Donald W. K. Andrews

CFDPs

CFDP 1370 Donald W. K. Andrews, "The Block-block Bootstrap: Improved Asymptotic Refinements," (May 2002) [36pp, Abstract] (See: 1091)
CFDP 1369 Donald W. K. Andrews, "End-of-Sample Instability Tests," (May 2002) [43pp, Abstract] (See: 1072)
CFDP 1361 Donald W. K. Andrews, Offer Lieberman, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," (April 2002) [25pp, Abstract] (See: 1162)
CFDP 1334 Donald W. K. Andrews, "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," (October 2001) [51pp, Abstract]
CFDP 1293 Donald W. K. Andrews, Yixiao Sun, "Local Polynomial Whittle Estimation," (January 2001) [36pp, Abstract]
CFDP 1269 Donald W. K. Andrews, "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," (July 2000) [42pp, Abstract] (See: 1044)
CFDP 1263 Donald W. K. Andrews, Patrik Guggenberger, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," (June 2000) [38pp, Abstract]
CFDP 1250 Donald W. K. Andrews, Moshe Buchinsky, " Confidence Intervals," (February 2000) [22pp, Abstract]
CFDP 1233 Donald W. K. Andrews, Biao Lu, "Consistent Model and Moment Selection Criteria for GMM Estimation with Application to Dynamic Panel Data Models," (August 1999) [47pp, Abstract] (See: 1015)
CFDP 1230R Donald W. K. Andrews, "Higher-order Improvements of a Computationally Attractive k-step Bootstrap for Extremum Estimators," (July 1999, revised January 2001) [66pp, Abstract] (See: 1031)

CFPs

CFP 923 Donald W. K. Andrews, "Admissibility of the Likelihood Ratio Test When the Parameter Space is Restricted Under the Alternative," Econometrica, (May 1996), 64(3): 705-718
CFP 916 Donald W. K. Andrews, Werner Ploberger, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only Under the Alternative," Annals of Statistics, (October 1995), 23(5): 1609-1629 (See CFDP 1058)
CFP 907 Donald W. K. Andrews, John McDermott, "Nonlinear Econometric Models with Deterministically Trending Variables," Review of Economic Studies, (July 1995), 62(3): 343-360 (See CFDP 1053)
CFP 902 Donald W. K. Andrews, "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, (August 1995), 11(3): 560-596
CFP 887 Donald W. K. Andrews, "Empirical Process Methods in Econometrics," 2248-2294 (in R. F. Engle and D. L. McFadden, eds., Handbook of Econometrics, Vol. 4, North-Holland, 1994) (See CFDP 1059)
CFP 879 Donald W. K. Andrews, Werner Ploberger, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, (November 1994), 62(6): 1383-1414 (See CFDP 1015)
CFP 874 Donald W. K. Andrews, "The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests," Econometrica, (September 1994), 62(5): 1207-1232 (See CFDP 1035)
CFP 870 Donald W. K. Andrews, David Pollard, "An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes," International Statistical Review, (April 1994), 62(1): 119-132 (See CFDP 951)
CFP 867 Donald W. K. Andrews, Hong-Yuan Chen, "Approximately Median-Unbiased Estimation of Autoregressive Models," Journal of Business and Economic Statistics, (April 1994), 12(2): 186-204 (See CFDP 1026)
CFP 863 Donald W. K. Andrews, "Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity," Econometrica, (January 1994), 62(1): 43-72 (See CFDP 908R)