Donald W. K. Andrews : Citation Profile


Are you Donald W. K. Andrews?

Yale University (50% share)
Yale University (50% share)

42

H index

67

i10 index

12753

Citations

RESEARCH PRODUCTION:

83

Articles

109

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   35 years (1982 - 2017). See details.
   Cites by year: 364
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 600.    Total self citations: 72 (0.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan30
   Updated: 2021-03-07    RAS profile: 2016-12-03    
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Relations with other researchers


Works with:

shi, xiaoxia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Donald W. K. Andrews.

Is cited by:

Perron, Pierre (170)

LINTON, OLIVER (127)

Shahbaz, Muhammad (124)

GUPTA, RANGAN (96)

Phillips, Peter (83)

Balcilar, Mehmet (81)

Chernozhukov, Victor (71)

Swanson, Norman (65)

Chen, Xiaohong (64)

Pesaran, M (63)

Taylor, Robert (59)

Cites to:

Moreira, Marcelo (31)

Stock, James (24)

Guggenberger, Patrik (22)

Phillips, Peter (20)

Ploberger, Werner (17)

Newey, Whitney (13)

Kleibergen, Frank (12)

White, Halbert (11)

Tamer, Elie (11)

Pötscher, Benedikt (10)

Hansen, Bruce (10)

Main data


Where Donald W. K. Andrews has published?


Journals with more than one article published# docs
Econometrica35
Journal of Econometrics18
Econometric Theory15
Journal of Business & Economic Statistics5
Review of Economic Studies4

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University102
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Donald W. K. Andrews (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2020Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/010.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013.

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2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Adeosun, Opeoluwa A ; Fagbemi, Fisayo ; Oladejo, Babafemi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099.

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2020Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Lin, Ying ; Thompson, Henry. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03.

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2020Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04.

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2020Semiparametric Identification and Estimation of Discrete Choice Models for Bundles. (2020). Yang, Thomas Tao ; Ouyang, FU ; Zhang, Hanghui. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2020-672.

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2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

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2020On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

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2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013.

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2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099.

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2020Investments of publicly traded versus privately held firms: evidence from stranded growth options in the U.S. shale gas industry.. (2020). Zaynutdinova, Gulnara ; Elbakidze, Levan ; Mugabe, Douglas. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304361.

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2020Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769.

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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037.

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2020Populist Leaders and the Economy. (2020). Funke, Manuel ; Trebesch, Christoph ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:036.

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2020Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses. (2020). Kostakis, Ioannis. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:123-138.

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2020Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161.

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2020The Relationship between Unemployment Rates and Renewable Energy Consumption: Evidence from Fourier ADL Cointegration Test. (2020). Author-Nameemel, Veli Yilanci. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:8:y:2020:i:1:p:17-28.

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2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

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2020Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977.

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2020Towards a General Large Sample Theory for Regularized Estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2020An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089.

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2020Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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2021Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1804.00232.

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2020Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1806.00666.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2020Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387.

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2020Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180.

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2020Prices, Profits, and Production: Identification and Counterfactuals. (2019). Kashaev, Nail ; Aguiar, Victor ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697.

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2020Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059.

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2020Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Bekker, Paul ; Koning, Nick. In: Papers. RePEc:arx:papers:1904.12775.

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2020Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222.

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2021Heterogeneous Choice Sets and Preferences. (2019). Teitelbaum, Joshua ; Molinari, Francesca ; Barseghyan, Levon ; Coughlin, Maura. In: Papers. RePEc:arx:papers:1907.02337.

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2020A Simple Uniformly Valid Test for Inequalities. (2019). Shi, Xiaoxia ; Cox, Gregory. In: Papers. RePEc:arx:papers:1907.06317.

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2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2020Constraint Qualifications in Partial Identification. (2019). Stoye, Jörg ; Kaido, Hiroaki ; Molinari, Francesca. In: Papers. RePEc:arx:papers:1908.09103.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2020Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2019). Kang, Byunghoon. In: Papers. RePEc:arx:papers:1909.12162.

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2021A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

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2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

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2020A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586.

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2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Papers. RePEc:arx:papers:2002.09982.

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2020Econometric issues with Laubach and Williams estimates of the natural rate of interest. (2020). Buncic, Daniel. In: Papers. RePEc:arx:papers:2002.11583.

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2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2020A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367.

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2020Multi-frequency-band tests for white noise under heteroskedasticity. (2020). Zhu, Ke ; Liu, Mengya. In: Papers. RePEc:arx:papers:2004.09161.

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2020Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

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2021A Negative Correlation Strategy for Bracketing in Difference-in-Differences with Application to the Effect of Voter Identification Laws on Voter Turnout. (2020). Small, Dylan S ; Hasegawa, Raiden ; Keele, Luke ; Ye, Ting. In: Papers. RePEc:arx:papers:2006.02423.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: Papers. RePEc:arx:papers:2007.05403.

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2020On the Size Control of the Hybrid Test for Predictive Ability. (2020). Kim, Deborah. In: Papers. RePEc:arx:papers:2008.02318.

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2020Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507.

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2020Inference for Moment Inequalities: A Constrained Moment Selection Procedure. (2020). Walker, Christopher D ; Tabri, Rami V. In: Papers. RePEc:arx:papers:2008.09021.

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2020Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395.

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2020Better Lee Bounds. (2020). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720.

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2020Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042.

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2020Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436.

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2020Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2021COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486.

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2020The Frisch--Waugh--Lovell Theorem for Standard Errors. (2020). Ding, Peng. In: Papers. RePEc:arx:papers:2009.06621.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Valid t-ratio Inference for IV. (2020). Porter, Jack ; Moreira, Marcelo J ; McCrary, Justin ; Lee, David L. In: Papers. RePEc:arx:papers:2010.05058.

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2020Simple Misspecification Adaptive Inference for Interval Identified Parameters. (2020). Stoye, Jörg. In: Papers. RePEc:arx:papers:2010.10484.

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2020A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

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2020Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

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2020Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996.

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2020Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2020). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:2011.06416.

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2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

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2020A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085.

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2020Identifying the effect of a mis-classified, binary, endogenous regressor. (2020). Garcia-Jimeno, Camilo ; Ditraglia, Francis J. In: Papers. RePEc:arx:papers:2011.07272.

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2020A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029.

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2020Nonparametric instrumental regression with right censored duration outcomes. (2020). VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; Beyhum, Jad ; van Keilegom, Ingrid. In: Papers. RePEc:arx:papers:2011.10423.

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2020Policy Transforms and Learning Optimal Policies. (2020). Russell, Thomas M. In: Papers. RePEc:arx:papers:2012.11046.

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2020Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2020Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities. (2020). van Garderen, Kees Jan ; vanGARDEREN, KeesJan ; van Giersbergen, Noud. In: Papers. RePEc:arx:papers:2012.11342.

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2020Quantile regression with generated dependent variable and covariates. (2020). Bhattacharya, Jayeeta. In: Papers. RePEc:arx:papers:2012.13614.

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2020Analysis of Randomized Experiments with Network Interference and Noncompliance. (2020). Kim, Bora. In: Papers. RePEc:arx:papers:2012.13710.

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2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

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2021Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021A test of non-identifying restrictions and confidence regions for partially identified parameters. (2021). Henry, Marc ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2102.04151.

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2021Inference on two component mixtures under tail restrictions. (2021). Jochmans, Koen ; Henry, Marc ; Salani, Bernard. In: Papers. RePEc:arx:papers:2102.06232.

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2021The Relationship between Energy Transition, Industrialization and Employment: A GMM Panel Var Approach. (2021). Guivis, Nkemgha Zeufack ; Poumie, Boker. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:15-28.

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2020Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models. (2020). Ganapati, Sharat ; Arkolakis, Costas ; Ado, Rodrigo. In: Working Papers. RePEc:bfi:wpaper:2020-161.

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2020What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03.

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2020Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2020-01.

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2020Testing the nexus between renewable energy consumption and environmental quality in Nigeria: The role of broad‐based financial development. (2020). Dabwor, Dalis T ; Goshit, Gideon G ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:163-175.

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2020Demande extérieure et offre agricole de long terme: Cas des noix de cajou dans lUnion Economique et Monétaire Ouest?Africaine (UEMOA). (2020). Oloukoi, Laurent. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:486-498.

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2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

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2020EVOLUTION OF COMMUNITY DETERRENCE: EVIDENCE FROM THE NATIONAL HOCKEY LEAGUE. (2020). Strazicich, Mark ; Groothuis, Peter ; Depken, Craig A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:2:p:289-303.

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2020The Gains from Catch‐up for China and the USA: An Empirical Framework. (2020). Osborn, Denise ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:350-365.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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More than 100 citations found, this list is not complete...

Donald W. K. Andrews has edited the books:


YearTitleTypeCited

Works by Donald W. K. Andrews:


YearTitleTypeCited
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2383
2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 2383
article
1990Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis.(1990) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2383
paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article279
2002Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics.
[Citation analysis]
article22
2006Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article19
2008Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article9
2007Asymptotics for Stationary Very Nearly Unit Root Processes.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2002Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper70
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1988Inference in Nonlinear Econometric Models with Structural Change In: Review of Economic Studies.
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1998Semiparametric Estimation of the Intercept of a Sample Selection Model In: Review of Economic Studies.
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1991An estimation of the aggregate educational production function for public schools in Louisiana In: The Review of Black Political Economy.
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2017Commands for testing conditional moment inequalities and equalities In: Stata Journal.
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