Donald W. K. Andrews

CFDPs

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]
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 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 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]
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]
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]
CFDP 1977 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," (December 2014) [57pp, Abstract] [Supplemental material, 57 pp]

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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]