.
Andrews, Donald W. K.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 4,377
Total Citations 296
1.
Estimation and Inference with Weak, Semi-Strong, and Strong Identification
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Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Posted:
09 Oct 10
Last Revised:
02 Aug 11
940(10,200)
3
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Posted:
26 Jul 11
Last Revised:
02 Aug 11
194
3
Asymptotic size, Confidence set, Estimator, Identification, Nonlinear models, Strong identification, Test, Weak identification
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
746
3
Asymptotic size, Confidence set, Estimator, Identification, Nonlinear models, Strong identification, Test, Weak identification
2.
Andrews, Donald W. K. Yale University - Cowles Foundation
480(26,895)
21
Asymptotics, Common shocks, Dependence, Exchangeability, Factor model, Inconsistency, Regression
3.
Inference with Weak Instruments
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Stock, James H. Harvard University - Department of Economics
Andrews, Donald W. K. Yale University - Cowles Foundation
Posted:
11 Aug 05
Last Revised:
19 Oct 05
357(39,152)
33
Stock, James H. Harvard University - Department of Economics
Andrews, Donald W. K. Yale University - Cowles Foundation
28
33
Andrews, Donald W. K. Yale University - Cowles Foundation
Stock, James H. Harvard University - Department of Economics
329
33
Conditional likelihood ratio test, instrumental variables, many instrumental variables, power envelope, weak instruments
4.
Inference Based on Conditional Moment Inequalities
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Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
Posted:
17 Jun 10
Last Revised:
22 May 12
171(86,938)
5
Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
47
5
Asymptotic size, Asymptotic power, Conditional moment inequalities, Confidence set, Cramér-von Mises, Generalized moment selection, Kolmogorov-Smirnov, Moment inequalities
Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
Posted:
26 Jul 11
Last Revised:
02 Aug 11
11
5
Asymptotic size, Asymptotic power, Conditional moment inequalities, Confidence set, Cramer-von Mises, Generalized moment selection, Kolmogorov-Smirnov, Moment inequalities
Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
113
5
Asymptotic size, Asymptotic power, Conditional moment inequalities, Confidence set, Cramer-von Mises, Generalized moment selection, Kolmogorov-Smirnov, Moment inequalities
5.
Andrews, Donald W. K. Yale University - Cowles Foundation
Kim, Jae-Young SUNY - Albany
165(89,840)
20
Cointegration, Least Squares Estimator, Model
6.
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
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Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Posted:
17 Oct 11
Last Revised:
05 Nov 12
157(93,979)
1
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Posted:
12 Oct 12
Last Revised:
05 Nov 12
15
1
Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
142
1
Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification
7.
Andrews, Donald W. K. Yale University - Cowles Foundation
Soares, Gustavo Yale University - Department of Economics
Posted:
15 Oct 07
Last Revised:
21 Oct 07
149(98,527)
21
Asymptotic size, Asymptotic power, Confidence set, Exact size, Generalized moment selection, m out of n bootstrap, Subsampling, Moment inequalities, Moment selection, Test
8.
Andrews, Donald W. K. Yale University - Cowles Foundation
136(106,521)
8
Asymptotics, Block Bootstrap, Block Statistics, Edgeworth Expansion, Extremum Estimator, Generalized Method of Moments Estimator, Maximum Likelihood Estimator, t Statistic, Test of Over-identifying Restrictions
9.
Andrews, Donald W. K. Yale University - Cowles Foundation
131(109,958)
5
Asymptotics, Edgeworth Expansion, Gauss-Newton, k-step Bootstrap, Maximum Likelihood Estimator, Newton-Raphson, Parametric, t Statistic
10.
Andrews, Donald W. K. Yale University - Cowles Foundation
Soares, Gustavo Yale University - Department of Economics
130(110,625)
6
Asymptotically similar tests, Conditional likelihood ratio test, Instrumental variables regression, Lagrange multiplier test, Power of test, Rank tests, Thick-tailed distribution, Weak instruments
11.
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
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Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Posted:
28 Oct 11
Last Revised:
10 Feb 13
129(111,305)
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
17
asymptotic size, confidence set, generalized method of moments, GMM estimator, identification, nonlinear models, Test, Wald test, Weak identification
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
112
Asymptotic size, Confidence set, Generalized method of moments, GMM estimator, Identification, Nonlinear models, Test, Wald test, Weak identification
12.
Andrews, Donald W. K. Yale University - Cowles Foundation
122(116,445)
20
Instrumental Variable Estimator, Least Squares Estimator, Parameter Change, Structural Instability Test, Structural Change
13.
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
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Andrews, Donald W. K. Yale University - Cowles Foundation
Jia, Panle Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
01 Oct 08
Last Revised:
05 Aug 11
120(118,052)
6
Andrews, Donald W. K. Yale University - Cowles Foundation
Jia, Panle Massachusetts Institute of Technology (MIT) - Department of Economics
58
6
Asymptotic size, Asymptotic power, Bootstrap, Confidence set, Generalized moment selection, Moment inequalities, Partial identification, Refined moment selection, Test, Unidentified parameter
Andrews, Donald W. K. Yale University - Cowles Foundation
Jia, Panle Massachusetts Institute of Technology (MIT) - Department of Economics
Posted:
01 Oct 08
Last Revised:
05 Aug 11
62
6
Asymptotic size, Asymptotic power, Confidence set, Exact size, Generalized moment selection, Moment inequalities, Partial identification, Refined moment selection, Test
14.
Optimal Invariant Similar Tests for Instrumental Variables Regression
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Andrews, Donald W. K. Yale University - Cowles Foundation
Moreira, Marcelo J. Harvard University - Harvard Institute of Economic Research
Stock, James H. Harvard University - Department of Economics
Posted:
10 Aug 04
Last Revised:
23 Aug 04
120(118,052)
31
Andrews, Donald W. K. Yale University - Cowles Foundation
Moreira, Marcelo J. Harvard University - Harvard Institute of Economic Research
Stock, James H. Harvard University - Department of Economics
20
31
Andrews, Donald W. K. Yale University - Cowles Foundation
Moreira, Marcelo J. Harvard University - Harvard Institute of Economic Research
Stock, James H. Harvard University - Department of Economics
100
31
Instrumental variables regression, invariant tests, optimal tests, similar tests, weak instruments, weighted average power
15.
Andrews, Donald W. K. Yale University - Cowles Foundation
Cheng, Xu University of Pennsylvania - Department of Economics
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
114(122,893)
4
Asymptotically similar, Asymptotic size, Autoregressive model, Confidence interval, Nonlinear regression, Test, Weak instruments
16.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
85(150,538)
6
Asymptotic size, b < n bootstrap, Finite-sample size, Over-rejection, Size correction, Subsample confidence interval, Subsample test
17.
Andrews, Donald W. K. Yale University - Cowles Foundation
Lieberman, Offer Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
83(152,784)
3
ARAFIMA, Edgeworth Expansion, Long Memory, Whittle Estimator
18.
Andrews, Donald W. K. Yale University - Cowles Foundation
Lieberman, Offer Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
82(153,958)
6
Asymptotics, Confidence Intervals, Delta Method, Edgeworth Expansion, Gaussian Process, Long Memory, Maximum Likelihood Estimator, Parametric Bootstrap, t Statistic, Whittle Likelihood
19.
Andrews, Donald W. K. Yale University - Cowles Foundation
Marmer, Vadim affiliation not provided to SSRN
80(156,298)
9
Aligned ranks, Anderson-Rubin statistic, categorical covariates, exact size, normal scores, rank test, weak instruments, Wilcoxon scores
20.
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity
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Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Posted:
01 Apr 10
Last Revised:
17 Feb 12
69(170,691)
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
29
Asymptotic distribution, Autoregression, Conditional heteroskedasticity, Generalized least squares, Least squares
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
40
Asymptotic distribution, Autoregression, Conditional heteroskedasticity, Generalized least squares, Least squares
21.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
69(170,691)
21
Asymptotic size, Autoregressive model, b < n bootstrap, Finite-sample size, Hybrid test, Model selection, Over-rejection, Parameter near boundary, Size correction, Subsample confidence interval, Subsample test
22.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
59(185,330)
16
Asymptotic size, Finite-sample size, Hybrid test, Instrumental variable, Over-rejection, Parameter near boundary, Size correction, Subsampling confidence interval, Subsampling test, Weak instrument
23.
Andrews, Donald W. K. Yale University - Cowles Foundation
Posted:
14 May 11
Last Revised:
03 Jun 11
58(186,912)
Bivariate distribution, Bounded completeness, Canonical correlation, Completeness, Identification, Measurement error, Nonparametric instrumental variable regression
24.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
56(190,124)
5
Asymptotics, Least squares, Nearly nonstationary, Stationary initial condition, Unit root
25.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
52(196,945)
14
Asymptotic size, Confidence set, Exact size, m out of n bootstrap, Subsampling, Moment inequalities
26.
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
44(211,727)
Asymptotic distribution, Autoregression, Conditional heteroskedasticity, Generalized least squares, Least squares
27.
Andrews, Donald W. K. Yale University - Cowles Foundation
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
44(211,727)
25
Adaptive Estimator, Asymptotic Bias, Asymptotic Normality, Bias Reduction, Local Polynomial, Long Memory, Minimax Rate, Optimal Bandwidth, Whittle Likelihood
28.
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
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Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Posted:
01 Aug 11
Last Revised:
15 Dec 12
42(215,747)
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
13
asymptotically similar, asymptotic size, autoregressive model, conditional heteroskedasticity, confidence interval, hybrid test, subsampling test, unit root
Andrews, Donald W. K. Yale University - Cowles Foundation
Guggenberger, Patrik University of California, Los Angeles (UCLA) - Department of Economics
Posted:
01 Aug 11
Last Revised:
05 Aug 11
29
Asymptotically similar, Asymptotic size, Autoregressive model, Conditional heteroskedasticity, Confidence interval, Hybrid test, Subsampling test, Unit root
29.
Andrews, Donald W. K. Yale University - Cowles Foundation
Han, Sukjin Yale University - Department of Economics
Posted:
28 Jul 08
Last Revised:
16 Sep 08
42(215,747)
2
Bootstrap, Coverage probability, m out of n bootstrap, Moment inequality model, Partial identification, Subsampling
30.
Nonparametric Inference Based on Conditional Moment Inequalities
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Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
Posted:
19 Dec 11
Last Revised:
20 Feb 13
32(237,989)
5
Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
15
5
asymptotic size, kernel, local power, moment inequalities, nonparametric inference, partial identification
Andrews, Donald W. K. Yale University - Cowles Foundation
Shi, Xiaoxia UWisconsin - Madison
17
5
Asymptotic size, Kernel, Local power, Moment inequalities, Nonparametric inference, Partial identification
31.
Similar-on-The-Boundary Tests for Moment Inequalities Exist, but Have Poor Power
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Andrews, Donald W. K. Yale University - Cowles Foundation
Posted:
11 Aug 11
Last Revised:
06 Mar 12
32(237,989)
Andrews, Donald W. K. Yale University - Cowles Foundation
14
Moment inequality, One-sided test, Power, similar, Test
Andrews, Donald W. K. Yale University - Cowles Foundation
18
Moment inequality, One-sided test, Power, Similar, Test
32.
Andrews, Donald W. K. Yale University - Cowles Foundation
Fair, Ray C. Yale University - Cowles Foundation
27(251,842)
33.
Andrews, Donald W. K. Yale University - Cowles Foundation
34.
Andrews, Donald W. K. Yale University - Cowles Foundation
35.
Andrews, Donald W. K. Yale University - Cowles Foundation
Lu, Biao University of Michigan at Ann Arbor
36.
Andrews, Donald W. K. Yale University - Cowles Foundation
37.
Andrews, Donald W. K. Yale University - Cowles Foundation
Buchinsky, Moshe University of California, Los Angeles (UCLA) - Department of Economics
