 2 435
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 1 4 10 563
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 3 9 56 438 7 23 118 1,065
Cross-Section Regression with Common Shocks 0 0 1 251 0 2 7 1,183
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 12 0 0 0 82
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 0 1 154
End-of-Sample Instability Tests 0 0 0 90 1 1 5 366
Estimation When a Parameter Is on a Boundary 0 0 0 3 1 5 13 681
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 1 37 0 0 4 217
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 35 0 1 1 174
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 53 0 0 1 293
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 0 1 385 0 0 6 965
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 1 80 0 0 1 314
Examples of L2-complete and boundedly-complete distributions 0 0 1 37 0 0 2 128
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 8 11 39 1,722
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 15 22 94 3,523
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 0 0 0 55
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 0 0 411
Generic Uniform Convergence 0 2 4 51 0 2 9 145
Generic results for establishing the asymptotic size of confidence sets and tests 1 2 4 7 3 8 13 34
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 6 36 1,028 7 24 104 3,854
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 1 1 2 447
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 24 0 0 0 151
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 0 0 0 158
Hypothesis testing with a restricted parameter space 0 0 2 50 0 0 3 259
Identification‐ and singularity‐robust inference for moment condition models 0 0 0 1 0 0 0 7
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 0 0 6 561
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 1 26 0 0 1 107
Inference Based on Conditional Moment Inequalities 1 1 1 28 1 2 7 204
Inference based on many conditional moment inequalities 1 1 3 27 1 1 9 90
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 1 2 15 204 4 5 41 551
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 24 0 0 0 191
Inference in Nonlinear Econometric Models with Structural Change 0 0 2 16 0 0 2 50
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 26 0 0 1 145
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 1 3 101 3 4 10 249
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 1 27 2 2 8 133
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 42 0 0 0 229
Nonparametric Kernel Estimation for Semiparametric Models 2 3 5 98 2 4 11 218
Nonparametric inference based on conditional moment inequalities 0 0 0 10 1 1 4 103
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 1 1 2 68 1 2 5 209
On optimal inference in the linear IV model 0 0 0 4 0 0 0 21
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 3 8 893 4 13 43 2,815
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 0 3 323
Optimal changepoint tests for normal linear regression 0 0 1 265 1 2 4 729
Performance of conditional Wald tests in IV regression with weak instruments 0 2 3 60 0 4 7 209
Power in Econometric Applications 0 0 0 120 0 0 1 644
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 1 1 3 81
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 1 3 151 1 3 9 530
Stability Comparisons of Estimators 0 0 0 19 0 0 1 164
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 1 7 596
Testing with many weak instruments 0 1 1 91 0 1 4 205
Tests for Cointegration Breakdown Over a Short Time Period 0 0 1 101 0 1 5 254
Tests for Parameter Instability and Structural Change with Unknown Change Point 2 5 17 2,573 6 18 73 6,388
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 0 0 204 0 2 9 600
Tests of specification for parametric and semiparametric models 0 0 2 55 1 1 3 264
The Determinants of Econometric Society Fellows Elections 0 0 0 191 1 3 3 649
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 63 0 0 1 722
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 0 0 0 63
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 1 1 2 47 3 3 7 151
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 1 101 0 0 1 370
Total Journal Articles 15 49 223 11,067 83 215 874 48,302


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 3 9 612 1 5 21 1,700
Total Chapters 1 3 9 612 1 5 21 1,700


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 4 46 2 7 17 312
Total Software Items 0 2 4 46 2 7 17 312


Statistics updated 2023-12-04