Donald W. K. Andrews

Yale University - Cowles Foundation

Box 208281

New Haven, CT 06520-8281

United States

SCHOLARLY PAPERS

5

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56

SSRN CITATIONS
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13

CROSSREF CITATIONS

17

Scholarly Papers (5)

Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification

Cowles Foundation Discussion Paper No. 2184, July 2019
Number of pages: 125 Posted: 09 Jul 2019
Donald W. K. Andrews and Soonwoo Kwon
Yale University - Cowles Foundation and Yale University, Department of Economics, Students
Downloads 26 (526,715)

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Asymptotics, Confidence set, Identification, Inference, Misspecification, Moment inequalities, Robust, Spurious precision, Test

Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification

Cowles Foundation Discussion Paper No. 2184R
Number of pages: 129 Posted: 12 Oct 2019
Donald W. K. Andrews and Soonwoo Kwon
Yale University - Cowles Foundation and Yale University, Department of Economics, Students
Downloads 10 (636,828)

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Asymptotics, Confidence set, Identification, Inference, Misspecification, Moment inequalities, Robust, Spurious precision, Test

2.

Asymptotics for Stationary Very Nearly Unit Root Processes

Journal of Time Series Analysis, Vol. 29, Issue 1, pp. 203-212, January 2008
Number of pages: 10 Posted: 11 Dec 2007
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and Pennsylvania State University, College of the Liberal Arts - Department of Economic
Downloads 14 (584,809)
Citation 1
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Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

Number of pages: 81 Posted: 10 Jul 2019
Donald W. K. Andrews and Panle Jia Barwick
Yale University - Cowles Foundation and Cornell University - Department of Economics
Downloads 3 (690,859)
Citation 3

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asymptotic size, asymptotic power, confidence set, exact size, generalized moment selection, moment inequalities, partial identification, refined moment selection, test

Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

Econometrica, Vol. 80, No. 6
Posted: 23 Jul 2019
Donald W. K. Andrews and Panle Jia Barwick
Yale University - Cowles Foundation and Cornell University - Department of Economics

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asymptotic size, asymptotic power, bootstrap, confidence set, generalized moment selection, moment inequalities, partial identification, refined moment selection, test, unidentified parameter

4.

Invalidity of the Bootstrap and The M Out Of N Bootstrap for Confidence Interval Endpoints Defined by Moment Inequalities

Econometrics Journal, Vol. 12, Issue s1, pp. S172-S199, January 2009
Number of pages: 28 Posted: 04 Jul 2009
Donald W. K. Andrews and Sukjin Han
Yale University - Cowles Foundation and University of Texas at Austin - Department of Economics
Downloads 2 (670,194)
Citation 2
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5.

Confidence Regions for Parameters in Discrete Games with Multiple Equilibria, with an Application to Discount Chain Store Location

Number of pages: 58 Posted: 10 Jul 2019
Donald W. K. Andrews, Steven Berry and Panle Jia Barwick
Yale University - Cowles Foundation, Yale University - Department of Economics and Cornell University - Department of Economics
Downloads 1 (682,203)
Citation 23

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