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 3 10 16 1,564
A Conditional Kolmogorov Test 0 0 0 457 1 8 11 2,135
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 37 4 9 12 180
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 0 12 5 12 16 87
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes 0 0 1 684 2 9 11 1,844
A Note on Optimal Inference in the Linear IV Model 0 0 0 77 1 5 6 136
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model 0 0 1 113 5 10 12 678
A Simple Counterexample to the Bootstrap 0 0 0 244 1 8 11 1,449
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 1 143 1 7 11 690
A Zero-One Result for the Least Squares Estimator 0 0 0 38 0 5 5 450
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 1 2 4 49
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 5 8 11 443
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 187 0 6 7 1,295
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative 0 0 0 175 0 7 10 892
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables 0 0 0 765 4 8 11 2,472
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 1 6 938 4 15 33 2,975
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables 0 0 0 273 2 7 10 1,227
Applications of Subsampling, Hybrid, and Size-Correction Methods 0 0 0 134 1 7 7 518
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series 1 1 1 507 1 6 9 1,140
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 0 0 380 1 8 12 1,103
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors 0 0 0 176 1 9 10 807
Asymptotic Results for Generalized Wald Tests 0 0 1 183 8 13 18 893
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models 0 0 0 27 1 7 11 63
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 29 1 2 7 190
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 2 0 4 5 68
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity 0 0 0 172 3 7 9 852
Asymptotics for Semiparametric Econometric Models: I. Estimation 0 0 0 213 1 5 6 715
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation 1 1 2 410 2 5 9 1,094
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples 0 0 0 75 3 6 8 382
Asymptotics for Stationary Very Nearly Unit Root Processes 0 0 0 97 1 2 2 282
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions 0 0 0 326 2 7 9 2,572
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers 0 0 2 389 2 8 13 1,275
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models 0 0 1 970 2 20 38 2,981
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 3 577 0 29 36 1,945
Cross-section Regression with Common Shocks 0 0 0 471 1 12 19 1,375
Cross-section Regression with Common Shocks 0 0 1 481 3 6 8 1,983
Empirical Process Methods in Econometrics 0 1 4 759 2 11 18 1,675
End-of-Sample Cointegration Breakdown Tests 0 0 1 282 3 8 12 801
End-of-Sample Cointegration Breakdown Tests 0 0 0 92 1 5 9 343
End-of-Sample Conintegratio Breakdown Tests 0 0 0 0 3 7 8 175
End-of-Sample Instability Tests 0 0 0 202 2 7 11 785
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics 0 0 0 92 2 4 4 737
Estimation When a Parameter Is on a Boundary: Theory and Applications 0 0 0 624 1 10 15 1,878
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 1 82 1 6 14 259
Estimation and Inference with Weak, Semi-strong, and Strong Identification 0 0 0 20 1 3 7 125
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints 1 1 1 124 3 9 11 688
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments 0 0 0 115 0 5 6 596
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models 0 0 0 317 1 12 15 1,323
Examples of L^2-Complete and Boundedly-Complete Distributions 0 0 0 64 1 7 10 196
First Order Autoregressive Processes and Strong Mixing 0 1 2 434 1 7 21 1,197
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 0 1 6 3,164 4 16 44 7,443
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 49 0 7 13 186
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure 0 0 0 10 2 8 10 103
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests 0 0 0 72 5 21 26 199
Generic Uniform Convergence 1 1 2 426 6 19 27 1,719
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1 1 4 1,799 6 22 32 5,335
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 3 5 51 3 15 30 291
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 1 147 2 8 10 737
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators 0 0 0 105 0 4 5 408
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes 0 0 0 190 1 5 7 659
Higher-order Improvements of the Parametric Bootstrap for Markov Processes 0 0 0 164 4 6 7 607
Hybrid and Size-Corrected Subsample Methods 0 0 0 113 0 4 5 387
Hypothesis Testing with a Restricted Parameter Space 0 0 2 191 2 8 13 950
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 0 0 11 13 36
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 58 1 5 9 128
Identification- and Singularity-Robust Inference for Moment Condition 0 0 0 2 6 17 22 49
Identification-Robust Subvector Inference 0 0 0 16 0 2 8 51
Inference Based on Conditional Moment Inequalities 0 0 1 15 1 4 7 114
Inference Based on Conditional Moment Inequalities 0 0 0 87 1 4 9 284
Inference Based on Conditional Moment Inequalities 1 1 2 4 6 21 26 78
Inference Based on Many Conditional Moment Inequalities 0 0 0 33 2 9 11 59
Inference Based on Many Conditional Moment Inequalities 0 0 0 19 0 8 10 75
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 2 228 1 8 18 563
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 17 1 2 2 104
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 179 3 10 16 520
Inference in Econometric Models with Structural Change 0 0 0 56 1 7 9 305
Inference in Econometric Models with Structural Change 0 0 0 415 1 3 5 1,190
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 43 1 7 10 128
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification 0 0 0 14 2 9 10 68
Inference with Weak Instruments 0 0 3 197 1 9 15 652
Inference with Weak Instruments 0 0 1 424 9 17 23 1,068
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities 0 0 0 130 1 6 9 571
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 0 2 629 1 6 17 1,505
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 1 10 13 1,418
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 1 41 3 17 21 137
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure 0 0 0 6 0 6 7 78
Nonlinear Econometric Models with Deterministically Trending Variables 0 0 0 105 0 2 4 503
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 4 2 8 9 85
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 33 1 8 11 125
Nonparametric Inference Based on Conditional Moment Inequalities 0 0 0 1 0 3 5 57
On Optimal Inference in the Linear IV Model 0 0 2 85 0 4 15 265
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals 0 0 0 267 1 5 11 862
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests 0 1 2 1,144 1 5 13 4,016
On the Performance of Least Squares in Linear Regression with Undefined Error Means 0 0 0 73 1 5 7 592
Optimal Changepoint Tests for Normal Linear Regression 0 1 1 599 0 8 13 1,943
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 4 7 526
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 3 10 14 431
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative 0 1 6 897 1 16 34 2,433
Power in Econometric Applications 0 0 0 216 1 6 7 900
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications 0 0 0 176 0 5 5 1,042
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory 0 0 0 72 1 3 3 577
Rank Tests for Instrumental Variables Regression with Weak Instruments 0 0 1 177 0 2 4 751
Robust Estimation of Location in a Gaussian Parametric Model: II 0 0 0 87 1 3 5 398
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model 0 0 0 35 0 7 8 259
Semiparametric Estimation of a Sample Selection Model 0 0 0 270 1 6 9 735
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 19 1 7 9 109
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power 0 0 0 19 0 5 8 113
Stability Comparisons of Estimators (5/1985 and 11/1985) 0 0 0 4 3 5 8 100
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 2 489 1 4 7 1,476
Testing for Serial Correlation Against an ARMA(1,1) Process 0 0 0 413 2 7 12 2,561
Tests for Parameter Instability and Structural Change with Unknown Change Point 1 1 3 1,309 5 21 33 3,222
Tests of Seasonal and Non-Seasonal Serial Correlation 0 0 0 227 0 7 12 1,462
Tests of Specification for Parametric and Semiparametric Models 0 0 0 263 0 6 7 835
The Block-block Bootstrap: Improved Asymptotic Refinements 0 0 0 508 1 6 6 1,570
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 98 3 6 7 811
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 1 75 0 5 9 361
The Limit of Finite-Sample Size and a Problem with Subsampling 0 0 0 93 1 10 14 515
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series 0 0 0 150 0 1 1 634
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities 0 0 0 113 2 6 9 350
Total Working Papers 8 17 81 31,125 206 947 1,439 108,406

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 3 13 17 725
A Conditional Kolmogorov Test 0 0 0 2 2 10 19 1,091
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter 0 0 1 18 3 19 25 145
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model 0 0 1 62 1 8 11 413
A Stopping Rule for the Computation of Generalized Method of Moments Estimators 0 0 0 0 1 4 8 245
A Three-Step Method for Choosing the Number of Bootstrap Repetitions 0 0 0 1 2 7 15 755
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White 0 1 7 155 0 8 18 326
A Zero-One Result for the Least Squares Estimator 0 0 0 2 0 9 10 43
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP 1 1 1 54 2 9 11 181
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS 0 0 2 14 1 4 7 45
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 4 12 15 408
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality 0 0 0 17 5 9 10 120
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative 0 0 0 50 1 3 4 225
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1 1 6 421 3 24 46 1,399
An empirical process central limit theorem for dependent non-identically distributed random variables 0 0 0 52 1 8 13 225
An estimation of the aggregate educational production function for public schools in Louisiana 0 0 1 13 1 4 5 62
Applications of subsampling, hybrid, and size-correction methods 0 0 3 34 3 13 21 159
Approximately Median-Unbiased Estimation of Autoregressive Models 0 0 0 0 1 10 24 803
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models 0 1 1 207 2 13 27 814
Asymptotic Results for Generalized Wald Tests 0 0 2 23 2 7 14 119
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors 0 0 3 159 0 6 11 414
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity 0 0 0 23 0 7 12 135
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity 1 2 3 482 3 17 35 1,251
Asymptotics for stationary very nearly unit root processes 1 1 2 20 1 3 5 94
Chi-Square Diagnostic Tests for Econometric Models: Theory 0 0 0 283 4 5 10 1,673
Chi-square diagnostic tests for econometric models: Introduction and applications 0 0 0 185 1 3 7 550
Commands for testing conditional moment inequalities and equalities 0 0 0 33 1 3 4 106
Complete Consistency: A Testing Analogue of Estimator Consistency 0 0 0 22 1 5 12 185
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 2 8 13 453
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation 0 0 0 4 8 14 18 590
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 1 2 9 467 4 21 56 1,184
Cross-Section Regression with Common Shocks 0 0 0 253 1 9 20 1,213
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS 0 0 0 12 1 8 13 97
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 0 0 0 26 0 2 5 164
End-of-Sample Instability Tests 0 0 0 90 0 4 12 388
Estimation When a Parameter Is on a Boundary 0 0 0 3 2 7 17 706
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification 0 0 0 38 3 7 11 237
Estimation of polynomial distributed lags and leads with end point constraints 0 0 0 35 1 3 6 184
Evaluation of a three-step method for choosing the number of bootstrap repetitions 0 0 0 53 0 6 9 304
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 0 0 0 390 2 7 18 994
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments 0 0 0 81 0 7 13 334
Examples of L2-complete and boundedly-complete distributions 0 0 0 38 1 6 8 145
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 46 128 168 3,778
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 0 3 13 38 1,803
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE 0 0 0 11 1 6 8 66
Generalized Method of Moments Estimation When a Parameter Is on a Boundary 0 0 0 0 3 7 7 419
Generic Uniform Convergence 0 2 4 61 3 15 25 187
Generic results for establishing the asymptotic size of confidence sets and tests 0 0 1 15 4 9 20 74
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 0 1 9 1,065 10 59 162 4,118
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators 0 0 0 77 6 10 12 464
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes 0 0 0 25 7 21 25 180
Hybrid and Size-Corrected Subsampling Methods 0 0 0 41 1 4 5 165
Hypothesis testing with a restricted parameter space 0 0 0 50 3 12 15 276
Identification‐ and singularity‐robust inference for moment condition models 0 0 0 1 0 7 12 21
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space 0 0 0 0 2 10 23 592
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators 0 0 0 27 0 5 9 120
Inference Based on Conditional Moment Inequalities 0 0 0 28 1 5 14 223
Inference based on many conditional moment inequalities 0 0 3 40 1 10 17 129
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection 0 0 3 222 1 6 27 622
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure 0 0 0 24 2 9 14 208
Inference in Nonlinear Econometric Models with Structural Change 0 0 0 16 3 13 20 73
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities 0 0 0 26 4 13 19 169
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables 0 2 3 112 0 6 25 301
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions 0 0 0 14 2 8 11 70
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 1 1 1 43 2 8 14 247
Nonparametric Kernel Estimation for Semiparametric Models 1 1 2 102 2 7 11 236
Nonparametric inference based on conditional moment inequalities 0 0 2 18 3 7 13 131
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS 0 1 2 71 4 9 17 235
On optimal inference in the linear IV model 0 0 0 4 2 7 10 37
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative 1 3 10 919 12 42 80 2,948
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression 0 0 1 79 1 11 16 341
Optimal changepoint tests for normal linear regression 0 0 0 266 1 8 15 751
Performance of conditional Wald tests in IV regression with weak instruments 0 0 1 65 2 8 11 227
Power in Econometric Applications 0 1 1 124 2 11 16 665
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS 0 0 0 9 0 6 7 92
Semiparametric Estimation of the Intercept of a Sample Selection Model 0 0 0 152 1 3 9 544
Stability Comparisons of Estimators 0 0 0 19 2 5 10 176
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis 0 0 0 1 1 8 15 615
Testing with many weak instruments 0 0 3 96 3 6 14 225
Tests for Cointegration Breakdown Over a Short Time Period 0 0 0 104 1 3 6 270
Tests for Parameter Instability and Structural Change with Unknown Change Point 0 3 4 2,593 4 53 151 6,602
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 0 0 0 204 1 9 12 619
Tests of specification for parametric and semiparametric models 0 0 0 55 2 6 7 276
The Determinants of Econometric Society Fellows Elections 0 0 0 191 1 5 7 661
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests 0 0 0 63 1 5 6 733
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES 0 0 0 4 1 10 11 76
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES 0 0 1 49 15 25 32 190
the Block-Block Bootstrap: Improved Asymptotic Refinements 0 0 0 101 0 5 6 379
Total Journal Articles 8 24 94 11,384 241 996 1,815 51,186

Chapter File Downloads Abstract Views
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Empirical process methods in econometrics 1 1 4 626 3 9 22 1,748
Total Chapters 1 1 4 626 3 9 22 1,748

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CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models 0 2 5 52 1 7 17 334
Total Software Items 0 2 5 52 1 7 17 334

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