Donald W. K. Andrews


CFDP 1230 Donald W. K. Andrews, "Higher-order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators," (July 1999) [74pp, Abstract]
CFDP 1229 Donald W. K. Andrews, "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," (July 1999) [50pp, Abstract] (See: 1021)
CFDP 1157 Donald W. K. Andrews, "Simple Counterexample to the Bootstrap," (August 1997) [8pp, Abstract]
CFDP 1153 Donald W. K. Andrews, "Estimation When a Parameter Is on a Boundary: Theory and Applications," (June 1997) [92pp, Abstract] (See: 988)
CFDP 1146R Donald W. K. Andrews, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," (January 1997, revised November 1997) [23pp, Abstract] (See: 979)
CFDP 1141R Donald W. K. Andrews, Moshe Buchinsky, "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Internals, and Tests," (November 1996, revised August 1997) [52pp, Abstract] (See: 1125)
CFDP 1124 Donald W. K. Andrews, Xuemei Liu, Werner Ploberger, "Tests of Seasonal and Non-Seasonal Serial Correlation," (May 1996) [35pp, Abstract] (See: 971)
CFDP 1120 Donald W. K. Andrews, "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," (April 1996) [29pp, Abstract] (See: 945)
CFDP 1119 Donald W. K. Andrews, Marcia A. Schafgans, "Semiparametric Estimation of a Sample Selection Model," (April 1996) [35pp, Abstract] (See: 965)
CFDP 1111R Donald W. K. Andrews, "A Conditional Kolmogorov Test," (September 1995, revised April 1996) [44pp, Abstract] (See: 949)


CFP 845 Donald W. K. Andrews, "Tests for Parameter Instability and Structural Change with Unknown Change Point," 61(4): 821-856 (Econometrica (July 1993) also “Corrigedum,” Econometrica (January 2003), 71(1): 395-397) (See CFDP 943)
CFP 844 Yoon-Jae Whang, Donald W. K. Andrews, "Tests of Specification for Parametric and Semiparametric Models," Journal of Econometrics, 57(1-3): 277-318 (See CFDP 968)
CFP 837 Donald W. K. Andrews, "An Introduction to Econometric Applications of Empirical Process Theory for Dependent Random Variables," Econometric Reviews, (January 1993), 12(2): 183-216 (See CFDP 1020)
CFP 832 Donald W. K. Andrews, "Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models," Econometrica, (January 1993), 61(1): 139-165 (See CFDP 975)
CFP 822 Donald W. K. Andrews, Ray C. Fair, "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," Journal of Econometrics, 53(1-3): 123-139
CFP 814 Donald W. K. Andrews, Christopher J. Monahan, "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, (July 1992), 60(4): 953-966 (See CFDP 942)
CFP 811 Donald W. K. Andrews, Eric Zivot, "Further Evidence on the Great Crash, the Oil-Price Stock, and the Unit-Root Hypothesis," Journal of Business and Economic Statistics, (July 1992), 10(3): 251-270 (also published in P. Newbold and S. J. Leybourne, eds., Recent Developments in Time Series, Edward Elgar, 2003) (See CFDP 944)
CFP 810 Donald W. K. Andrews, "Generic Uniform Convergence," Econometric Theory, (June 1992), 8(2): 241-257 (See CFDP 940)
CFP 792 Donald W. K. Andrews, "An Empirical Process Central Limit Theorem for Dependent Nonidentically Distributed Random Variables," Journal of Multivariate Analysis, (August 1991), 38(2): 188-203 (See CFDP 907)
CFP 790 Donald W. K. Andrews, "Asymptotic Optimality of Generalized CL, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors," Journal of Econometrics, (February 1991), 47(2-3): 359-377 (See CFDP 906)