Donald W. K. Andrews

CFDPs

CFDP 1605R Donald W. K. Andrews, Patrik Guggenberger, "The Limit of Finite-Sample Size and a Problem with Subsampling," (March 2007, revised July 2007) [68pp, Abstract] (See: 1295)
CFDP 1605 Donald W. K. Andrews, Patrik Guggenberger, "The Limit of Finite-Sample Size and a Problem with Subsampling," (March 2007) [68pp, Abstract]
CFDP 1564 Donald W. K. Andrews, Gustavo Soares, "Rank Tests for Instrumental Variables Regression with Weak Instruments," (March 2006) [51pp, Abstract] (See: 1250)
CFDP 1530 Donald W. K. Andrews, James H. Stock, "Inference with Weak Instruments," (August 2005) [67pp, Abstract]
CFDP 1501 Donald W. K. Andrews, Vadim Marmer, "Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments," (March 2005) [28pp, Abstract]
CFDP 1476 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Optimal Invariant Similar Tests for Instrumental Variables Regression," (July 2004) [83pp, Abstract] [Supplemental material], [Supplemental material] (See: 1268)
CFDP 1428 Donald W. K. Andrews, "Cross-section Regression with Common Shocks," (June 2003) [43pp, Abstract] (See: 1153)
CFDP 1404 Donald W. K. Andrews, Jae-Young Kim, "End-of-Sample Cointegration Breakdown Tests," (March 2003) [55pp, Abstract]
CFDP 1384 Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," (October 2002) [50pp, Abstract] (See: 1080)
CFDP 1378 Donald W. K. Andrews, Offer Lieberman, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," (August 2002) [42pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 994 Donald W. K. Andrews, "Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space," Econometrica, (March 2000), 68(2): 399-405
CFP 988 Donald W. K. Andrews, "Estimation When a Parameter is on a Boundary," Econometrica, (November 1999), 67(6): 1341-1383 (See CFDP 1153)
CFP 979 Donald W. K. Andrews, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, (May 1999), 67(3): 543-564 (See CFDP 1146R)
CFP 971 Donald W. K. Andrews, Xuemei Liu, Werner Ploberger, "Tests for White Noise Against Alternatives with Both Seasonal and Nonseasonal Serial Correlation," Biometrika, (September 1998), 85(3): 727-740 (See CFDP 1124)
CFP 965 Donald W. K. Andrews, Marcia A. Schafgans, "Semiparametric Estimation of the Intercept of a Sample Selection Model," Review of Economic Studies, (July 1998), 65(3): 497-517 (See CFDP 1119)
CFP 960 Donald W. K. Andrews, "Hypothesis Testing with a Restricted Parameter Space," Journal of Econometrics, (May 1998), 84(1): 155-199 (See CFDP 1060R)
CFP 949 Donald W. K. Andrews, "A Conditional Kolmogorov Test," Econometrica, (September 1997), 65(5): 1097-1128 (See CFDP 1111R)
CFP 945 Donald W. K. Andrews, "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Econometrica, (July 1997), 65(4): 913-931 (See CFDP 1120)
CFP 933 Donald W. K. Andrews, Werner Ploberger, "Testing for Serial Correlation Against an ARMA (1,1) Process," Journal of the American Statistical Association, (September 1996), 91(435): 1331-1342 (See CFDP 1077)
CFP 925 Donald W. K. Andrews, Inpyo Lee, Werner Ploberger, "Optimal Changepoint Tests for Normal Linear Regressions," Journal of Econometrics, (January 1996), 70(1): 9-38 (See CFDP 1016)