Donald W. K. Andrews

CFPs

CFP 1570 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," Econometric Theory, (October 2017), 33(5): 1046-1080 [See CFDP 1977]
CFP 1453 Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Review of Economics and Statistics, (May 2014), 96(2): 376-381 [See CFDP 1812R]
CFP 1414 Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Econometric Theory, (April 2014), 20(2): 287-333 (Supplemental Appendix) [See CFDP 1828R]
CFP 1405 Donald W. K. Andrews, Xiaoxia Shi, "Nonparametric Inference Based on Conditional Moment Inequalities," Journal of Econometrics, (March 2014), 179(1): 31-45 ([Supplemental data]) [See CFDP 1840R2]
CFP 1377 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," Econometrica, (March 2013), 81(2): 609-666 ([Supplemental material] [See CFDP 1761R2; Supplemental material]) [See CFDP 1761R2]
CFP 1375 Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Journal of Econometrics, (March 2013), 173(1): 36-56 ([Supplemental data]) [See CFDP 1824R]
CFP 1372 Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, (November 2017), 80(6): 2805-2826 ([Supplemental material] [Computer programs also available on the Econometric Society website] [See CFDP 1676R; Supplemental material]) [See CFDP 1676R]
CFP 1370 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-Strong, and Strong Identification," 2153-2211 (Econometrica (September 2012) 80(5)) [See CFDP 1773R]
CFP 1365 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," Journal of Econometrics, (August 2012), 169(2): 196-210 [See CFDP 1665R2]
CFP 1307 Donald W. K. Andrews, Patrik Guggenberger, "Applications of Subsampling, Hybrid, and Size-correction Methods," Journal of Econometrics, (October 2010), 158(2): 285-305 [See CFDP 1608]

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CFDPs