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 13 14 1,561
A Conditional Kolmogorov Test 0 0 0 457 4 7 10 2,134
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 6 9 11 82
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 3 7 9 176
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 1 684 6 7 10 1,842
A Note on Optimal Inference in the Linear IV Model 0 0 0 77 1 5 5 135
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 1 113 3 5 7 673
A Simple Counterexample to the Bootstrap 0 0 0 244 6 7 12 1,448
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 1 143 3 6 10 689
A Zero-One Result for the Least Squares Estimator 0 0 0 38 3 5 6 450
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 1 1 4 48
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 3 4 6 438
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 3 7 7 1,295
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 7 7 10 892
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 0 765 2 5 9 2,468
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 6 937 6 12 32 2,971
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 0 0 0 273 1 6 8 1,225
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 3 6 6 517
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 0 0 0 506 2 7 8 1,139
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 0 380 6 8 12 1,102
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 0 176 7 8 9 806
Asymptotic Results for Generalized Wald Tests 0 0 1 183 5 6 10 885
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 4 9 10 62
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 3 4 5 68
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 2 4 6 849
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 0 3 6 189
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 0 213 4 4 6 714
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 1 1 409 2 4 7 1,092
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 0 75 1 4 5 379
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 1 1 1 281
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 0 326 4 5 8 2,570
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 0 2 389 5 7 12 1,273
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 0 0 1 970 14 28 36 2,979
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 1 3 577 9 32 36 1,945
Cross-section Regression with Common Shocks 0 0 1 481 1 4 6 1,980
Cross-section Regression with Common Shocks 0 0 0 471 10 14 18 1,374
Empirical Process Methods in Econometrics 0 1 4 759 4 10 17 1,673
End-of-Sample Cointegration Breakdown Tests 0 0 0 92 3 5 9 342
End-of-Sample Cointegration Breakdown Tests 0 0 1 282 4 6 9 798
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 3 4 6 172
End-of-Sample Instability Tests 0 0 0 202 3 6 10 783
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 92 2 2 2 735
Estimation When a Parameter Is on a Boundary: Theory and Applications 0 0 0 624 5 11 14 1,877
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 3 6 124
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 4 9 14 258
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 0 123 4 6 8 685
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 0 115 5 6 7 596
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 0 0 317 7 12 14 1,322
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 0 64 3 7 9 195
First Order Autoregressive Processes and Strong Mixing 1 1 2 434 4 9 20 1,196
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 0 1 6 3,164 8 20 40 7,439
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 5 6 8 101
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 4 11 13 186
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 15 18 22 194
Generic Uniform Convergence 0 0 1 425 5 16 22 1,713
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 0 4 1,798 8 19 29 5,329
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2 3 7 51 9 15 29 288
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 105 3 4 6 408
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 147 6 7 8 735
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 190 4 4 6 658
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 164 2 2 4 603
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 1 5 5 387
Hypothesis Testing with a Restricted Parameter Space 0 0 2 191 5 7 11 948
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 3 5 9 127
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 2 7 15 16 43
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 0 5 11 13 36
Identification-Robust Subvector Inference 0 0 0 16 1 4 9 51
Inference Based on Conditional Moment Inequalities 0 0 1 15 1 3 6 113
Inference Based on Conditional Moment Inequalities 0 0 0 87 2 6 8 283
Inference Based on Conditional Moment Inequalities 0 0 1 3 14 15 20 72
Inference Based on Many Conditional Moment Inequalities 0 0 0 19 6 10 10 75
Inference Based on Many Conditional Moment Inequalities 0 0 0 33 6 7 9 57
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 2 228 6 8 17 562
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 6 9 13 517
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 17 0 1 1 103
Inference in Econometric Models with Structural Change 0 0 0 56 3 7 8 304
Inference in Econometric Models with Structural Change 0 0 0 415 1 2 4 1,189
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 43 5 7 9 127
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 14 7 8 9 66
Inference with Weak Instruments 0 0 3 197 4 8 14 651
Inference with Weak Instruments 0 0 1 424 4 11 14 1,059
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 0 130 2 5 9 570
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 1 2 629 2 6 18 1,504
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 4 11 12 1,417
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 13 16 18 134
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 4 7 7 78
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 105 2 3 4 503
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 2 5 5 57
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 33 5 10 10 124
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 4 4 7 7 83
On Optimal Inference in the Linear IV Model 0 0 2 85 2 6 16 265
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 0 267 2 5 10 861
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 1 1 2 1,144 4 5 13 4,015
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 73 2 5 6 591
Optimal Changepoint Tests for Normal Linear Regression 0 1 1 599 4 12 13 1,943
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 2 5 7 526
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 4 8 11 428
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 1 1 7 897 13 25 35 2,432
Power in Econometric Applications 0 0 0 216 5 5 6 899
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 0 176 3 5 5 1,042
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 72 2 2 2 576
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 177 1 2 4 751
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 0 87 0 3 4 397
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 35 4 7 8 259
Semiparametric Estimation of a Sample Selection Model 0 0 0 270 5 5 8 734
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 19 5 7 8 108
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 19 1 7 8 113
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 4 2 2 5 97
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 2 489 3 4 6 1,475
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 5 10 11 2,559
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 0 2 1,308 12 16 28 3,217
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 7 7 13 1,462
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 5 7 7 835
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 0 508 4 5 5 1,569
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 98 2 3 4 808
The Limit of Finite-Sample Size and a Problem with Subsampling 0 1 1 75 3 8 9 361
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 5 9 13 514
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 150 1 1 1 634
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 1 113 1 6 9 348
Total Working Papers 5 13 79 31,117 498 900 1,279 108,200

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 7 12 14 722
A Conditional Kolmogorov Test 0 0 0 2 5 13 17 1,089
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 18 10 17 22 142
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 1 62 5 7 10 412
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 3 3 7 244
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 3 8 14 753
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White 1 1 8 155 8 8 23 326
A Zero-One Result for the Least Squares Estimator 0 0 0 2 8 10 11 43
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 0 0 0 53 4 7 10 179
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 2 14 3 3 6 44
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 6 8 11 404
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 2 4 5 115
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 0 50 2 2 5 224
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 1 5 420 12 28 45 1,396
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 52 2 10 13 224
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 1 13 3 3 4 61
Applications of subsampling, hybrid, and size-correction methods 0 0 5 34 8 10 21 156
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 4 14 25 802
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 1 1 1 207 10 15 26 812
Asymptotic Results for Generalized Wald Tests 0 0 2 23 2 7 12 117
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 0 0 3 159 2 7 11 414
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 7 8 12 135
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 0 1 2 481 10 19 33 1,248
Asymptotics for stationary very nearly unit root processes 0 1 1 19 1 3 4 93
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 0 283 1 5 6 1,669
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 0 185 1 3 6 549
Commands for testing conditional moment inequalities and equalities 0 0 1 33 1 2 4 105
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 22 3 5 13 184
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 0 1 143 5 8 12 451
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 5 7 10 582
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 1 3 8 466 12 26 53 1,180
Cross-Section Regression with Common Shocks 0 0 1 253 5 16 21 1,212
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 12 5 8 12 96
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 3 5 164
End-of-Sample Instability Tests 0 0 0 90 2 7 14 388
Estimation When a Parameter Is on a Boundary 0 0 0 3 3 14 15 704
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 4 5 8 234
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 35 2 2 5 183
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 53 6 7 9 304
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 0 0 390 5 13 16 992
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 0 81 7 8 13 334
Examples of L2-complete and boundedly-complete distributions 0 0 0 38 3 6 7 144
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 4 15 36 1,800
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 74 88 125 3,732
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 5 5 7 65
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 3 4 5 416
Generic Uniform Convergence 2 3 4 61 9 17 22 184
Generic results for establishing the asymptotic size of confidence sets and tests 0 0 1 15 3 11 16 70
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 1 10 1,065 27 91 156 4,108
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 4 4 7 458
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 25 11 16 18 173
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 3 3 5 164
Hypothesis testing with a restricted parameter space 0 0 0 50 5 9 12 273
Identification‐ and singularity‐robust inference for moment condition models 0 0 0 1 6 7 12 21
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 2 16 21 590
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 5 6 9 120
Inference Based on Conditional Moment Inequalities 0 0 0 28 2 11 14 222
Inference based on many conditional moment inequalities 0 0 3 40 7 11 16 128
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 3 222 2 10 27 621
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 24 5 10 12 206
Inference in Nonlinear Econometric Models with Structural Change 0 0 0 16 7 12 17 70
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 26 4 14 16 165
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 2 2 5 112 3 15 27 301
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 5 6 9 68
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 29 0 1 8 148
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 42 6 7 13 245
Nonparametric Kernel Estimation for Semiparametric Models 0 0 1 101 1 7 10 234
Nonparametric inference based on conditional moment inequalities 0 0 2 18 2 5 10 128
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 1 1 2 71 4 6 17 231
On optimal inference in the linear IV model 0 0 0 4 3 6 10 35
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 0 2 10 918 12 45 71 2,936
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 79 8 11 15 340
Optimal changepoint tests for normal linear regression 0 0 0 266 6 10 14 750
Performance of conditional Wald tests in IV regression with weak instruments 0 1 2 65 5 8 10 225
Power in Econometric Applications 1 1 1 124 6 10 14 663
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 4 7 7 92
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 0 0 152 1 3 9 543
Stability Comparisons of Estimators 0 0 0 19 2 4 8 174
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 5 9 15 614
Testing with many weak instruments 0 0 3 96 1 4 11 222
Tests for Cointegration Breakdown Over a Short Time Period 0 0 1 104 2 3 6 269
Tests for Parameter Instability and Structural Change with Unknown Change Point 2 3 4 2,593 20 94 149 6,598
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 0 0 204 2 8 12 618
Tests of specification for parametric and semiparametric models 0 0 0 55 4 5 7 274
The Determinants of Econometric Society Fellows Elections 0 0 0 191 2 6 7 660
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 63 1 5 5 732
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 8 9 10 75
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 1 49 10 12 19 175
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 101 3 6 6 379
Total Journal Articles 12 22 97 11,376 511 1,043 1,642 50,945

Chapter File Downloads Abstract Views
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Empirical process methods in econometrics 0 1 4 625 2 10 20 1,745
Total Chapters 0 1 4 625 2 10 20 1,745

Software Item File Downloads Abstract Views
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CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models 1 2 5 52 4 6 16 333
Total Software Items 1 2 5 52 4 6 16 333

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