# 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 |

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

New Haven, Connecticut (United States)

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

: (203) 432-3576

(203) 432-5779

PO Box 8268, New Haven CT 06520-8268

RePEc:edi:edyalus (more details at EDIRC)

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

: (203) 432-3576

(203) 432-5779

PO Box 8268, New Haven CT 06520-8268

RePEc:edi:edyalus (more details at EDIRC)

New Haven, Connecticut (United States)

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

: (203) 432-3702

(203) 432-6167

PO Box 8281, New Haven CT, 06520-8281

RePEc:edi:cowleus (more details at EDIRC)

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

: (203) 432-3702

(203) 432-6167

PO Box 8281, New Haven CT, 06520-8281

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.
"
**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 & Xu Cheng & Patrik Guggenberger, 2011.
"
**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 & Xiaoxia Shi, 2011.
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**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 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013. - Donald W.K. Andrews & Xiaoxia Shi, 2011.
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**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013.

- Andrews, Donald W.K. & Shi, Xiaoxia, 2014.
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- 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, 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.
"
- 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.
"
**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 1812, Cowles Foundation for Research in Economics, Yale University.

- Donald W. K. Andrews & Patrik Guggenberger, 2014.
"
- 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.- 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.
"
- 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, 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.
"
- 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.
"
**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761R2, 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 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.

- 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.
"
**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.
"
**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.
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**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.

- Andrews, Donald W.K. & Guggenberger, Patrik, 2012.
"
- 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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**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.
"
- 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 & 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.
"
- 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 & 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.
"
**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.
"
- 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 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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**End-of-Sample Conintegratio Breakdown Tests**," Econometric Society 2004 Far Eastern Meetings 795, Econometric Society.

- Donald W.K. Andrews & Jae-Young Kim, 2004.
"
- 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.- 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.
"
**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 & 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.
"
- 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.
"
- 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.
"
- 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.
"
**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.
"
- 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, 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, 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, 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, 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.
"
- 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, 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 & 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.
"
- 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 & 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, 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 & 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.- Donald W. K. Andrews & C. John McDermott, 1995.
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**Nonlinear Econometric Models with Deterministically Trending Variables**," Review of Economic Studies, Oxford University Press, vol. 62(3), pages 343-360.

- Donald W. K. Andrews & C. John McDermott, 1995.
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- 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 & 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.- 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.
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- 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.
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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 & 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, 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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- 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, 1991.
"
**Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models**," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Christopher J. Monahan, 1990.
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**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.
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**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.
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- 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.
"
- 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.
"
**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.
"
- 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 & 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.
"
**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: 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, 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.
"
**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.
"
**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, 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.
"
- 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.
"
- 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.
"
- 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.
"
- 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 & 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, 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, 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.
"
**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, 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, 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, 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.
"
**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, 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.

- 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 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.
"
**Nonparametric Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1840R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013.

- Donald W.K. Andrews & Xiaoxia Shi, 2011.
"
- 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 1812, Cowles Foundation for Research in Economics, Yale University. - 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.
"
- 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. - 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.
"
- 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 1824, Cowles Foundation for Research in Economics, Yale University. - 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.
"
- 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 1761, Cowles Foundation for Research in Economics, Yale University. - Donald W.K. Andrews & Xiaoxia Shi, 2010.
"
**Inference Based on Conditional Moment Inequalities**," Cowles Foundation Discussion Papers 1761R2, 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 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.

- Donald W.K. Andrews & Xiaoxia Shi, 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.
"
**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.
"

- Donald W.K. Andrews & Patrik Guggenberger, 2008.
"
- 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 1773R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011. - 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.
"
- 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.
"
- 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, 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 & 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, 2009.
"
**Hybrid and Size-Corrected Subsampling Methods**," Econometrica, Econometric Society, vol. 77(3), pages 721-762, 05. - 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. & 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. & 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. & Stock, James H., 2007.
"
**Testing with many weak instruments**," Journal of Econometrics, Elsevier, vol. 138(1), pages 24-46, May. - 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. - 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. - 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, 2004.
"
**Cross-section Regression with Common Shocks**," Yale School of Management Working Papers ysm401, Yale School of Management. - 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.
"
- 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, 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.
"
- 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.- 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.
"
**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.
"
- 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.- 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, .
"
**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.
"
- 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, 2003.
"
**Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum**," Econometrica, Econometric Society, vol. 71(1), pages 395-397, January. - 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.
"
- 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 1230, Cowles Foundation for Research in Economics, Yale University. - 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.
"
- 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. & 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. - 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.
"
- 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.
"
**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.
"
- Donald W. K. Andrews, 1999.
"
**Estimation When a Parameter Is on a Boundary**," Econometrica, Econometric Society, vol. 67(6), pages 1341-1384, November. - 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.
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**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.
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- Donald W. K. Andrews, 1997.
"
**A Conditional Kolmogorov Test**," Econometrica, Econometric Society, vol. 65(5), pages 1097-1128, September.- 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, 1996.
"
- 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.
"
- 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.
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**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 & 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, .
"
**APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test**," Statistical Software Components RTS00006, 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, .
"
**REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values**," Statistical Software Components RTS00176, Boston College Department of Economics.

- Tom Doan, .
"
- 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. - 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, 1994.
"
**Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity**," Econometrica, Econometric Society, vol. 62(1), pages 43-72, January. - 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. - 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. & 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 & 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., 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.

- Tom Doan, .
"
**ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test**," Statistical Software Components RTS00236, Boston College Department of Economics. - 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.
"
- 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;National Economic Association, vol. 20(1), pages 25-47, September. - 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, 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.
"
**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. & 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.
"
**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., 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., 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., 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, 1988.
"
**Chi-Square Diagnostic Tests for Econometric Models: Theory**," Econometrica, Econometric Society, vol. 56(6), pages 1419-53, 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, 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, 1986.
"
**Stability Comparisons of Estimators**," Econometrica, Econometric Society, vol. 54(5), pages 1207-35, September. - 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., 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.
"

- Andrews,Donald W. K. & Stock,James H. (ed.), 2010.
"
**Identification and Inference for Econometric Models**," Cambridge Books, Cambridge University Press, number 9780521154741, June. - Andrews,Donald W. K. & Stock,James H. (ed.), 2005.
"
**Identification and Inference for Econometric Models**," Cambridge Books, Cambridge University Press, number 9780521844413, June.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 39 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- NEP-ECM:
**Econometrics**(33) 1999-09-01 1999-11-01 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-ORE: Operations Research (3) 2010-06-26 2010-10-16 2011-08-02
- NEP-RMG: Risk Management (2) 2002-10-18 2003-03-25
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-FIN: Finance (1) 2003-10-12
- NEP-IFN: International Finance (1) 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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