Donald W. K. Andrews

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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