Person:174854

Available identifiers

zbMath Open andrews.donald-w-kWikidataQ1239686 ScholiaQ1239686MaRDI QIDQ174854

List of research outcomes

Publication	Date of Publication	Type
Misspecified moment inequality models: inference and diagnostics	2024-11-14	Paper
Generic results for establishing the asymptotic size of confidence sets and tests	2021-02-09	Paper
Identification‐ and singularity‐robust inference for moment condition models	2020-11-12	Paper
On optimal inference in the linear IV model	2020-01-08	Paper
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS	2017-09-15	Paper
Examples of \(L^2\)-complete and boundedly-complete distributions	2017-08-18	Paper
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity	2017-05-12	Paper
Maximum likelihood estimation and uniform inference with sporadic identification failure	2017-05-12	Paper
Inference based on many conditional moment inequalities	2017-01-13	Paper
Applications of subsampling, hybrid, and size-correction methods	2016-08-04	Paper
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators	2016-07-18	Paper
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments	2016-06-22	Paper
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments	2016-06-03	Paper
Performance of conditional Wald tests in IV regression with weak instruments	2016-05-09	Paper
Testing with many weak instruments	2016-05-04	Paper
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes	2016-04-25	Paper
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE	2014-09-05	Paper
Nonparametric inference based on conditional moment inequalities	2014-08-07	Paper
Estimation and Inference With Weak, Semi-Strong, and Strong Identification	2013-11-08	Paper
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure	2013-11-08	Paper
Inference Based on Conditional Moment Inequalities	2013-11-04	Paper
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS	2012-05-14	Paper
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP	2010-04-23	Paper
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection	2010-03-18	Paper
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities	2010-02-12	Paper
Hybrid and Size-Corrected Subsampling Methods	2009-11-13	Paper
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES	2009-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q3608194	2009-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q5447118	2008-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q5309193	2007-10-09	Paper
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression	2006-11-30	Paper
Cross-Section Regression with Common Shocks	2006-10-24	Paper
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter	2006-06-19	Paper
End-of-Sample Instability Tests	2006-06-19	Paper
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence	2006-06-19	Paper
Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators	2006-06-16	Paper
the Block-Block Bootstrap: Improved Asymptotic Refinements	2006-06-16	Paper
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES	2006-03-22	Paper
Evaluation of a three-step method for choosing the number of bootstrap repetitions	2003-11-25	Paper
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS	2003-05-18	Paper
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS	2003-05-18	Paper
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation	2002-05-28	Paper
Estimation When a Parameter is on a Boundary	2002-05-28	Paper
A Three-step Method for Choosing the Number of Bootstrap Repetitions	2002-05-28	Paper
Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space	2002-05-28	Paper
Testing When a Parameter is on the Boundary of the Maintained Hypothesis	2002-05-28	Paper
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models	2001-09-02	Paper
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation	2000-10-29	Paper
Hypothesis testing with a restricted parameter space	2000-10-18	Paper
A Conditional Kolmogorov Test	2000-01-11	Paper
Semiparametric Estimation of the Intercept of a Sample Selection Model	1998-11-10	Paper
A Stopping Rule for the Computation of Generalized Method of Moments Estimators	1998-06-22	Paper
Testing for Serial Correlation Against an ARMA(1, 1,) Process	1998-01-07	Paper
Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative	1996-09-01	Paper
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative	1996-08-21	Paper
Optimal changepoint tests for normal linear regression	1996-04-08	Paper
Nonlinear Econometric Models with Deterministically Trending Variables	1996-02-13	Paper
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative	1995-06-28	Paper
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests	1994-12-11	Paper
Tests for Parameter Instability and Structural Change With Unknown Change Point	1994-09-15	Paper
Tests of specification for parametric and semiparametric models	1994-04-26	Paper
Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity	1994-04-18	Paper
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models	1993-08-22	Paper
An introduction to econometric applications of empirical process theory for dependent random variables	1993-08-11	Paper
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator	1992-09-27	Paper
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991-05-01	Paper
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991-01-01	Paper
An empirical process central limit theorem for dependent non-identically distributed random variables	1991-01-01	Paper
Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors	1991-01-01	Paper
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models	1991-01-01	Paper
Power in Econometric Applications	1989-01-01	Paper
Inference in Nonlinear Econometric Models with Structural Change	1988-01-01	Paper
Chi-Square Diagnostic Tests for Econometric Models: Theory	1988-01-01	Paper
Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions	1987-01-01	Paper
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers	1987-01-01	Paper
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model	1986-01-01	Paper
Complete Consistency: A Testing Analogue of Estimator Consistency	1986-01-01	Paper
Stability Comparison of Estimators	1986-01-01	Paper
A simplified proof of a theorem on the difference of the moore–penrose inverses of two positive semi–difinte matrices	1986-01-01	Paper
A nearly independent, but non-strong mixing, triangular array	1985-01-01	Paper
Non-strong mixing autoregressive processes	1984-01-01	Paper

Research outcomes over time

This page was built for person: Donald W. K. Andrews