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 0 330 0 1 4 1,516
A Conditional Kolmogorov Test 0 1 8 440 0 2 28 2,048
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 0 0 5 147
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 7 0 0 6 44
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 4 669 1 1 10 1,777
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 0 108 0 0 2 640
A Simple Counterexample to the Bootstrap 0 3 9 222 35 88 255 1,054
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 1 2 129 0 1 4 626
A Zero-One Result for the Least Squares Estimator 0 0 0 36 0 0 2 420
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 0 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 100 0 1 2 408
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 2 177 0 1 4 1,179
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 1 1 1 173 1 1 2 854
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 2 757 0 0 10 2,419
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 4 13 54 816 14 39 123 2,529
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 0 1 8 247 0 2 13 1,148
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 4 131 0 2 15 484
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 1 1 2 476 1 2 6 1,068
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 0 366 0 1 6 1,020
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 2 167 0 1 4 775
Asymptotic Results for Generalized Wald Tests 0 0 1 165 1 3 10 823
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 2 25 0 1 6 30
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 165 0 0 2 805
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 1 24 0 3 7 132
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 0 0 1 1 5
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 1 5 173 0 1 9 631
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 0 1 7 366 0 3 18 989
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 2 68 0 0 2 351
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 1 93 0 0 2 261
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 1 319 1 2 11 2,527
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 3 7 17 323 4 12 29 1,122
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 2 4 21 924 2 9 49 2,752
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 550 0 0 6 1,851
Cross-section Regression with Common Shocks 1 2 3 473 1 2 9 1,923
Cross-section Regression with Common Shocks 2 5 12 446 2 11 35 1,257
Empirical Process Methods in Econometrics 2 4 23 706 2 7 37 1,514
End-of-Sample Cointegration Breakdown Tests 0 1 5 267 1 4 18 680
End-of-Sample Cointegration Breakdown Tests 0 0 0 85 0 0 2 299
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 0 0 3 145
End-of-Sample Instability Tests 1 1 4 195 2 4 18 720
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 91 0 0 1 719
Estimation When a Parameter Is on a Boundary: Theory and Applications 1 6 16 565 3 11 38 1,722
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 1 3 17 0 1 7 86
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 76 0 0 6 200
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 0 0 2 120 0 0 3 652
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 1 110 0 0 4 566
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 1 1 5 298 2 2 9 1,235
Examples of L^2-Complete and Boundedly-Complete Distributions 0 2 3 54 0 2 10 144
First Order Autoregressive Processes and Strong Mixing 1 1 21 373 4 4 52 1,049
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 4 21 60 2,968 20 86 195 6,773
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 48 0 0 6 148
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 1 9 0 0 2 57
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 1 2 3 62 1 3 9 137
Generic Uniform Convergence 0 2 4 409 0 6 14 1,619
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 2 11 1,741 3 10 43 5,011
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 95 0 1 6 368
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 144 2 3 6 700
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 1 187 0 0 10 614
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 156 0 1 5 569
Hybrid and Size-Corrected Subsample Methods 0 0 3 112 0 0 8 365
Hypothesis Testing with a Restricted Parameter Space 0 0 1 182 1 1 10 873
Identification- and Singularity-Robust Inference for Moment Condition 0 0 4 48 1 4 16 78
Inference Based on Conditional Moment Inequalities 0 0 0 0 1 1 4 22
Inference Based on Conditional Moment Inequalities 0 2 2 12 0 4 8 74
Inference Based on Conditional Moment Inequalities 0 1 1 85 0 1 10 243
Inference Based on Many Conditional Moment Inequalities 0 0 0 28 0 0 6 17
Inference Based on Many Conditional Moment Inequalities 0 0 3 6 0 0 12 16
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 1 214 1 1 5 470
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 16 1 1 4 84
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 0 0 5 461
Inference in Econometric Models with Structural Change 0 0 2 54 0 0 2 270
Inference in Econometric Models with Structural Change 0 1 2 406 0 1 10 1,156
Inference with Weak Instruments 0 1 5 413 1 2 18 986
Inference with Weak Instruments 0 1 3 173 0 3 13 556
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 2 120 3 8 24 517
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 1 2 7 606 3 7 20 1,401
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 381 0 1 3 1,388
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 38 0 0 3 91
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 4 0 0 5 52
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 1 104 0 1 5 476
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 0 0 0 5 23
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 1 5 49
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 1 30 0 0 6 92
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 3 260 3 4 14 799
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 3 4 18 1,042 10 20 70 3,554
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 68 0 1 3 533
Optimal Changepoint Tests for Normal Linear Regression 0 3 9 582 0 6 23 1,840
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 134 0 1 7 482
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 76 0 0 3 384
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 2 26 835 3 12 64 2,171
Power in Econometric Applications 1 2 6 198 1 3 11 843
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 0 173 0 0 4 1,010
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 1 69 0 1 3 552
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 0 174 0 1 2 715
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 0 86 0 1 3 384
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 1 1 2 34 1 1 3 241
Semiparametric Estimation of a Sample Selection Model 0 0 0 268 0 2 3 697
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 8 0 0 4 52
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 17 0 1 4 68
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 3 0 0 1 80
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 1 481 0 2 17 1,402
Testing for Serial Correlation Against an ARMA(1,1) Process 1 2 6 403 2 9 19 2,463
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 5 21 1,225 2 11 49 2,928
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 2 225 1 3 12 1,420
Tests of Specification for Parametric and Semiparametric Models 0 0 2 259 0 1 11 798
The Block-block Bootstrap: Improved Asymptotic Refinements 0 1 2 495 0 4 13 1,500
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 1 97 0 0 8 784
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 3 92 0 1 7 490
The Limit of Finite-Sample Size and a Problem with Subsampling 0 1 2 71 0 1 5 333
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 1 3 150 0 1 7 619
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 1 109 0 0 4 312
Total Working Papers 32 115 487 29,126 138 460 1,782 98,575


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 1 2 119 0 3 8 661
A Conditional Kolmogorov Test 0 0 0 2 0 2 8 973
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 7 0 0 8 76
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 0 60 0 0 2 384
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 0 0 2 205
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 1 2 5 634
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White 0 7 18 78 1 12 34 165
A Zero-One Result for the Least Squares Estimator 1 1 1 2 1 1 1 20
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 1 2 3 45 3 5 9 124
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 3 4 366
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 1 12 0 1 6 76
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 1 1 2 48 1 1 5 198
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 0 0 5 346 1 4 23 1,094
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 44 0 2 5 175
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 0 10 0 0 0 43
Applications of subsampling, hybrid, and size-correction methods 1 2 3 24 1 3 8 93
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 0 5 16 627
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 1 181 0 1 6 677
Asymptotic Results for Generalized Wald Tests 0 0 5 11 0 0 8 67
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 1 4 7 111 1 7 22 299
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 1 14 0 0 4 64
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 3 8 28 325 4 10 45 802
Asymptotics for stationary very nearly unit root processes 0 1 1 16 0 1 2 69
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 0 273 0 0 5 1,607
Chi-square diagnostic tests for econometric models: Introduction and applications 1 2 3 155 1 3 9 463
Commands for testing conditional moment inequalities and equalities 0 2 12 12 0 3 27 27
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 20 0 1 1 147
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] 0 1 1 114 0 1 12 379
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 1 3 6 491
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 4 9 30 200 12 23 70 464
Cross-Section Regression with Common Shocks 0 1 2 243 1 3 8 1,110
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 10 0 0 1 63
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 25 0 0 3 120
End-of-Sample Instability Tests 0 2 3 85 4 11 15 295
Estimation When a Parameter Is on a Boundary 0 0 0 3 0 1 6 628
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 2 30 3 5 14 147
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 33 0 0 1 157
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 51 0 1 14 256
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 2 8 356 2 4 19 873
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 1 3 68 1 4 20 264
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 2 20 61 1,370
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 8 40 168 2,451
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 3 8 1 1 7 34
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 0 1 1 394
Generic Uniform Convergence 1 2 3 28 1 5 8 76
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 2 18 866 12 26 106 3,189
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 0 2 9 405
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 22 0 1 3 108
Hybrid and Size-Corrected Subsampling Methods 0 0 1 36 1 2 4 133
Hypothesis testing with a restricted parameter space 1 1 2 39 1 1 5 215
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 0 2 9 513
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 22 0 2 3 85
Inference Based on Conditional Moment Inequalities 0 2 3 21 1 5 11 117
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 1 5 171 0 4 32 395
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 1 23 1 2 4 121
Inference in Nonlinear Econometric Models with Structural Change 1 1 3 3 1 1 3 8
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 2 2 24 0 2 7 110
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 1 1 3 49 2 3 6 119
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 0 2 4 48
Maximum likelihood estimation and uniform inference with sporadic identification failure 0 0 0 22 1 1 8 102
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 2 36 1 1 7 196
Nonparametric Kernel Estimation for Semiparametric Models 1 2 3 63 2 4 8 144
Nonparametric inference based on conditional moment inequalities 0 0 0 7 0 2 6 62
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 2 6 59 0 2 9 152
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 10 40 766 8 34 117 2,127
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 0 78 0 1 3 289
Optimal changepoint tests for normal linear regression 0 1 7 229 0 3 11 629
Performance of conditional Wald tests in IV regression with weak instruments 1 1 4 49 1 1 7 160
Power in Econometric Applications 0 5 9 102 3 9 20 570
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 2 2 2 60
Semiparametric Estimation of the Intercept of a Sample Selection Model 1 4 8 142 1 4 12 474
Stability Comparisons of Estimators 0 0 0 17 0 0 1 142
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 0 1 3 551
Testing with many weak instruments 0 0 0 88 0 0 2 186
Tests for Cointegration Breakdown Over a Short Time Period 0 0 4 97 0 0 7 226
Tests for Parameter Instability and Structural Change with Unknown Change Point 2 10 57 2,419 6 39 174 5,607
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 2 7 200 0 4 19 524
Tests of specification for parametric and semiparametric models 0 0 1 50 0 1 9 226
The Determinants of Econometric Society Fellows Elections 0 0 2 187 0 1 5 611
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 1 1 1 62 1 3 5 707
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 1 2 3 54
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 0 41 2 2 5 115
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 1 98 0 3 4 348
Total Journal Articles 25 97 339 9,447 99 368 1,360 39,536


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 6 16 571 1 9 45 1,559
Total Chapters 1 6 16 571 1 9 45 1,559


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 5 20 2 9 57 139
Total Software Items 0 0 5 20 2 9 57 139


Statistics updated 2018-01-04