Donald W. K. Andrews

CFDPs

CFDP 975 Donald W. K. Andrews, "Exactly Unbiased Estimation of First Order Autoregressive/Unit Root Models," (April 1991) [42pp, Abstract] (See: 832)
CFDP 968 Yoon-Jae Whang, Donald W. K. Andrews, "Tests of Specification for Parametric and Semiparametric Models," (January 1991) [80pp, Abstract] (See: 844)
CFDP 951 Donald W. K. Andrews, David Pollard, "A Functional Central Limit Theorem for Strong Mixing Stochastic Processes," (August 1990) [16pp, Abstract] (See: 870)
CFDP 944 Eric Zivot, Donald W. K. Andrews, "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," (May 1990) [52pp, Abstract] (See: 811)
CFDP 943 Donald W. K. Andrews, "Tests for Parameter Instability and Structural Change with Unknown Change Point," (April 1990) [78pp, Abstract] (See: 845)
CFDP 942 Donald W. K. Andrews, Christopher J. Monahan, "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," (March 1990) [35pp, Abstract] (See: 814)
CFDP 940 Donald W. K. Andrews, "Generic Uniform Convergence," (March 1990) [21pp, Abstract] (See: 810)
CFDP 925 Donald W. K. Andrews, Yoon-Jae Whang, "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," (September 1989) [20pp, Abstract] (See: 771)
CFDP 910 Donald W. K. Andrews, "Asymptotics for Semiparametric Econometric Models: III. Testing and Examples," (May 1989) [53pp, Abstract]
CFDP 909R Donald W. K. Andrews, "Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation," (March 1989, revised July 1990) [98pp, Abstract]

CFPs

CFP 693 Donald W. K. Andrews, "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers," Econometrica, (November 1987), 55(6): 1465-1471 (See CFDP 790)
CFP 690 Donald W. K. Andrews, Peter C. B. Phillips, "Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions," Journal of the American Statistical Association, (September 1987), 82(399): 886-893 (See CFDP 786)
CFP 682 Donald W. K. Andrews, "Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions," Econometric Theory, (February 1987), 3(1): 98-116
CFP 672 Donald W. K. Andrews, Peter C. B. Phillips, "A Simplified Proof of a Theorem on the Difference of the Moore-Penrose Inverses of Two Positive Semi-Definite Matrices," Communications in Statistics, (January 1986), 15(10): 2973-2975
CFP 663 Donald W. K. Andrews, "Stability Comparisons of Estimators," Econometrica, (September 1986), 54(5): 1207-1235 (See CFDP 710R2)
CFP 658 Donald W. K. Andrews, "A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model," Econometrica, (May 1986), 54(3): 687-698 (See CFDP 734R)
CFP 643 Donald W. K. Andrews, "Complete Consistency: A Testing Analogue of Estimator Consistency," Review of Economic Studies, (April 1986), 53(2): 263-269
CFP 631 Donald W. K. Andrews, "A Nearly Independent, But Non-Strong Mixing, Triangular Array," Journal of Applied Probability, (September 1985), 22(3): 729-731
CFP 621 Donald W. K. Andrews, "A Zero-One Result for the Least Squares Estimator," Econometric Theory, (April 1985), 1(1): 85-96 (See CFDP 698)
CFP 604 Donald W. K. Andrews, "Non-Strong Mixing Autoregressive Processes," Journal of Applied Probability, (December 1984), 21(4): 930-934