Donald W. K. Andrews

CFDPs

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]
CFDP 1840R2 Donald W. K. Andrews, Xiaoxia Shi, "Nonparametric Inference Based on Conditional Moment Inequalities," (December 2011, revised October 2013) [44pp, Abstract] [Supplemental material, 57 pp] (See: 1405)
CFDP 1840R Donald W. K. Andrews, Xiaoxia Shi, "Nonparametric Inference Based on Conditional Moment Inequalities," (December 2011, revised February 2013) [44pp, Abstract] [Supplemental material, 57 pp]
CFDP 1840 Donald W. K. Andrews, Xiaoxia Shi, "Nonparametric Inference Based on Conditional Moment Inequalities," (December 2011) [67pp, Abstract] [Supplemental material, 10 pp]
CFDP 1828R Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," (October 2011, revised January 2013) [58pp, Abstract] [Supplemental material, 30 pp] (See: 1414)
CFDP 1828 Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," (October 2011) [75pp, Abstract] [Supplemental material, 9 pp]
CFDP 1824R Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," (October 2011, revised October 2012) [55pp, Abstract] [Supplemental material, 51 pp] (See: 1375)
CFDP 1824 Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," (October 2011) [71pp, Abstract] [Supplemental material, 34 pp]
CFDP 1815R Donald W. K. Andrews, "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," (August 2011, revised March 2012) [22pp, Abstract]
CFDP 1815 Donald W. K. Andrews, "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," (August 2011) [19pp, Abstract]

CFPs

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)
CFP 1295 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size and a Problem with Subsampling and with the m out of n Bootstrap," Econometric Theory, (April 2010), 26(2): 426-468 (See CFDP 1605R)
CFP 1291 Donald W. K. Andrews, Gustavo Soares, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Econometrica, (January 2010), 78(1): 119-157 (Supplemental Material) (See CFDP 1631)
CFP 1278 Donald W. K. Andrews, Patrik Guggenberger, "Incorrect Asymptotic Size of Subsampling Procedures Based on Post-consistent Model Selection Estimators," Journal of Econometrics, (September 2009), 152(1): 19-27
CFP 1273 Donald W. K. Andrews, Sukjin Han, "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Econometrics Journal, (January 2009), 12(s1): S172-S199 (See CFDP 1671)
CFP 1268 Donald W. K. Andrews, Patrik Guggenberger, "Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities," Econometric Theory, (June 2009), 25(3): 669-709 (See CFDP 1620)
CFP 1253 Donald W. K. Andrews, Vadim Marmer, "Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments," 183-200 (Journal of Econometrics (September 2008) 142(1)) (See CFDP 1501)
CFP 1252 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Efficient Two-sided Nonsimilar Invariant Tests in IV Regression with Weak Instruments," Journal of Econometrics, (October 2008), 146(2): 241-254
CFP 1251 Donald W. K. Andrews, James H. Stock, "Testing with Many Weak Instruments," Journal of Econometrics, (May 2007), 138(1): 24-46