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) |
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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) |
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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) |
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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) |
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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) |
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CFP 1153 |
Donald W. K. Andrews, "Cross-Section Regression with Common Shocks," Econometrica, (September 2005), 73(5): 1551-1585 (See CFDP 1428) |
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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 |
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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 |
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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 |
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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 |
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