Donald W. K. Andrews

CFDPs

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)
CFDP 1676 Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," (September 2008) [81pp, Abstract]
CFDP 1671 Donald W. K. Andrews, Sukjin Han, " Bootstrap for Interval Endpoints Defined by Moment Inequalities," (July 2008) [23pp, Abstract] (See: 1273)
CFDP 1665R2 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," (June 2008, revised February 2012) [55pp, Abstract] (See: 1365)
CFDP 1665R Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," (June 2008, revised March 2010) [53pp, Abstract]
CFDP 1665 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," (June 2008) [46pp, Abstract]
CFDP 1631 Donald W. K. Andrews, Patrik Guggenberger, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," (October 2007) [58pp, Abstract] (See: 1291)
CFDP 1620 Donald W. K. Andrews, Patrik Guggenberger, "Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities," (July 2007) [43pp, Abstract] (See: 1268)
CFDP 1608 Donald W. K. Andrews, Patrik Guggenberger, "Applications of Subsampling, Hybrid, and Size-Correction Methods," (May 2007) [45pp, Abstract] (See: 1307)
CFDP 1607 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for Stationary Very Nearly Unit Root Processes," (March 2007) [8pp, Abstract] (See: 1220)

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CFPs

CFP 1091 Donald W. K. Andrews, "The Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, (May 2004), 72(3): 673-700 (See CFDP 1370)
CFP 1080 Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," Econometrica, (March 2004), 72(2): 569-614 (See CFDP 1384)
CFP 1072 Donald W. K. Andrews, "End-of-Sample Instability Tests," Econometrica, (November 2003), 71(6): 1661-1694 (See CFDP 1369)
CFP 1069 Donald W. K. Andrews, Moshe Buchinsky, "On the Number of Bootstrap Repetitions for BCa Confidence Intervals," Econometric Theory, (August 2002), 18(4): 962-984 (See CFDP 1141R)
CFP 1051 Donald W. K. Andrews, Patrik Guggenberger, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Econometrica, (March 2003), 71(2): 675-712
CFP 1044 Donald W. K. Andrews, "Equivalence of the Higher Order Asymptotic Efficiency of k-Step and Extremum Statistics," Econometric Theory, (October 2002), 18(5): 1040-1085 (See CFDP 1269)
CFP 1031 Donald W. K. Andrews, "Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators," Econometrica, (January 2002), 70(1): 119-162 (See CFDP 1230R)
CFP 1021 Donald W. K. Andrews, "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, (May 2001), 69(3): 683-734 (See CFDP 1229)
CFP 1015 Donald W. K. Andrews, Biao Lu, "Consistent Model and Moment Selection Procedures for GMM Estimation with Application to Dynamic Panel Data Models," Journal of Econometrics, (March 2001), 101(1): 123-164 (See CFDP 1233)
CFP 1001 Donald W. K. Andrews, Moshe Buchinsky, "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, (January 2000), 68(1): 23-51