# Donald W. K. Andrews

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## Personal Details

First Name: | Donald |

Middle Name: | W. K. |

Last Name: | Andrews |

Suffix: | |

RePEc Short-ID: | pan30 |

Email: | |

Homepage: | http://cowles.econ.yale.edu/faculty/andrews.htm |

Postal Address: | |

Phone: |

Location: New Haven, Connecticut (United States)

Homepage: http://www.econ.yale.edu/

Email:

Phone: (203) 432-3576

Fax: (203) 432-5779

Postal: PO Box 8268, New Haven CT 06520-8268

Handle: RePEc:edi:edyalus (more details at EDIRC)

Homepage: http://www.econ.yale.edu/

Email:

Phone: (203) 432-3576

Fax: (203) 432-5779

Postal: PO Box 8268, New Haven CT 06520-8268

Handle: RePEc:edi:edyalus (more details at EDIRC)

Location: New Haven, Connecticut (United States)

Homepage: http://cowles.econ.yale.edu/

Email:

Phone: (203) 432-3702

Fax: (203) 432-6167

Postal: PO Box 8281, New Haven CT, 06520-8281

Handle: RePEc:edi:cowleus (more details at EDIRC)

Homepage: http://cowles.econ.yale.edu/

Email:

Phone: (203) 432-3702

Fax: (203) 432-6167

Postal: PO Box 8281, New Haven CT, 06520-8281

Handle: RePEc:edi:cowleus (more details at EDIRC)

- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
**Identification- and Singularity-Robust Inference for Moment Condition**," Cowles Foundation Discussion Papers 1978, Cowles Foundation for Research in Economics, Yale University. - Donald W. K. Andrews & Patrik Guggenberger, 2014.
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**Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models**," Cowles Foundation Discussion Papers 1977, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Patrik Guggenberger, 2011.
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**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**," Cowles Foundation Discussion Papers 1812R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2012.- Donald W. K. Andrews & Patrik Guggenberger, 2014.
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**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.

- Donald W.K. Andrews & Patrik Guggenberger, 2011.
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**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**," Cowles Foundation Discussion Papers 1812, Cowles Foundation for Research in Economics, Yale University.

- Donald W. K. Andrews & Patrik Guggenberger, 2014.
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- Donald W.K. Andrews, 2011.
"
**Examples of L^2-Complete and Boundedly-Complete Distributions**," Cowles Foundation Discussion Papers 1801, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Xu Cheng, 2011.
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**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Cheng, Xu, 2014.
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**Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure**," Econometric Theory, Cambridge University Press, vol. 30(02), pages 287-333, April.

- Donald W.K. Andrews & Xu Cheng, 2011.
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**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.

- Andrews, Donald W.K. & Cheng, Xu, 2014.
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- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011.
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**Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests**," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University. - Donald W. K. Andrews & Xu Cheng, 2011.
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**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Cheng, Xu, 2013.
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**Maximum likelihood estimation and uniform inference with sporadic identification failure**," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.

- Donald W. K. Andrews & Xu Cheng, 2011.
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**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.

- Andrews, Donald W.K. & Cheng, Xu, 2013.
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- Donald W.K. Andrews & Xiaoxia Shi, 2011.
"
**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Shi, Xiaoxia, 2014.
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**Nonparametric inference based on conditional moment inequalities**," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.

- Donald W.K. Andrews & Xiaoxia Shi, 2011.
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**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840RR, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013. - Donald W.K. Andrews & Xiaoxia Shi, 2011.
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**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.

- Andrews, Donald W.K. & Shi, Xiaoxia, 2014.
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- Donald W.K. Andrews, 2011.
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**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.- Donald W.K. Andrews, 2011.
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**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 2011.
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- Donald W.K. Andrews & Xu Cheng, 2010.
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**Estimation and Inference with Weak, Semi-strong, and Strong Identification**," Cowles Foundation Discussion Papers 1773, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Xu Cheng, 2012.
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**Estimation and Inference With Weak, Semi‐Strong, and Strong Identification**," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, 09.

- Donald W.K. Andrews & Xu Cheng, 2010.
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**Estimation and Inference with Weak, Semi-strong, and Strong Identification**," Cowles Foundation Discussion Papers 1773R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.

- Donald W. K. Andrews & Xu Cheng, 2012.
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- Donald W.K. Andrews & Xiaoxia Shi, 2010.
"
**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Xiaoxia Shi, 2013.
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**Inference Based on Conditional Moment Inequalities**," Econometrica, Econometric Society, vol. 81(2), pages 609-666, 03.

- Donald W.K. Andrews & Xiaoxia Shi, 2010.
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**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011. - Donald W.K. Andrews & Xiaoxia Shi, 2010.
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**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761RR, Cowles Foundation for Research in Economics, Yale University, revised May 2012.

- Donald W. K. Andrews & Xiaoxia Shi, 2013.
"
- Donald W.K. Andrews & Sukjin Han, 2008.
"
**Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities**," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Panle Jia, 2008.
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**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Panle Jia Barwick, 2012.
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**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**," Econometrica, Econometric Society, vol. 80(6), pages 2805-2826, November.

- Donald W.K. Andrews & Panle Jia, 2008.
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**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**," Cowles Foundation Discussion Papers 1676R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.

- Donald W. K. Andrews & Panle Jia Barwick, 2012.
"
- Donald W.K. Andrews & Patrik Guggenberger, 2008.
"
**Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity**," Cowles Foundation Discussion Papers 1665, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Guggenberger, Patrik, 2012.
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**Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity**," Journal of Econometrics, Elsevier, vol. 169(2), pages 196-210.

- Donald W.K. Andrews & Patrik Guggenberger, 2008.
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**Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity**," Cowles Foundation Discussion Papers 1665R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010. - Donald W.K. Andrews & Patrik Guggenberger, 2008.
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**Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity**," Cowles Foundation Discussion Papers 1665RR, Cowles Foundation for Research in Economics, Yale University, revised Feb 2012.

- Andrews, Donald W.K. & Guggenberger, Patrik, 2012.
"
- Donald W.K. Andrews & Patrik Guggenberger, 2007.
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**Hybrid and Size-Corrected Subsample Methods**," Cowles Foundation Discussion Papers 1606, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Patrik Guggenberger, 2007.
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**Applications of Subsampling, Hybrid, and Size-Correction Methods**," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
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**Applications of subsampling, hybrid, and size-correction methods**," Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.

- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"
- Donald W.K. Andrews & Patrik Guggenberger, 2007.
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**The Limit of Finite-Sample Size and a Problem with Subsampling**," Cowles Foundation Discussion Papers 1605, Cowles Foundation for Research in Economics, Yale University.- Donald W.K. Andrews & Patrik Guggenberger, 2007.
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**The Limit of Finite-Sample Size and a Problem with Subsampling**," Cowles Foundation Discussion Papers 1605R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2007.

- Donald W.K. Andrews & Patrik Guggenberger, 2007.
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- Donald W.K. Andrews & Patrik Guggenberger, 2007.
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**Asymptotics for Stationary Very Nearly Unit Root Processes**," Cowles Foundation Discussion Papers 1607, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Patrik Guggenberger, 2008.
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**Asymptotics for stationary very nearly unit root processes**," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 203-212, 01.

- Donald W. K. Andrews & Patrik Guggenberger, 2008.
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- Donald W.K. Andrews & Patrik Guggenberger, 2007.
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**Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities**," Cowles Foundation Discussion Papers 1620, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Guggenberger, Patrik, 2009.
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**Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 669-709, June.

- Andrews, Donald W.K. & Guggenberger, Patrik, 2009.
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- Donald W.K. Andrews & Gustavo Soares, 2007.
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**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**," Cowles Foundation Discussion Papers 1631, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Gustavo Soares, 2010.
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**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**," Econometrica, Econometric Society, vol. 78(1), pages 119-157, 01.

- Donald W. K. Andrews & Gustavo Soares, 2010.
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- Donald W.K. Andrews & Gustavo Soares, 2006.
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**Rank Tests for Instrumental Variables Regression with Weak Instruments**," Cowles Foundation Discussion Papers 1564, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Soares, Gustavo, 2007.
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**Rank Tests For Instrumental Variables Regression With Weak Instruments**," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1033-1082, December.

- Andrews, Donald W.K. & Soares, Gustavo, 2007.
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- Donald W.K. Andrews & James H. Stock, 2005.
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**Inference with Weak Instruments**," Cowles Foundation Discussion Papers 1530, Cowles Foundation for Research in Economics, Yale University.- Donald W.K. Andrews & James H. Stock, 2005.
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**Inference with Weak Instruments**," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.

- Donald W.K. Andrews & James H. Stock, 2005.
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- Donald W.K. Andrews & Vadim Marmer, 2005.
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**Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments**," Cowles Foundation Discussion Papers 1501, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Marmer, Vadim, 2008.
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**Exactly distribution-free inference in instrumental variables regression with possibly weak instruments**," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.

- Andrews, Donald W.K. & Marmer, Vadim, 2008.
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- Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock, 2004.
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**Optimal Invariant Similar Tests for Instrumental Variables Regression**," Cowles Foundation Discussion Papers 1476, Cowles Foundation for Research in Economics, Yale University.- Donald W.K. Andrews & Marcelo Moreira & James H. Stock, 2004.
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**Optimal Invariant Similar Tests for Instrumental Variables Regression**," NBER Technical Working Papers 0299, National Bureau of Economic Research, Inc.

- Donald W.K. Andrews & Marcelo Moreira & James H. Stock, 2004.
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- Donald W.K. Andrews, 2003.
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**Cross-section Regression with Common Shocks**," Cowles Foundation Discussion Papers 1428, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews, 2005.
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**Cross-Section Regression with Common Shocks**," Econometrica, Econometric Society, vol. 73(5), pages 1551-1585, 09.

- Donald W.K. Andrews, 2004.
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**Cross-section Regression with Common Shocks**," Yale School of Management Working Papers ysm401, Yale School of Management.

- Donald W. K. Andrews, 2005.
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- Donald W.K. Andrews & Jae-Young Kim, 2003.
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**End-of-Sample Cointegration Breakdown Tests**," Cowles Foundation Discussion Papers 1404, Cowles Foundation for Research in Economics, Yale University.- Donald Andrews & Jae-Young Kim, 2004.
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**End-of-Sample Conintegratio Breakdown Tests**," Econometric Society 2004 Far Eastern Meetings 795, Econometric Society. - Donald W.K. Andrews & Jae-Young Kim, 2004.
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**End-of-Sample Cointegration Breakdown Tests**," Yale School of Management Working Papers ysm344, Yale School of Management.

- Donald Andrews & Jae-Young Kim, 2004.
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- Donald W.K. Andrews & Offer Lieberman, 2002.
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**Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes**," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006.
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**Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes**," Journal of Econometrics, Elsevier, vol. 133(2), pages 673-702, August.

- Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006.
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- Donald W.K. Andrews, 2002.
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**End-of-Sample Instability Tests**," Cowles Foundation Discussion Papers 1369, Cowles Foundation for Research in Economics, Yale University.- D. W. K. Andrews, 2003.
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**End-of-Sample Instability Tests**," Econometrica, Econometric Society, vol. 71(6), pages 1661-1694, November.

- D. W. K. Andrews, 2003.
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- Donald W.K. Andrews & Offer Lieberman, 2002.
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**Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series**," Cowles Foundation Discussion Papers 1361, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Lieberman, Offer, 2005.
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**Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series**," Econometric Theory, Cambridge University Press, vol. 21(04), pages 710-734, August.

- Andrews, Donald W.K. & Lieberman, Offer, 2005.
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- Donald W.K. Andrews & Yixiao Sun, 2002.
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**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**," Cowles Foundation Discussion Papers 1384, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Yixiao Sun, 2004.
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**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**," Econometrica, Econometric Society, vol. 72(2), pages 569-614, 03.

- ANDREWS, DONALD W & Sun, Yixiao X, 2002.
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**Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence**," University of California at San Diego, Economics Working Paper Series qt9wt048tt, Department of Economics, UC San Diego.

- Donald W. K. Andrews & Yixiao Sun, 2004.
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- Donald W.K. Andrews, 2002.
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**The Block-block Bootstrap: Improved Asymptotic Refinements**," Cowles Foundation Discussion Papers 1370, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews, 2004.
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**the Block-Block Bootstrap: Improved Asymptotic Refinements**," Econometrica, Econometric Society, vol. 72(3), pages 673-700, 05.

- Donald W. K. Andrews, 2004.
"
- Donald W.K. Andrews & Yixiao Sun, 2001.
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**Local Polynomial Whittle Estimation of Long-range Dependence**," Cowles Foundation Discussion Papers 1293, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 2001.
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**Higher-order Improvements of the Parametric Bootstrap for Markov Processes**," Cowles Foundation Discussion Papers 1334, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 2000.
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**Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics**," Cowles Foundation Discussion Papers 1269, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K., 2002.
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**EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS**," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1040-1085, October.

- Andrews, Donald W.K., 2002.
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- Donald W.K. Andrews & Patrik Guggenberger, 2000.
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**A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter**," Cowles Foundation Discussion Papers 1263, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Patrik Guggenberger, 2003.
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**A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter**," Econometrica, Econometric Society, vol. 71(2), pages 675-712, March.

- Donald W. K. Andrews & Patrik Guggenberger, 2003.
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- Donald W.K. Andrews, 1999.
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**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews, 2002.
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**Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators**," Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.

- Donald W.K. Andrews, 1999.
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**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**," Cowles Foundation Discussion Papers 1230R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2001.

- Donald W. K. Andrews, 2002.
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- Donald W.K. Andrews & Biao Lu, 1999.
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**Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models**," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1999.
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**Testing When a Parameter Is on the Boundary of the Maintained Hypothesis**," Cowles Foundation Discussion Papers 1229, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K, 2001.
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**Testing When a Parameter Is on the Boundary of the Maintained Hypothesis**," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.

- Andrews, Donald W K, 2001.
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- Donald W.K. Andrews & Moshe Buchinsky, 1999.
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**On the Number of Bootstrap Repetitions for Bca Confidence Intervals**," Working Papers 99-17, Brown University, Department of Economics.- Andrews, Donald W.K. & Buchinsky, Moshe, 2002.
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**ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS**," Econometric Theory, Cambridge University Press, vol. 18(04), pages 962-984, August.

- Donald W.K. Andrews & Moshe Y. Buchinsky, 2000.
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**On the Number of Bootstrap Repetitions for BC_a Confidence Intervals**," Cowles Foundation Discussion Papers 1250, Cowles Foundation for Research in Economics, Yale University.

- Andrews, Donald W.K. & Buchinsky, Moshe, 2002.
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- Donald W.K. Andrews, 1997.
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**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews, 1999.
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**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.

- Donald W. K. Andrews, 1999.
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- Donald W.K. Andrews & Moshe Buchinsky, 1997.
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**On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests**," Cowles Foundation Discussion Papers 1141R, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1997.
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**A Simple Counterexample to the Bootstrap**," Cowles Foundation Discussion Papers 1157, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1997.
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**Estimation When a Parameter Is on a Boundary: Theory and Applications**," Cowles Foundation Discussion Papers 1153, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996.
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**Tests of Seasonal and Non-Seasonal Serial Correlation**," Cowles Foundation Discussion Papers 1124, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1996.
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**A Stopping Rule for the Computation of Generalized Method of Moments Estimators**," Cowles Foundation Discussion Papers 1120, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews, 1997.
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**A Stopping Rule for the Computation of Generalized Method of Moments Estimators**," Econometrica, Econometric Society, vol. 65(4), pages 913-932, July.

- Donald W. K. Andrews, 1997.
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- Donald W.K. Andrews & Marcia A. Schafgans, 1996.
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**Semiparametric Estimation of a Sample Selection Model**," Cowles Foundation Discussion Papers 1119, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1996.
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**A Conditional Kolmogorov Test**," Cowles Foundation Discussion Papers 1111R, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews, 1997.
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**A Conditional Kolmogorov Test**," Econometrica, Econometric Society, vol. 65(5), pages 1097-1128, September.

- Donald W. K. Andrews, 1997.
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- Donald W.K. Andrews, 1994.
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**Hypothesis Testing with a Restricted Parameter Space**," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W. K., 1998.
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**Hypothesis testing with a restricted parameter space**," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.

- Andrews, Donald W. K., 1998.
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- Donald W.K. Andrews & Werner Ploberger, 1994.
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**Testing for Serial Correlation Against an ARMA(1,1) Process**," Cowles Foundation Discussion Papers 1077, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1993.
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**Empirical Process Methods in Econometrics**," Cowles Foundation Discussion Papers 1059, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K., 1986.
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**Empirical process methods in econometrics**," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 37, pages 2247-2294 Elsevier.

- Andrews, Donald W.K., 1986.
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- Donald W.K. Andrews & Werner Ploberger, 1993.
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**Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative**," Cowles Foundation Discussion Papers 1058, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & C. John McDermott, 1993.
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**Nonlinear Econometric Models with Deterministically Trending Variables**," Cowles Foundation Discussion Papers 1053, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K & McDermott, C John, 1995.
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**Nonlinear Econometric Models with Deterministically Trending Variables**," Review of Economic Studies, Wiley Blackwell, vol. 62(3), pages 343-60, July.

- Andrews, Donald W K & McDermott, C John, 1995.
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- Donald W.K. Andrews, 1992.
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**An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables**," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Werner Ploberger, 1992.
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**Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative**," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K & Ploberger, Werner, 1994.
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**Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative**," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.

- Andrews, Donald W K & Ploberger, Werner, 1994.
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- Donald W.K. Andrews, 1992.
"
**The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests**," Cowles Foundation Discussion Papers 1035, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K, 1994.
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**The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests**," Econometrica, Econometric Society, vol. 62(5), pages 1207-32, September.

- Andrews, Donald W K, 1994.
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- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
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**Optimal Changepoint Tests for Normal Linear Regression**," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996.
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**Optimal changepoint tests for normal linear regression**," Journal of Econometrics, Elsevier, vol. 70(1), pages 9-38, January.

- Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996.
"
- Donald W.K. Andrews & Hong-Yuan Chen, 1992.
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**Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series**," Cowles Foundation Discussion Papers 1026, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1991.
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**Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models**," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University. - Yoon-Jae Whang & Donald W.K. Andrews, 1991.
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**Tests of Specification for Parametric and Semiparametric Models**," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.- Whang, Yoon-Jae & Andrews, Donald W. K., 1993.
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**Tests of specification for parametric and semiparametric models**," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 277-318.

- Whang, Yoon-Jae & Andrews, Donald W. K., 1993.
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- Donald W.K. Andrews & David Pollard, 1990.
"
**A Functional Central Limit Theorem for Strong Mixing Stochastic Processes**," Cowles Foundation Discussion Papers 951, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Christopher J. Monahan, 1990.
"
**An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator**," Cowles Foundation Discussion Papers 942, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K & Monahan, J Christopher, 1992.
"
**An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator**," Econometrica, Econometric Society, vol. 60(4), pages 953-66, July.

- Andrews, Donald W K & Monahan, J Christopher, 1992.
"
- Donald W.K. Andrews, 1990.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point**," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K, 1993.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point**," Econometrica, Econometric Society, vol. 61(4), pages 821-56, July.

- Andrews, Donald W K, 1993.
"
- Eric Zivot & Donald W.K. Andrews, 1990.
"
**Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis**," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.- Zivot, Eric & Andrews, Donald W K, 2002.
"
**Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January. - Zivot, Eric & Andrews, Donald W K, 1992.
"
**Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-70, July.

- Zivot, Eric & Andrews, Donald W K, 2002.
"
- Donald W.K. Andrews, 1990.
"
**Generic Uniform Convergence**," Cowles Foundation Discussion Papers 940, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K., 1992.
"
**Generic Uniform Convergence**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 241-257, June.

- Andrews, Donald W.K., 1992.
"
- Donald W.K. Andrews & Ray C. Fair, 1989.
"
**Estimation of Polynomial Distributed Lags and Leads with End Point Constraints**," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc.- Andrews, Donald W. K. & Fair, Ray C., 1992.
"
**Estimation of polynomial distributed lags and leads with end point constraints**," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 123-139.

- Andrews, Donald W. K. & Fair, Ray C., 1992.
"
- Donald W.K. Andrews, 1989.
"
**Asymptotics for Semiparametric Econometric Models: III. Testing and Examples**," Cowles Foundation Discussion Papers 910, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1989.
"
**Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors**," Cowles Foundation Discussion Papers 906, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Yoon-Jae Whang, 1989.
"
**Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality**," Cowles Foundation Discussion Papers 925, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W.K. & Whang, Yoon-Jae, 1990.
"
**Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality**," Econometric Theory, Cambridge University Press, vol. 6(04), pages 466-479, December.

- Andrews, Donald W.K. & Whang, Yoon-Jae, 1990.
"
- Donald W.K. Andrews, 1989.
"
**An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables**," Cowles Foundation Discussion Papers 907, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W. K., 1991.
"
**An empirical process central limit theorem for dependent non-identically distributed random variables**," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 187-203, August.

- Andrews, Donald W. K., 1991.
"
- Donald W.K. Andrews, 1989.
"
**Asymptotics for Semiparametric Econometric Models: I. Estimation**," Cowles Foundation Discussion Papers 908R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1990. - Donald W.K. Andrews, 1989.
"
**Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation**," Cowles Foundation Discussion Papers 909R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1990. - Donald W.K. Andrews, 1988.
"
**Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation**," Cowles Foundation Discussion Papers 877R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.- Andrews, Donald W K, 1991.
"
**Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation**," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May.

- Andrews, Donald W K, 1991.
"
- Donald W.K. Andrews, 1988.
"
**Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models**," Cowles Foundation Discussion Papers 874R, Cowles Foundation for Research in Economics, Yale University, revised May 1989.- Andrews, Donald W K, 1991.
"
**Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models**," Econometrica, Econometric Society, vol. 59(2), pages 307-45, March.

- Andrews, Donald W K, 1991.
"
- Andrews, Donald W. K., 1987.
"
**Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables**," Working Papers 645, California Institute of Technology, Division of the Humanities and Social Sciences.- Andrews, Donald W.K., 1988.
"
**Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 458-467, December.

- Andrews, Donald W.K., 1988.
"
- Andrews, Donald W. K. & Fair, Ray C., 1987.
"
**Inference in Econometric Models with Structural Change**," Working Papers 636, California Institute of Technology, Division of the Humanities and Social Sciences.- Donald W.K. Andrews & Ray C. Fair, 1987.
"
**Inference in Econometric Models with Structural Change**," Cowles Foundation Discussion Papers 832, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Ray C. Fair, 1987.
"
- Donald W.K. Andrews, 1986.
"
**Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers**," Cowles Foundation Discussion Papers 790, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1986.
"
**On the Performance of Least Squares in Linear Regression with Undefined Error Means**," Cowles Foundation Discussion Papers 798, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1986.
"
**Power in Econometric Applications**," Cowles Foundation Discussion Papers 800, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W K, 1989.
"
**Power in Econometric Applications**," Econometrica, Econometric Society, vol. 57(5), pages 1059-90, September.

- Andrews, Donald W K, 1989.
"
- Donald W.K. Andrews & Peter C.B. Phillips, 1986.
"
**Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions**," Cowles Foundation Discussion Papers 786, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1985.
"
**Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory**," Cowles Foundation Discussion Papers 763R, Cowles Foundation for Research in Economics, Yale University, revised Jun 1986. - Donald W.K. Andrews, 1985.
"
**Asymptotic Results for Generalized Wald Tests**," Cowles Foundation Discussion Papers 761R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1986.- Andrews, Donald W. K., 1987.
"
**Asymptotic Results for Generalized Wald Tests**," Econometric Theory, Cambridge University Press, vol. 3(03), pages 348-358, June.

- Andrews, Donald W. K., 1987.
"
- Donald W.K. Andrews, 1985.
"
**Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications**," Cowles Foundation Discussion Papers 762, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1984.
"
**Stability Comparisons of Estimators (5/1985 and 11/1985)**," Cowles Foundation Discussion Papers 710R, Cowles Foundation for Research in Economics, Yale University, revised Nov 1985. - Donald W.K. Andrews, 1984.
"
**A Zero-One Result for the Least Squares Estimator**," Cowles Foundation Discussion Papers 698, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W. K., 1985.
"
**A Zero-One Result for the Least Squares Estimator**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 85-96, April.

- Andrews, Donald W. K., 1985.
"
- Donald W.K. Andrews, 1984.
"
**Robust Estimation of Location in a Gaussian Parametric Model: II**," Cowles Foundation Discussion Papers 697, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1984.
"
**A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model**," Cowles Foundation Discussion Papers 734R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1985.- Andrews, Donald W K, 1986.
"
**A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model**," Econometrica, Econometric Society, vol. 54(3), pages 687-98, May.

- Andrews, Donald W K, 1986.
"
- Donald W.K. Andrews, 1983.
"
**First Order Autoregressive Processes and Strong Mixing**," Cowles Foundation Discussion Papers 664, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 1982.
"
**Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model**," Cowles Foundation Discussion Papers 659, Cowles Foundation for Research in Economics, Yale University.

- Donald W. K. Andrews & Patrik Guggenberger, 2014.
"
**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.- Donald W.K. Andrews & Patrik Guggenberger, 2011.
"
**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**," Cowles Foundation Discussion Papers 1812R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2012. - Donald W.K. Andrews & Patrik Guggenberger, 2011.
"
**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**," Cowles Foundation Discussion Papers 1812, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Patrik Guggenberger, 2011.
"
- Andrews, Donald W.K. & Shi, Xiaoxia, 2014.
"
**Nonparametric inference based on conditional moment inequalities**," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.- Donald W.K. Andrews & Xiaoxia Shi, 2011.
"
**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840RR, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013. - Donald W.K. Andrews & Xiaoxia Shi, 2011.
"
**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Xiaoxia Shi, 2011.
"
**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.

- Donald W.K. Andrews & Xiaoxia Shi, 2011.
"
- Andrews, Donald W.K. & Cheng, Xu, 2014.
"
**Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure**," Econometric Theory, Cambridge University Press, vol. 30(02), pages 287-333, April.- Donald W.K. Andrews & Xu Cheng, 2011.
"
**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013. - Donald W.K. Andrews & Xu Cheng, 2011.
"
**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Xu Cheng, 2011.
"
- Donald W. K. Andrews & Xiaoxia Shi, 2013.
"
**Inference Based on Conditional Moment Inequalities**," Econometrica, Econometric Society, vol. 81(2), pages 609-666, 03.- Donald W.K. Andrews & Xiaoxia Shi, 2010.
"
**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011. - Donald W.K. Andrews & Xiaoxia Shi, 2010.
"
**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761RR, Cowles Foundation for Research in Economics, Yale University, revised May 2012. - Donald W.K. Andrews & Xiaoxia Shi, 2010.
"
**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Xiaoxia Shi, 2010.
"
- Andrews, Donald W.K. & Cheng, Xu, 2013.
"
**Maximum likelihood estimation and uniform inference with sporadic identification failure**," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.- Donald W. K. Andrews & Xu Cheng, 2011.
"
**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012. - Donald W. K. Andrews & Xu Cheng, 2011.
"
**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University.

- Donald W. K. Andrews & Xu Cheng, 2011.
"
- Donald W. K. Andrews & Panle Jia Barwick, 2012.
"
**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**," Econometrica, Econometric Society, vol. 80(6), pages 2805-2826, November.- Donald W.K. Andrews & Panle Jia, 2008.
"
**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**," Cowles Foundation Discussion Papers 1676R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011. - Donald W.K. Andrews & Panle Jia, 2008.
"
**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Panle Jia, 2008.
"
- Donald W. K. Andrews & Xu Cheng, 2012.
"
**Estimation and Inference With Weak, Semi‐Strong, and Strong Identification**," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, 09.- Donald W.K. Andrews & Xu Cheng, 2010.
"
**Estimation and Inference with Weak, Semi-strong, and Strong Identification**," Cowles Foundation Discussion Papers 1773, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Xu Cheng, 2010.
"
**Estimation and Inference with Weak, Semi-strong, and Strong Identification**," Cowles Foundation Discussion Papers 1773R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.

- Donald W.K. Andrews & Xu Cheng, 2010.
"
- Andrews, Donald W.K. & Guggenberger, Patrik, 2012.
"
**Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity**," Journal of Econometrics, Elsevier, vol. 169(2), pages 196-210.- Donald W.K. Andrews & Patrik Guggenberger, 2008.
"
- Donald W.K. Andrews & Patrik Guggenberger, 2008.
"
- Donald W.K. Andrews & Patrik Guggenberger, 2008.
"

- Donald W.K. Andrews & Patrik Guggenberger, 2008.
"
- Donald W. K. Andrews & Gustavo Soares, 2010.
"
**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**," Econometrica, Econometric Society, vol. 78(1), pages 119-157, 01.- Donald W.K. Andrews & Gustavo Soares, 2007.
"
**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**," Cowles Foundation Discussion Papers 1631, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Gustavo Soares, 2007.
"
- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"
**ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP**," Econometric Theory, Cambridge University Press, vol. 26(02), pages 426-468, April. - Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"
**Applications of subsampling, hybrid, and size-correction methods**," Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"
**Applications of Subsampling, Hybrid, and Size-Correction Methods**," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"
- Andrews, Donald W.K. & Guggenberger, Patrik, 2009.
"
**Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 669-709, June.- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"
**Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities**," Cowles Foundation Discussion Papers 1620, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"
- Donald W. K. Andrews & Patrik Guggenberger, 2009.
"
**Hybrid and Size-Corrected Subsampling Methods**," Econometrica, Econometric Society, vol. 77(3), pages 721-762, 05. - Donald W. K. Andrews & Sukjin Han, 2009.
"
**Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities**," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S172-S199, 01. - Andrews, Donald W.K. & Guggenberger, Patrik, 2009.
"
**Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators**," Journal of Econometrics, Elsevier, vol. 152(1), pages 19-27, September. - Donald W. K. Andrews & Patrik Guggenberger, 2008.
"
**Asymptotics for stationary very nearly unit root processes**," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 203-212, 01.- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"
**Asymptotics for Stationary Very Nearly Unit Root Processes**," Cowles Foundation Discussion Papers 1607, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Patrik Guggenberger, 2007.
"
- Andrews, Donald W.K. & Marmer, Vadim, 2008.
"
**Exactly distribution-free inference in instrumental variables regression with possibly weak instruments**," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.- Donald W.K. Andrews & Vadim Marmer, 2005.
"
**Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments**," Cowles Foundation Discussion Papers 1501, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Vadim Marmer, 2005.
"
- Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008.
"
**Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments**," Journal of Econometrics, Elsevier, vol. 146(2), pages 241-254, October. - Andrews, Donald W.K. & Stock, James H., 2007.
"
**Testing with many weak instruments**," Journal of Econometrics, Elsevier, vol. 138(1), pages 24-46, May. - Andrews, Donald W.K. & Soares, Gustavo, 2007.
"
**Rank Tests For Instrumental Variables Regression With Weak Instruments**," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1033-1082, December.- Donald W.K. Andrews & Gustavo Soares, 2006.
"
**Rank Tests for Instrumental Variables Regression with Weak Instruments**," Cowles Foundation Discussion Papers 1564, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Gustavo Soares, 2006.
"
- Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2007.
"
**Performance of conditional Wald tests in IV regression with weak instruments**," Journal of Econometrics, Elsevier, vol. 139(1), pages 116-132, July. - Andrews, Donald W.K. & Kim, Jae-Young, 2006.
"
**Tests for Cointegration Breakdown Over a Short Time Period**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 379-394, October. - Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006.
"
**Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes**," Journal of Econometrics, Elsevier, vol. 133(2), pages 673-702, August.- Donald W.K. Andrews & Offer Lieberman, 2002.
"
**Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes**," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Offer Lieberman, 2002.
"
- Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock, 2006.
"
**Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression**," Econometrica, Econometric Society, vol. 74(3), pages 715-752, 05. - Donald W. K. Andrews, 2005.
"
**Cross-Section Regression with Common Shocks**," Econometrica, Econometric Society, vol. 73(5), pages 1551-1585, 09.- Donald W.K. Andrews, 2003.
"
**Cross-section Regression with Common Shocks**," Cowles Foundation Discussion Papers 1428, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews, 2004.
"
**Cross-section Regression with Common Shocks**," Yale School of Management Working Papers ysm401, Yale School of Management.

- Donald W.K. Andrews, 2003.
"
- Andrews, Donald W.K. & Lieberman, Offer, 2005.
"
**Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series**," Econometric Theory, Cambridge University Press, vol. 21(04), pages 710-734, August.- Donald W.K. Andrews & Offer Lieberman, 2002.
"
**Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series**," Cowles Foundation Discussion Papers 1361, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Offer Lieberman, 2002.
"
- Donald W. K. Andrews & Yixiao Sun, 2004.
"
**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**," Econometrica, Econometric Society, vol. 72(2), pages 569-614, 03.- ANDREWS, DONALD W & Sun, Yixiao X, 2002.
"
**Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence**," University of California at San Diego, Economics Working Paper Series qt9wt048tt, Department of Economics, UC San Diego. - Donald W.K. Andrews & Yixiao Sun, 2002.
"
**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**," Cowles Foundation Discussion Papers 1384, Cowles Foundation for Research in Economics, Yale University.

- ANDREWS, DONALD W & Sun, Yixiao X, 2002.
"
- Donald W. K. Andrews, 2004.
"
**the Block-Block Bootstrap: Improved Asymptotic Refinements**," Econometrica, Econometric Society, vol. 72(3), pages 673-700, 05.- Donald W.K. Andrews, 2002.
"
**The Block-block Bootstrap: Improved Asymptotic Refinements**," Cowles Foundation Discussion Papers 1370, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 2002.
"
- Daniel S. Hamermesh & Peter Schmidt, 2003.
"
**The Determinants of Econometric Society Fellows Elections**," Econometrica, Econometric Society, vol. 71(1), pages 399-407, January. - Donald W. K. Andrews & Patrik Guggenberger, 2003.
"
**A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter**," Econometrica, Econometric Society, vol. 71(2), pages 675-712, March.- Tom Doan, .
"
**AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference**," Statistical Software Components RTS00005, Boston College Department of Economics. - Donald W.K. Andrews & Patrik Guggenberger, 2000.
"
**A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter**," Cowles Foundation Discussion Papers 1263, Cowles Foundation for Research in Economics, Yale University.

- Tom Doan, .
"
- D. W. K. Andrews, 2003.
"
**End-of-Sample Instability Tests**," Econometrica, Econometric Society, vol. 71(6), pages 1661-1694, November.- Donald W.K. Andrews, 2002.
"
**End-of-Sample Instability Tests**," Cowles Foundation Discussion Papers 1369, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 2002.
"
- Donald W. K. Andrews, 2003.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum**," Econometrica, Econometric Society, vol. 71(1), pages 395-397, January. - Andrews, Donald W K, 2002.
"
**Generalized Method of Moments Estimation When a Parameter Is on a Boundary**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 530-44, October. - Andrews, Donald W.K. & Buchinsky, Moshe, 2002.
"
**ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS**," Econometric Theory, Cambridge University Press, vol. 18(04), pages 962-984, August.- Donald W.K. Andrews & Moshe Buchinsky, 1999.
"
**On the Number of Bootstrap Repetitions for Bca Confidence Intervals**," Working Papers 99-17, Brown University, Department of Economics. - Donald W.K. Andrews & Moshe Y. Buchinsky, 2000.
"
**On the Number of Bootstrap Repetitions for BC_a Confidence Intervals**," Cowles Foundation Discussion Papers 1250, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Moshe Buchinsky, 1999.
"
- Donald W. K. Andrews, 2002.
"
**Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators**," Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.- Donald W.K. Andrews, 1999.
"
**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**," Cowles Foundation Discussion Papers 1230R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2001. - Donald W.K. Andrews, 1999.
"
**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1999.
"
- Andrews, Donald W.K., 2002.
"
**EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS**," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1040-1085, October.- Donald W.K. Andrews, 2000.
"
**Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics**," Cowles Foundation Discussion Papers 1269, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 2000.
"
- Andrews, Donald W. K. & Lu, Biao, 2001.
"
**Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models**," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March. - Andrews, Donald W K, 2001.
"
**Testing When a Parameter Is on the Boundary of the Maintained Hypothesis**," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.- Donald W.K. Andrews, 1999.
"
**Testing When a Parameter Is on the Boundary of the Maintained Hypothesis**," Cowles Foundation Discussion Papers 1229, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1999.
"
- Andrews, Donald W. K. & Buchinsky, Moshe, 2001.
"
**Evaluation of a three-step method for choosing the number of bootstrap repetitions**," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 345-386, July. - Donald W. K. Andrews & Moshe Buchinsky, 2000.
"
**A Three-Step Method for Choosing the Number of Bootstrap Repetitions**," Econometrica, Econometric Society, vol. 68(1), pages 23-52, January. - Donald W. K. Andrews, 2000.
"
**Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space**," Econometrica, Econometric Society, vol. 68(2), pages 399-406, March. - Donald W. K. Andrews, 1999.
"
**Estimation When a Parameter Is on a Boundary**," Econometrica, Econometric Society, vol. 67(6), pages 1341-1384, November. - Donald W. K. Andrews, 1999.
"
**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.- Donald W.K. Andrews, 1997.
"
**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1997.
"
- Andrews, Donald W K & Schafgans, Marcia M A, 1998.
"
**Semiparametric Estimation of the Intercept of a Sample Selection Model**," Review of Economic Studies, Wiley Blackwell, vol. 65(3), pages 497-517, July. - Andrews, Donald W. K., 1998.
"
**Hypothesis testing with a restricted parameter space**," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.- Donald W.K. Andrews, 1994.
"
**Hypothesis Testing with a Restricted Parameter Space**," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1994.
"
- Donald W. K. Andrews, 1997.
"
**A Stopping Rule for the Computation of Generalized Method of Moments Estimators**," Econometrica, Econometric Society, vol. 65(4), pages 913-932, July.- Donald W.K. Andrews, 1996.
"
**A Stopping Rule for the Computation of Generalized Method of Moments Estimators**," Cowles Foundation Discussion Papers 1120, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1996.
"
- Donald W. K. Andrews, 1997.
"
**A Conditional Kolmogorov Test**," Econometrica, Econometric Society, vol. 65(5), pages 1097-1128, September.- Donald W.K. Andrews, 1996.
"
**A Conditional Kolmogorov Test**," Cowles Foundation Discussion Papers 1111R, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1996.
"
- Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996.
"
**Optimal changepoint tests for normal linear regression**," Journal of Econometrics, Elsevier, vol. 70(1), pages 9-38, January.- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"
**Optimal Changepoint Tests for Normal Linear Regression**," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"
- Andrews, Donald W K, 1996.
"
**Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative**," Econometrica, Econometric Society, vol. 64(3), pages 705-18, May. - Andrews, Donald W.K., 1995.
"
**Nonparametric Kernel Estimation for Semiparametric Models**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 560-586, June. - Andrews, Donald W K & McDermott, C John, 1995.
"
**Nonlinear Econometric Models with Deterministically Trending Variables**," Review of Economic Studies, Wiley Blackwell, vol. 62(3), pages 343-60, July.- Donald W.K. Andrews & C. John McDermott, 1993.
"
**Nonlinear Econometric Models with Deterministically Trending Variables**," Cowles Foundation Discussion Papers 1053, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & C. John McDermott, 1993.
"
- Andrews, Donald W K & Ploberger, Werner, 1994.
"
**Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative**," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.- Tom Doan, .
"
**REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values**," Statistical Software Components RTS00176, Boston College Department of Economics. - Donald W.K. Andrews & Werner Ploberger, 1992.
"
**Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative**," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University. - Tom Doan, .
"
**APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood**," Statistical Software Components RTS00007, Boston College Department of Economics. - Tom Doan, .
"
**APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test**," Statistical Software Components RTS00006, Boston College Department of Economics.

- Tom Doan, .
"
- Andrews, Donald W K, 1994.
"
**Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity**," Econometrica, Econometric Society, vol. 62(1), pages 43-72, January. - Andrews, Donald W K, 1994.
"
**The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests**," Econometrica, Econometric Society, vol. 62(5), pages 1207-32, September.- Donald W.K. Andrews, 1992.
"
**The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests**," Cowles Foundation Discussion Papers 1035, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1992.
"
- Andrews, Donald W K & Chen, Hong-Yuan, 1994.
"
**Approximately Median-Unbiased Estimation of Autoregressive Models**," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 187-204, April. - Whang, Yoon-Jae & Andrews, Donald W. K., 1993.
"
**Tests of specification for parametric and semiparametric models**," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 277-318.- Yoon-Jae Whang & Donald W.K. Andrews, 1991.
"
**Tests of Specification for Parametric and Semiparametric Models**," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.

- Yoon-Jae Whang & Donald W.K. Andrews, 1991.
"
- Andrews, Donald W K, 1993.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point**," Econometrica, Econometric Society, vol. 61(4), pages 821-56, July.- Donald W.K. Andrews, 1990.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point**," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1990.
"
- Andrews, Donald W K, 1993.
"
**Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models**," Econometrica, Econometric Society, vol. 61(1), pages 139-65, January. - Andrews, Donald W K & Monahan, J Christopher, 1992.
"
**An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator**," Econometrica, Econometric Society, vol. 60(4), pages 953-66, July.- Donald W.K. Andrews & Christopher J. Monahan, 1990.
"
**An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator**," Cowles Foundation Discussion Papers 942, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Christopher J. Monahan, 1990.
"
- Andrews, Donald W. K. & Fair, Ray C., 1992.
"
**Estimation of polynomial distributed lags and leads with end point constraints**," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 123-139.- Donald W.K. Andrews & Ray C. Fair, 1989.
"
**Estimation of Polynomial Distributed Lags and Leads with End Point Constraints**," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc.

- Donald W.K. Andrews & Ray C. Fair, 1989.
"
- Andrews, Donald W.K., 1992.
"
**Generic Uniform Convergence**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 241-257, June.- Donald W.K. Andrews, 1990.
"
**Generic Uniform Convergence**," Cowles Foundation Discussion Papers 940, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1990.
"
- Zivot, Eric & Andrews, Donald W K, 1992.
"
**Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-70, July.- Zivot, Eric & Andrews, Donald W K, 2002.
"
**Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.

- Eric Zivot & Donald W.K. Andrews, 1990.
"
**Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis**," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University. - Tom Doan, .
"
**ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test**," Statistical Software Components RTS00236, Boston College Department of Economics.

- Zivot, Eric & Andrews, Donald W K, 2002.
"
- Donald Andrews & Bichaka Fayissa & Uday Tate, 1991.
"
**An estimation of the aggregate educational production function for public schools in Louisiana**," The Review of Black Political Economy, Springer, vol. 20(1), pages 25-47, September. - Andrews, Donald W. K., 1991.
"
**Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors**," Journal of Econometrics, Elsevier, vol. 47(2-3), pages 359-377, February. - Andrews, Donald W K, 1991.
"
**Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models**," Econometrica, Econometric Society, vol. 59(2), pages 307-45, March.- Donald W.K. Andrews, 1988.
"
**Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models**," Cowles Foundation Discussion Papers 874R, Cowles Foundation for Research in Economics, Yale University, revised May 1989.

- Donald W.K. Andrews, 1988.
"
- Andrews, Donald W K, 1991.
"
**Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation**," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May.- Donald W.K. Andrews, 1988.
"
**Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation**," Cowles Foundation Discussion Papers 877R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.

- Donald W.K. Andrews, 1988.
"
- Andrews, Donald W. K., 1991.
"
**An empirical process central limit theorem for dependent non-identically distributed random variables**," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 187-203, August.- Donald W.K. Andrews, 1989.
"
**An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables**," Cowles Foundation Discussion Papers 907, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1989.
"
- Andrews, Donald W.K. & Whang, Yoon-Jae, 1990.
"
**Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality**," Econometric Theory, Cambridge University Press, vol. 6(04), pages 466-479, December.- Donald W.K. Andrews & Yoon-Jae Whang, 1989.
"
**Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality**," Cowles Foundation Discussion Papers 925, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews & Yoon-Jae Whang, 1989.
"
- Andrews, Donald W.K., 1989.
"
**A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White**," Econometric Theory, Cambridge University Press, vol. 5(01), pages 166-171, April. - Andrews, Donald W K, 1989.
"
**Power in Econometric Applications**," Econometrica, Econometric Society, vol. 57(5), pages 1059-90, September.- Donald W.K. Andrews, 1986.
"
**Power in Econometric Applications**," Cowles Foundation Discussion Papers 800, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1986.
"
- Andrews, Donald W. K., 1988.
"
**Chi-square diagnostic tests for econometric models : Introduction and applications**," Journal of Econometrics, Elsevier, vol. 37(1), pages 135-156, January. - Andrews, Donald W K & Fair, Ray C, 1988.
"
**Inference in Nonlinear Econometric Models with Structural Change**," Review of Economic Studies, Wiley Blackwell, vol. 55(4), pages 615-39, October. - Andrews, Donald W K, 1988.
"
**Chi-Square Diagnostic Tests for Econometric Models: Theory**," Econometrica, Econometric Society, vol. 56(6), pages 1419-53, November. - Andrews, Donald W.K., 1988.
"
**Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 458-467, December.- Andrews, Donald W. K., 1987.
"
**Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables**," Working Papers 645, California Institute of Technology, Division of the Humanities and Social Sciences.

- Andrews, Donald W. K., 1987.
"
- Andrews, Donald W K, 1987.
"
**Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]**," Econometrica, Econometric Society, vol. 55(6), pages 1465-71, November. - Andrews, Donald W. K., 1987.
"
**Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 98-116, February. - Andrews, Donald W. K., 1987.
"
**Asymptotic Results for Generalized Wald Tests**," Econometric Theory, Cambridge University Press, vol. 3(03), pages 348-358, June.- Donald W.K. Andrews, 1985.
"
**Asymptotic Results for Generalized Wald Tests**," Cowles Foundation Discussion Papers 761R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1986.

- Donald W.K. Andrews, 1985.
"
- Andrews, Donald W K, 1986.
"
**A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model**," Econometrica, Econometric Society, vol. 54(3), pages 687-98, May.- Donald W.K. Andrews, 1984.
"
**A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model**," Cowles Foundation Discussion Papers 734R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1985.

- Donald W.K. Andrews, 1984.
"
- Andrews, Donald W K, 1986.
"
**Complete Consistency: A Testing Analogue of Estimator Consistency**," Review of Economic Studies, Wiley Blackwell, vol. 53(2), pages 263-69, April. - Andrews, Donald W K, 1986.
"
**Stability Comparisons of Estimators**," Econometrica, Econometric Society, vol. 54(5), pages 1207-35, September. - Andrews, Donald W. K., 1985.
"
**A Zero-One Result for the Least Squares Estimator**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 85-96, April.- Donald W.K. Andrews, 1984.
"
**A Zero-One Result for the Least Squares Estimator**," Cowles Foundation Discussion Papers 698, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1984.
"

- Andrews, Donald W.K., 1986.
"
**Empirical process methods in econometrics**," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 37, pages 2247-2294 Elsevier.- Donald W.K. Andrews, 1993.
"
**Empirical Process Methods in Econometrics**," Cowles Foundation Discussion Papers 1059, Cowles Foundation for Research in Economics, Yale University.

- Donald W.K. Andrews, 1993.
"

RePEc:cup:cbooks:9780521154741 is not listed on IDEAS

RePEc:cup:cbooks:9780521844413 is not listed on IDEAS

35 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-ECM: Econometrics (31) 2000-06-05 2000-06-29 2001-12-04 2002-10-18 2003-03-25 2003-10-12 2004-09-30 2005-04-03 2005-08-13 2006-04-01 2007-03-17 2007-03-17 2007-03-17 2007-08-08 2007-08-08 2007-09-16 2007-10-20 2008-06-13 2008-08-06 2008-10-07 2010-06-26 2010-10-16 2011-05-24 2011-08-09 2011-08-09 2011-08-15 2011-10-22 2011-11-07 2012-01-03 2015-01-19 2015-01-19. Author is listed
- NEP-ETS: Econometric Time Series (11) 2000-06-05 2001-12-04 2002-10-18 2002-11-18 2003-03-25 2004-07-18 2004-07-18 2004-09-30 2007-03-17 2008-06-13 2011-08-09. Author is listed
- NEP-FIN: Finance (1) 2003-10-12
- NEP-IFN: International Finance (1) 2003-03-25
- NEP-ORE: Operations Research (3) 2010-06-26 2010-10-16 2011-08-02
- NEP-RMG: Risk Management (2) 2002-10-18 2003-03-25

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#### Most cited item

- Eric Zivot & Donald W.K. Andrews, 1990.
"
**Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis**," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.

#### Most downloaded item (past 12 months)

- Andrews, Donald W K, 1993.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point**," Econometrica, Econometric Society, vol. 61(4), pages 821-56, July.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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