Donald W. K. Andrews

CFDPs

CFDP 1813 Donald W. K. Andrews, Xu Cheng, Patrik Guggenberger, "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," (August 2011) [47pp, Abstract]
CFDP 1812R Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," (August 2011, revised December 2012) [39pp, Abstract] (See: 1453)
CFDP 1812 Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," (August 2011) [33pp, Abstract]
CFDP 1801 Donald W. K. Andrews, "Examples of L 2 -Complete and Boundedly-Complete Distributions," (May 2011) [25pp, Abstract]
CFDP 1773R Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (June 2010, revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1773 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (October 2010) [40pp, Abstract] [Supplemental material]
CFDP 1761R2 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010, revised May 2012) [67pp, Abstract] [Supplemental material] (See: 1377)
CFDP 1761R Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010, revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1761 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010) [71pp, Abstract] [Supplemental material]
CFDP 1676R Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," (September 2008, revised August 2011) [26pp, Abstract] [Supplemental material] (See: 1372)

CFPs

CFP 1250 Donald W. K. Andrews, Gustavo Soares, "Rank Tests for Instrumental Regression with Weak Instruments," Econometric Theory, (December 2007), 23(6): 1033-1082 (See CFDP 1564)
CFP 1249 Donald W. K. Andrews, James H. Stock, "Inference with Weak Instruments," (in Richard Blundell, W. K. Newey, and T. Persson, eds., Advances in Economics and Econometrics: Theory and Applications, 9th World Congress, Vol. 3, Cambridge University Press, 2007, Ch. 6) (See CFDP 1530)
CFP 1220 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for Stationary Very Nearly Unit Root Processes," Journal of Time Series Analysis, (January 2008), 29(1): 203-210 (See CFDP 1607)
CFP 1168 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Optimal Two-sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, (May 2006), 74(3): 715-752 (Supplemantal material; Tables and Figures) (See CFDP 1476)
CFP 1162 Offer Lieberman, Donald W. K. Andrews, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Econometric Theory, (August 2005), 21(4): 710-734 (See CFDP 1361)
CFP 1153 Donald W. K. Andrews, "Cross-Section Regression with Common Shocks," Econometrica, (September 2005), 73(5): 1551-1585 (See CFDP 1428)
CFP 1138 Donald W. K. Andrews, "Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum," Econometrica, (January 2003), 71(1): 395-397
CFP 1131 Donald W. K. Andrews, "Generalized Method of Moments Estimation When a Parameter Is on a Boundary," Journal of Business and Economic Statistics, (October 2002), 20(4): 530-544
CFP 1125 Donald W. K. Andrews, Moshe Buchinsky, "Evaluation of a Three-Step Method for Choosing the Number of Bootstrap Repetitions," Journal of Econometrics, (July 2001), 103(1-2): 345-386
CFP 1110 Donald W. K. Andrews, "Generalized Method of Moments Estimation When a Parameter is on a Boundary," Journal of Business and Economic Statistics, (January 2002), 20(4): 530-544