Donald W. K. Andrews


CFDP 1111R Donald W. K. Andrews, "A Conditional Kolmogorov Test," (September 1995, revised April 1996) [44pp, Abstract] (See: 949)
CFDP 1077 Donald W. K. Andrews, Werner Ploberger, "Testing for Serial Correlation against an ARMA(1,1) Process," (September 1994) [29pp, Abstract] (See: 933)
CFDP 1060R Donald W. K. Andrews, "Hypothesis Testing with a Restricted Parameter Space," (April 1993, revised June 1994) [63pp, Abstract] (See: 960)
CFDP 1059 Donald W. K. Andrews, "Empirical Process Methods in Econometrics," (September 1993) [58pp, Abstract] (See: 887)
CFDP 1058 Donald W. K. Andrews, Werner Ploberger, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only under the Alternative," (July 1993) [32pp, Abstract] (See: 916)
CFDP 1053 Donald W. K. Andrews, John McDermott, "Nonlinear Econometric Models with Deterministically Trending Variables," (August 1993) [25pp, Abstract] (See: 907)
CFDP 1035 Donald W. K. Andrews, "The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests," (November 1992) [40pp, Abstract] (See: 874)
CFDP 1026 Donald W. K. Andrews, Hong-Yuan Chen, "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series," (August 1992) [47pp, Abstract] (See: 867)
CFDP 1020 Donald W. K. Andrews, "An Introduction to Econometric Random Variables," (May 1992) [40pp, Abstract] (See: 837)
CFDP 1016 Donald W. K. Andrews, Inpyo Lee, Werner Ploberger, "Optimal Changepoint Tests for Normal Linear Regression," (April 1992) [32pp, Abstract] (See: 925)


CFP 780 Donald W. K. Andrews, "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, (May 1991), 59(3): 817-858 (See CFDP 877R)
CFP 776 Donald W. K. Andrews, "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, (March 1991), 59(2): 307-345 (See CFDP 874R)
CFP 771 Donald W. K. Andrews, Yoon-Jae Whang, "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Econometric Theory, (December 1990), 6(4): 455-479 (See CFDP 925)
CFP 737 Donald W. K. Andrews, "Power in Econometric Applications," Econometrica, (September 1989), 57(5): 1059-1090 (See CFDP 800)
CFP 725 Donald W. K. Andrews, "Robust Estimation of Location in a Gaussian Parametric Model," 3-44 (in Advances in Econometrics, JAI Press, Vol. 7)
CFP 719 Donald W. K. Andrews, "Chi-Square Diagnostic Tests for Econometric Models: Theory," Econometrica, (November 1988), 56(6): 1419-1458 (See CFDP 763R)
CFP 717 Donald W. K. Andrews, "Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables," Econometric Theory, (December 1988), 4(3): 458-467 (See CFDP 763R)
CFP 713 Donald W. K. Andrews, Ray C. Fair, "Inference in Nonlinear Econometric Models with Structural Change," Review of Economic Studies, (October 1988), 55(4): 615-640 (See CFDP 832)
CFP 698 Donald W. K. Andrews, "Chi-Square Diagnostic Tests for Econometric Models: Introduction and Applications," Journal of Econometrics, (January 1988), 37(1): 135-156 (See CFDP 762)
CFP 694 Donald W. K. Andrews, "Asymptotic Results for Generalized Wald Tests," Econometric Theory, (December 1987), 3(3): 348-358 (See CFDP 761R)