CFP 1663 |
Donald W. K. Andrews, Patrik Guggenberger, "Identification‐ and Singularity‐robust Inference for Moment Condition Models," Quantitative Economics, (November 2019), 10(4): 1659-1701 (See CFDP 1978R2) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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