Donald Andrews
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Canadian economist
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Economics
Why Is Donald Andrews Influential?
(Suggest an Edit or Addition)According to Wikipedia, Donald Wilfrid Kao Andrews is a Canadian economist. He is the Tjalling Koopmans Professor of Economics at the Cowles Foundation, Yale University. Born in Vancouver, he received his B.A. in 1977 at the University of British Columbia, his M.A. in 1980 in statistics at the University of California, Berkeley, and his Ph.D. in economics in 1982 also from the University of California, Berkeley.
Donald Andrews's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992) (6821)
- Tests for Parameter Instability and Structural Change with Unknown Change Point (1993) (4322)
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991) (3992)
- Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative (1992) (2553)
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992) (1172)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001) (704)
- Identification and Inference for Econometric Models (2005) (644)
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (1993) (515)
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (2007) (512)
- Approximately Median-Unbiased Estimation of Autoregressive Models (1994) (481)
- Testing When a Parameter Is on the Boundary of the Maintained Hypothesis (2001) (422)
- Empirical Process Methods in Econometrics (1993) (412)
- Cross-Section Regression with Common Shocks (2003) (362)
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models (1991) (362)
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space (2000) (348)
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation (1999) (329)
- Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression (2006) (322)
- Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity (1994) (322)
- Optimal changepoint tests for normal linear regression (1996) (303)
- A Three-Step Method for Choosing the Number of Bootstrap Repetitions (2000) (300)
- Non-strong mixing autoregressive processes (1984) (298)
- Inference with Weak Instruments (2005) (296)
- Generic Uniform Convergence (1992) (290)
- Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables (1988) (285)
- A Conditional Kolmogorov Test (1997) (259)
- Inference Based on Conditional Moment Inequalities (2010) (255)
- CONSISTENCY IN NONLINEAR ECONOMETRIC MODELS: A GENERIC UNIFORM LAW OF LARGE NUMBERS (1987) (243)
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (2007) (242)
- Nonparametric Kernel Estimation for Semiparametric Models (1995) (228)
- Inference in Nonlinear Econometric Models with Structural Change (1988) (224)
- Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure (2008) (222)
- Estimation When a Parameter Is on a Boundary: Theory and Applications (1997) (214)
- Semiparametric Estimation of the Intercept of a Sample Selection Model (1998) (210)
- Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators (2002) (193)
- Estimation and Inference with Weak, Semi-Strong, and Strong Identification (2010) (185)
- Chi-Square Diagnostic Tests for Econometric Models: Introduction and Applications (1988) (184)
- A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER (2003) (180)
- End-of-Sample Instability Tests (2002) (166)
- Chi-Square Diagnostic Tests for Econometric Models: Theory (1988) (162)
- Confidence Regions for Parameters in Discrete Games with Multiple Equilibria, with an Application to Discount Chain Store Location (2004) (159)
- Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors (1991) (149)
- Asymptotic Results for Generalized Wald Tests (1987) (146)
- Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence (2002) (143)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP (2009) (141)
- An introduction to functional central limit theorems for dependent stochastic processes (1994) (133)
- Hybrid and Size-Corrected Subsampling Methods (2007) (116)
- Examples of L2-Complete and Boundedly-Complete Distributions (2011) (113)
- Performance of Conditional Wald Tests in IV Regression with Weak Instruments (2007) (110)
- Inference Based on Many Conditional Moment Inequalities (2010) (99)
- Tests of specification for parametric and semiparametric models (1993) (96)
- Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative (1995) (90)
- Testing for Serial Correlation against an ARMA(1,1) Process (1996) (83)
- Evaluation of a three-step method for choosing the number of bootstrap repetitions (2001) (76)
- POWER IN ECONOMETRIC APPLICATIONS (1989) (76)
- Optimal Invariant Similar Tests for Instrumental Variables Regression (2004) (75)
- The Block-Block Bootstrap: Improved Asymptotic Refinements (2002) (71)
- Nonparametric Inference Based on Conditional Moment Inequalities (2011) (70)
- Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality (1990) (69)
- Testing with many weak instruments (2007) (63)
- Tests for Cointegration Breakdown Over a Short Time Period (2006) (60)
- An empirical process central limit theorem for dependent non-identically distributed random variables (1989) (59)
- Nonlinear Econometric Models with Deterministically Trending Variables (1995) (59)
- Hypothesis testing with a restricted parameter space (1998) (58)
- Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests (2011) (56)
- Inference in Econometric Models with Structural Change (1987) (50)
- Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure (2011) (49)
- An introduction to econometric applications of empirical process theory for dependent random variables (1993) (48)
- Applications of Subsampling, Hybrid, and Size-Correction Methods (2006) (48)
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (2008) (45)
- Higher-Order Improvements of the Parametric Bootstrap for Long-Memory Gaussian Processes (2003) (43)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (2011) (43)
- ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS (2002) (43)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (2009) (40)
- A Stopping Rule for the Computation of Generalized Method of Moments Estimators (1997) (37)
- Semiparametric Estimation of a Sample Selection Model (1996) (34)
- The Limit of Finite-Sample Size and a Problem With Subsampling (2006) (34)
- The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests (1994) (34)
- Identification- and Singularity-Robust Inference for Moment Condition Models (2015) (32)
- Invalidity of the Bootstrap and The M Out Of N Bootstrap for Confidence Interval Endpoints Defined by Moment Inequalities (2009) (32)
- Asymptotics for Semiparametric Econometric Models: I. Estimation (1990) (31)
- Admissibility of the lidelihood ratio test when the parameter space is restricted under the alternative (1996) (29)
- Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments (2005) (29)
- Higher-Order Improvements of the Parametric Bootstrap for Markov Processes (2001) (26)
- EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS (2002) (26)
- A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model (1986) (26)
- Hybrid and Size-Corrected Subsample Methods (2007) (26)
- Similar-on-The-Boundary Tests for Moment Inequalities Exist, But Have Poor Power (2011) (26)
- Asymptotics for stationary very nearly unit root processes (2006) (25)
- End-of-Sample Cointegration Breakdown Tests (2003) (25)
- Generalized Method of Moments Estimation When a Parameter Is on a Boundary (2002) (24)
- On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests (1996) (24)
- First Order Autoregressive Processes and Strong Mixing (1983) (23)
- Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models (2014) (22)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (2002) (22)
- On Optimal Inference in the Linear IV Model (2016) (21)
- A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter (2011) (20)
- Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (1987) (20)
- Local Polynomial Whittle Estimation of Long-range Dependence (2001) (18)
- A nearly independent, but non-strong mixing, triangular array (1985) (16)
- Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation (1989) (16)
- Asymptotics for Semiparametric Econometric Models: III. Testing and Examples (1989) (15)
- Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification (2019) (14)
- Identification-Robust Subvector Inference (2017) (13)
- Estimation and Inference with Weak Identi…cation (2010) (13)
- An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables (1992) (13)
- Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity (2008) (13)
- Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions (1987) (12)
- Estimation of Polynomial Distributed Lags and Leads with End Point Constraints (1989) (12)
- RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS (2006) (11)
- Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series (1992) (10)
- A Simple Counterexample to the Bootstrap (1997) (10)
- Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (1998) (10)
- A Functional Central Limit Theorem for Strong Mixing Stochastic Processes (1990) (9)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (2017) (8)
- A Zero-One Result for the Least Squares Estimator (1985) (8)
- Commands for Testing Conditional Moment Inequalities and Equalities (2017) (8)
- Complete Consistency: A Testing Analogue of Estimator Consistency (1986) (7)
- A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White (1989) (6)
- Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities (2008) (6)
- Supplement to INFERENCE BASED ON CONDITIONAL MOMENT INEQUALITIES By (2010) (6)
- Stata Commands for Testing Conditional Moment Inequalities / Equalities (2016) (5)
- On the Performance of Least Squares in Linear Regression with Undefined Error Means (1986) (5)
- Robust Estimation of Location in a Gaussian Parametric Model: II (1984) (4)
- STABILITY COMPARISONS OF ESTIMATORS (1986) (4)
- Supplemental Material to "Inference for Parameters De…ned by Moment Inequalities: A Recommended Moment Selection Procedure" (2011) (4)
- A simplified proof of a theorem on the difference of the moore–penrose inverses of two positive semi–difinte matrices (1986) (3)
- Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model (1982) (2)
- CROSS-SECTION REGRESSIONWITH COMMON SHOCKS (2006) (1)
- Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications (1985) (1)
- Supplement to “ On optimal inference in the linear IV model ” : Online Supplementary Material (2019) (1)
- A CONDITIONAL KOLMOGOROV TEST by Donald W. K. Andrews COWLES FOUNDATION PAPER NO. 949 COWLES FOUNDATION FOR RESEARCH IN ECONOMICS (2014) (1)
- Tests of Seasonal and Non-Seasonal Serial Correlation (1996) (1)
- END-OF-SAMPLE INSTABILITY TESTS BY DONALD W. K. ANDREWS COWLES FOUNDATION PAPER NO. 1072 COWLES FOUNDATION FOR RESEARCH IN ECONOMICS (2008) (0)
- Chuan Goh Efficient Semiparametric Detection of Changes in Trend (2009) (0)
- Inference in Nonlinear Regression (2008) (0)
- Stability Comparisons of Estimators (5/1985 and 11/1985) (1985) (0)
- Misspeci(cid:133)ed Moment Inequality Models: Diagnostics and Inference Related Results and Simulation Results (2021) (0)
- Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory (1986) (0)
- Misspeci(cid:133)ed Moment Inequality Models: Diagnostics and Inference Proofs of the Misspeci(cid:133)cation Index CI Results (2021) (0)
- Misspecied Moment Inequality Models: Diagnostics and Inference (2021) (0)
- GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS (2022) (0)
- The Econometric Society Annual Reports Report of the Editors of the Monograph Series (2021) (0)
- MODELS VIA STOCHASTIC EQUICONTINUITY (1994) (0)
- GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS (2022) (0)
- A NEARLY INDEPENDENT, BUT NON-STRONG MIXING, (1985) (0)
- Weak instruments and empirical likelihood (2005) (0)
- CHANGE WITH UNKNOWN CHANGE POINT (1993) (0)
- PARAMETER SPACE IS RESTRICTED UNDER THE ALTERNATIVE (1996) (0)
- Supplemental Material for Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspeci cation (2019) (0)
- Supplemental Appendix A : Probit Model with Endogeneity : Veri cation of Assumptions (2013) (0)
- San Diego Recent Work Title Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence Permalink (2002) (0)
- Misspecified Moment Inequality Models: Inference and Diagnostics (2023) (0)
- CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models (2016) (0)
- Identification and Inference for Econometric Models: Preface (2005) (0)
- 2 Parameter Inference Based on Conditional Moment Inequalities / Equalities (2016) (0)
- Efficient Semiparametric Detection of Changes in Trend Chuan Goh (2009) (0)
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