Donald W. K. Andrews

CFDPs

CFDP 2184R Donald W. K. Andrews, Soonwoo Kwon, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," (July 2019, revised October 2019) [43pp, Abstract] [Supplemental material, 86 pp], (See: CFDP 2184)
CFDP 2184 Donald W. K. Andrews, Soonwoo Kwon, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," (July 2019) [43pp, Abstract] [Supplemental material, 82 pp], (See: CFDP 2184R)
CFDP 2105 Donald W. K. Andrews, "Identification-Robust Subvector Inference," (September 2017, revised September 2017) [50pp, Abstract] [Supplemental material, 94 pp]
CFDP 2073R Donald W. K. Andrews, Vadim Marmer, Zhengfei Yu, "On Optimal Inference in the Linear IV Model," (January 2017, revised March 2018) [34pp, Abstract] [Supplemental material, 77 pp], (See: CFDP 2073) (See: CFP1630)
CFDP 2073 Donald W. K. Andrews, Vadim Marmer, Zhengfei Yu, "A Note on Optimal Inference in the Linear IV Model," (January 2017) [28pp, Abstract] [Supplemental material, 70 pp], (See: CFDP 2073R) (See: CFP1630)
CFDP 2010R Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Many Conditional Moment Inequalities," (July 2015, revised April 2016) [39pp, Abstract] [Supplemental material, 41 pp]
CFDP 2010 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Many Conditional Moment Inequalities," (July 2015) [35pp, Abstract] [Supplemental material, 34 pp]
CFDP 1978R2 Donald W. K. Andrews, Patrik Guggenberger, "Identification- and Singularity-Robust Inference for Moment Condition Models," (March 2011, revised April 2019updated January 2015) [52pp, Abstract] [Supplemental material, 160 pp], (See: CFDP 1978), (See: CFDP 1978R)
CFDP 1978R Donald W. K. Andrews, Patrik Guggenberger, "Identification- and Singularity-Robust Inference for Moment Condition Models," (January 2015, revised October 2018) [45pp, Abstract] [Supplemental material, 159 pp], (See: CFDP 1978), (See: CFDP 1978R2)
CFDP 1978 Donald W. K. Andrews, Patrik Guggenberger, "Identification- and Singularity-Robust Inference for Moment Condition Models," (March 2011updated January 2015) [59pp, Abstract] [Supplemental material, 94 pp], (See: CFDP 1978R), (See: CFDP 1978R2)

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CFPs

CFP 1630 Donald W. K. Andrews, Vadim Marmer, Zhengfei Yu, "On Optimal Inference In The Linear IV Model," Quantitative Economics, (May 2019), 10(2): 457–485 (See CFDP 2073), (See CFDP 2073R)
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)