Donald W. K. Andrews : Citation Profile


Are you Donald W. K. Andrews?

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

39

H index

63

i10 index

10177

Citations

RESEARCH PRODUCTION:

83

Articles

109

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   35 years (1982 - 2017). See details.
   Cites by year: 290
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 717.    Total self citations: 72 (0.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan30
   Updated: 2018-07-14    RAS profile: 2016-12-03    
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Relations with other researchers


Works with:

shi, xiaoxia (7)

Cheng, Xu (3)

Guggenberger, Patrik (3)

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 (148)

LINTON, OLIVER (117)

Shahbaz, Muhammad (104)

GUPTA, RANGAN (84)

Balcilar, Mehmet (77)

Phillips, Peter (75)

Chen, Xiaohong (64)

Swanson, Norman (61)

Pesaran, M (60)

Chernozhukov, Victor (58)

Whang, Yoon-Jae (54)

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)

Hansen, Bruce (10)

Nelson, Charles (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 (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2017Investing in Islamic Stocks: A Wiser Way to Achieve Genuine Interest-Free Finance الاستثمار في الأسهم الإسلامية: طريقة أكثر حكمة لتحقيق تمويل حقيق. (2017). Sara, Mehmet ; Ulev, Salih. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:61-72.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2017Testing for Stochastic Dominance in Social Networks. (2017). Masson, Virginie ; Garrard, Robert ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-02.

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2018Citations in Economics: Measurement, Uses, and Impacts. (2018). Hamermesh, Daniel. In: Journal of Economic Literature. RePEc:aea:jeclit:v:56:y:2018:i:1:p:115-56.

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2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2018Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2017Measuring the value of housing services in household surveys: an application of machine learning approach. (2017). Embaye, Weldensie T ; Zereyesus, Yacob A. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252851.

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2018SOME STYLIZED FACTS ON EXTERNAL SHOCKS AND INFLATION UPSURGE IN BRAZIL, 1951-1985. (2018). Pinkusfeld, Carlos Bastos ; Bielschowsky, Ricardo ; de Medeiros, Julia ; Bastian, Eduardo F. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:25.

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2018GOVERNANCE AND GROWTH: A PANEL VAR APPROACH. (2018). Silva, Marcelo ; de Amorim, Guilherme Marques. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:84.

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2017“Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710.

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2017Conditional Quantile Processes based on Series or Many Regressors. (2017). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

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2018Program Evaluation and Causal Inference with High-Dimensional Data. (2018). Chernozhukov, Victor ; Hansen, Christian ; Fern, Ivan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1311.2645.

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2017Confidence Intervals for Projections of Partially Identified Parameters. (2017). Stoye, Jörg ; Molinari, Francesca ; Kaido, Hiroaki. In: Papers. RePEc:arx:papers:1601.00934.

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2017Monte Carlo Confidence Sets for Identified Sets. (2017). Chen, Xiaohong ; Tamer, Elie ; Christensen, Timothy . In: Papers. RePEc:arx:papers:1605.00499.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao . In: Papers. RePEc:arx:papers:1607.00393.

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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2018Generalized Random Forests. (2018). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie . In: Papers. RePEc:arx:papers:1610.01271.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2018Tests for qualitative features in the random coefficients model. (2018). Dunker, Fabian ; Schmidt-Hieber, Johannes ; Proksch, Katharina ; Eckle, Konstantin. In: Papers. RePEc:arx:papers:1704.01066.

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2017Inference on Estimators defined by Mathematical Programming. (2017). Shum, Matthew ; Shi, Xiaoxia ; Hsieh, Yu-Wei. In: Papers. RePEc:arx:papers:1709.09115.

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2017Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach. (2017). Johnsson, Ida ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10024.

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2017Calibrated Projection in MATLAB: Users Manual. (2017). Stoye, Jörg ; Molinari, Francesca ; Kaido, Hiroaki ; Thirkettle, Matthew. In: Papers. RePEc:arx:papers:1710.09707.

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2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah . In: Papers. RePEc:arx:papers:1711.10527.

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2017Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2018An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2018). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089.

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

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018Permutation Tests for Equality of Distributions of Functional Data. (2018). Bugni, Federico A ; Horowitz, Joel L. In: Papers. RePEc:arx:papers:1803.00798.

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

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2018Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2018Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883.

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2018Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1804.00232.

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2018Moment Inequalities in the Context of Simulated and Predicted Variables. (2018). Kaido, Hiroaki ; Rysman, Marc ; Li, Jiaxuan. In: Papers. RePEc:arx:papers:1804.03674.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Kim, Dukpa ; Estrada, Francisco ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1805.09937.

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

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01457.

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2018Leave-out estimation of variance components. (2018). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

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2017Importance of housing wealth effect in selected European countries: evidence from panel VAR model. (2017). Casni, Anita Ceh . In: ERES. RePEc:arz:wpaper:eres2017_138.

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2017Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools. (2017). Cai, Yifei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:99-108.

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2017A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204.

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2018Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp101.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies. (2017). Ojeda-Joya, Jair ; Guzman, Oscar E. In: Borradores de Economia. RePEc:bdr:borrec:1010.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot . In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631.

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2018Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. (2018). Ters, Kristyna ; Urban, Jorg. In: BIS Working Papers. RePEc:bis:biswps:689.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-. (2017). Sun, Zesheng. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:17-37.

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2017Likelihood ratio tests for a dose-response effect using multiple nonlinear regression models. (2017). Gutjahr, Georg ; Bornkamp, Bjorn. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:1:p:197-205.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Chua, Chew ; Suardi, Sandy ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2017INCOME INEQUALITY, MEDIA FRAGMENTATION, AND INCREASED POLITICAL POLARIZATION. (2017). Saving, Jason ; Duca, John. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:2:p:392-413.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2017THE EFFECT OF MINIMUM WAGES ON EMPLOYMENT: A FACTOR MODEL APPROACH. (2017). Totty, Evan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1712-1737.

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2017A Comparison of Exchange Rate Exposure between Manufacturing vis-à-vis Service Sector Firms in India. (2017). Mohapatra, Sonali Madhusmita. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:1:p:75-85.

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2017The minimum wage and the Lithuanian labour market. (2017). Bartkus, Algirdas . In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:1:p:47-75.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuan-Lopez, Ana I ; Dawson, Philip J. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2017Misspecification in Dynamic Panel Data Models and Model-Free Inferences. (2017). Okui, Ryo. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:283-304.

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2017The Dynamic Relationship Between Corruption–Inflation: Evidence From Panel Vector Autoregression. (2017). Sassi, Seifallah ; Gasmi, Amira . In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:4:p:458-469.

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2017Does preschool boost the development of minority children?: the case of Roma children. (2017). Huber, Martin ; Felfe, Christina. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:475-502.

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2017Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case. (2017). Leeb, Hannes ; Kabaila, Paul . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:801-813.

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2017Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models. (2017). Truquet, Lionel . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1391-1414.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2017Oracle M-Estimation for Time Series Models. (2017). Giurcanu, Mihai C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:479-504.

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2017On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space. (2017). Cavaliere, Giuseppe ; Rahbek, Anders ; Nielsen, Heino Bohn . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:513-534.

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2017Detecting at-Most-m Changes in Linear Regression Models. (2017). Pouliot, William ; Horvath, Lajos ; Wang, Shixuan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590.

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2017A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series. (2017). Shang, Han Lin ; Rice, Gregory . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:591-609.

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2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

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2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Estrada, Francisco ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:711-732.

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2017Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. (2017). Wied, Dominik ; Wagner, Martin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980.

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2017System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates. (2017). Li, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:1-24.

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2017Partial Structural Break Identification. (2017). Han, Chulwoo ; Taamouti, Abderrahim . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.

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2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. (2017). Yabu, Tomoyoshi ; Perron, Pierre ; Shintani, Mototsugu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:822-850.

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2017A Simple Approach for Diagnosing Instabilities in Predictive Regressions. (2017). Pitarakis, Jean-Yves. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:851-874.

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2017Financial Depth and the Asymmetric Impact of Monetary Policy. (2017). Caglayan, Mustafa ; Mouratidis, Kostas ; Kocaaslan, Ozge Kandemir . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1195-1218.

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2017Bargaining and Wage Rigidity in a Matching Model for the US. (2017). Malcomson, James ; Mavroeidis, Sophocles . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:997-1017.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth. (2017). Chan, Kin Wai ; Yau, Chun Yip. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:866-898.

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2017Growth in a time of austerity: evidence from the UK. (2017). Middleditch, Paul ; Amann, Juergen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:349-375.

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2017How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2097-2124.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2017On the determinants of NPLS: lessons from Greece. (2017). Tzavalis, Elias ; Dendramis, Yiannis ; Charalambakis, Evangelos . In: Working Papers. RePEc:bog:wpaper:220.

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2018Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas. (2018). Park, Cheolbeom. In: Working Papers. RePEc:bok:wpaper:1808.

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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.
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article1810
2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis..(2002) In: Journal of Business & Economic Statistics.
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article
1990Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis.(1990) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 1810
paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
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article245
2002Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics.
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article12
2006Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics.
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article9
2008Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis.
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article8
2007Asymptotics for Stationary Very Nearly Unit Root Processes.(2007) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 8
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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paper65
2002Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2002) In: Cowles Foundation Discussion Papers.
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paper
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
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This paper has another version. Agregated cites: 65
article
1995Nonparametric Kernel Estimation for Semiparametric Models In: Econometric Theory.
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article98
2002ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS In: Econometric Theory.
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article7
2000On the Number of Bootstrap Repetitions for BC_a Confidence Intervals.(2000) In: Cowles Foundation Discussion Papers.
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paper
2002EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS In: Econometric Theory.
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article15
2000Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics.(2000) In: Cowles Foundation Discussion Papers.
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paper
1985A Zero-One Result for the Least Squares Estimator In: Econometric Theory.
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article3
1984A Zero-One Result for the Least Squares Estimator.(1984) In: Cowles Foundation Discussion Papers.
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paper
2005VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES In: Econometric Theory.
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article5
2002Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series.(2002) In: Cowles Foundation Discussion Papers.
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paper
2007RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS In: Econometric Theory.
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article5
2006Rank Tests for Instrumental Variables Regression with Weak Instruments.(2006) In: Cowles Foundation Discussion Papers.
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paper
2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
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article70
2007Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities.(2007) In: Cowles Foundation Discussion Papers.
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paper
2010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory.
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article27
2014GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory.
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article5
2011GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2011) In: Cowles Foundation Discussion Papers.
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paper
2013GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2013) In: Cowles Foundation Discussion Papers.
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paper
1987Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions In: Econometric Theory.
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article1
1987Asymptotic Results for Generalized Wald Tests In: Econometric Theory.
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article54
1986Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers.
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paper
1988Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory.
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article79
1989A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models A.R. Gallant and H. White In: Econometric Theory.
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article0
1990Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory.
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article19
1989Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality.(1989) In: Cowles Foundation Discussion Papers.
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paper
1992Generic Uniform Convergence In: Econometric Theory.
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article61
1990Generic Uniform Convergence.(1990) In: Cowles Foundation Discussion Papers.
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paper
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
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paper1085
1994Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica.
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article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
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paper124
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
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article
1992An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables In: Cowles Foundation Discussion Papers.
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paper3
1992Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series In: Cowles Foundation Discussion Papers.
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paper1
1992The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests In: Cowles Foundation Discussion Papers.
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paper15
1994The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests..(1994) In: Econometrica.
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article
1993Nonlinear Econometric Models with Deterministically Trending Variables In: Cowles Foundation Discussion Papers.
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paper24
1995Nonlinear Econometric Models with Deterministically Trending Variables.(1995) In: Review of Economic Studies.
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article
1993Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers.
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paper5
1993Empirical Process Methods in Econometrics In: Cowles Foundation Discussion Papers.
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paper8
1986Empirical process methods in econometrics.(1986) In: Handbook of Econometrics.
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chapter
1994Hypothesis Testing with a Restricted Parameter Space In: Cowles Foundation Discussion Papers.
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paper27
1998Hypothesis testing with a restricted parameter space.(1998) In: Journal of Econometrics.
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article
1994Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers.
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paper4
1996A Conditional Kolmogorov Test In: Cowles Foundation Discussion Papers.
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paper119
1997A Conditional Kolmogorov Test.(1997) In: Econometrica.
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article
1996Semiparametric Estimation of a Sample Selection Model In: Cowles Foundation Discussion Papers.
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paper2
1996A Stopping Rule for the Computation of Generalized Method of Moments Estimators In: Cowles Foundation Discussion Papers.
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paper7
1997A Stopping Rule for the Computation of Generalized Method of Moments Estimators.(1997) In: Econometrica.
[Citation analysis]
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article
1996Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers.
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paper0
1997On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests In: Cowles Foundation Discussion Papers.
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paper1
1997Consistent Moment Selection Procedures for Generalized Method of Moments Estimation In: Cowles Foundation Discussion Papers.
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paper94
1999Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica.
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article
1997Estimation When a Parameter Is on a Boundary: Theory and Applications In: Cowles Foundation Discussion Papers.
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paper2
1997A Simple Counterexample to the Bootstrap In: Cowles Foundation Discussion Papers.
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paper1
1999Testing When a Parameter Is on the Boundary of the Maintained Hypothesis In: Cowles Foundation Discussion Papers.
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paper124
2001Testing When a Parameter Is on the Boundary of the Maintained Hypothesis..(2001) In: Econometrica.
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article
1999Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers.
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paper68
2001Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators.(2001) In: Cowles Foundation Discussion Papers.
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paper
2002Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators.(2002) In: Econometrica.
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article
1999Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models In: Cowles Foundation Discussion Papers.
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paper2
2000A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers.
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paper51
2003A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter.(2003) In: Econometrica.
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article
2001Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers.
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paper11
2001Higher-order Improvements of the Parametric Bootstrap for Markov Processes In: Cowles Foundation Discussion Papers.
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paper3
2002End-of-Sample Instability Tests In: Cowles Foundation Discussion Papers.
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paper67
2003End-of-Sample Instability Tests.(2003) In: Econometrica.
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article
2002The Block-block Bootstrap: Improved Asymptotic Refinements In: Cowles Foundation Discussion Papers.
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paper20
2004the Block-Block Bootstrap: Improved Asymptotic Refinements.(2004) In: Econometrica.
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article
2002Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes In: Cowles Foundation Discussion Papers.
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paper16
2006Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes.(2006) In: Journal of Econometrics.
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article
2003End-of-Sample Cointegration Breakdown Tests In: Cowles Foundation Discussion Papers.
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paper7
2004End-of-Sample Conintegratio Breakdown Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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paper
2004End-of-Sample Cointegration Breakdown Tests.(2004) In: Yale School of Management Working Papers.
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paper
2003Cross-section Regression with Common Shocks In: Cowles Foundation Discussion Papers.
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paper117
2005Cross-Section Regression with Common Shocks.(2005) In: Econometrica.
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article
2004Cross-section Regression with Common Shocks.(2004) In: Yale School of Management Working Papers.
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paper
2004Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers.
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paper15
2004Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers.
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paper
2005Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments In: Cowles Foundation Discussion Papers.
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paper16
2008Exactly distribution-free inference in instrumental variables regression with possibly weak instruments.(2008) In: Journal of Econometrics.
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article
2005Inference with Weak Instruments In: Cowles Foundation Discussion Papers.
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paper53
2005Inference with Weak Instruments.(2005) In: NBER Technical Working Papers.
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paper
2007The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers.
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paper4
2007The Limit of Finite-Sample Size and a Problem with Subsampling.(2007) In: Cowles Foundation Discussion Papers.
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paper
2007Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers.
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2007Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers.
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paper6
2010Applications of subsampling, hybrid, and size-correction methods.(2010) In: Journal of Econometrics.
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article
2007Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection In: Cowles Foundation Discussion Papers.
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paper132
2010Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection.(2010) In: Econometrica.
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article
2008Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers.
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2010Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2010) In: Cowles Foundation Discussion Papers.
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2012Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2012) In: Cowles Foundation Discussion Papers.
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2012Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity.(2012) In: Journal of Econometrics.
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article
2008Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities In: Cowles Foundation Discussion Papers.
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paper0
2008Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure In: Cowles Foundation Discussion Papers.
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paper57
2011Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2011) In: Cowles Foundation Discussion Papers.
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paper
2012Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2012) In: Econometrica.
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article
2010Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers.
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paper49
2011Inference Based on Conditional Moment Inequalities.(2011) In: Cowles Foundation Discussion Papers.
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paper
2012Inference Based on Conditional Moment Inequalities.(2012) In: Cowles Foundation Discussion Papers.
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paper
2013Inference Based on Conditional Moment Inequalities.(2013) In: Econometrica.
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article
2010Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers.
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paper37
2011Estimation and Inference with Weak, Semi-strong, and Strong Identification.(2011) In: Cowles Foundation Discussion Papers.
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paper
2012Estimation and Inference With Weak, Semi‐Strong, and Strong Identification.(2012) In: Econometrica.
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article
2011Examples of L^2-Complete and Boundedly-Complete Distributions In: Cowles Foundation Discussion Papers.
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paper11
2011A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers.
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paper6
2012A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2012) In: Cowles Foundation Discussion Papers.
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2014A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2014) In: The Review of Economics and Statistics.
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article
2011Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers.
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2011Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power In: Cowles Foundation Discussion Papers.
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paper3
2012Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power.(2012) In: Cowles Foundation Discussion Papers.
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2011Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure In: Cowles Foundation Discussion Papers.
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paper11
2012Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure.(2012) In: Cowles Foundation Discussion Papers.
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paper
2013Maximum likelihood estimation and uniform inference with sporadic identification failure.(2013) In: Journal of Econometrics.
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article
2011Nonparametric Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers.
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paper53
2013Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers.
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2013Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers.
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paper
2014Nonparametric inference based on conditional moment inequalities.(2014) In: Journal of Econometrics.
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article
2014Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models In: Cowles Foundation Discussion Papers.
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paper2
2015Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers.
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paper0
2015Inference Based on Many Conditional Moment Inequalities In: Cowles Foundation Discussion Papers.
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paper0
2016Inference Based on Many Conditional Moment Inequalities.(2016) In: Cowles Foundation Discussion Papers.
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paper
1982Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model In: Cowles Foundation Discussion Papers.
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1983First Order Autoregressive Processes and Strong Mixing In: Cowles Foundation Discussion Papers.
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1984Robust Estimation of Location in a Gaussian Parametric Model: II In: Cowles Foundation Discussion Papers.
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paper0
1985Stability Comparisons of Estimators (5/1985 and 11/1985) In: Cowles Foundation Discussion Papers.
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1985A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model In: Cowles Foundation Discussion Papers.
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1986A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model..(1986) In: Econometrica.
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1985Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications In: Cowles Foundation Discussion Papers.
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paper0
1986Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory In: Cowles Foundation Discussion Papers.
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paper0
1986Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers.
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paper1
1986Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers In: Cowles Foundation Discussion Papers.
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paper8
1986On the Performance of Least Squares in Linear Regression with Undefined Error Means In: Cowles Foundation Discussion Papers.
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1986Power in Econometric Applications In: Cowles Foundation Discussion Papers.
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paper29
1989Power in Econometric Applications..(1989) In: Econometrica.
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1987Inference in Econometric Models with Structural Change In: Cowles Foundation Discussion Papers.
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paper4
1989Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models In: Cowles Foundation Discussion Papers.
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paper129
1991Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models..(1991) In: Econometrica.
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1989Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers.
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paper1390
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation..(1991) In: Econometrica.
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1989Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors In: Cowles Foundation Discussion Papers.
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paper0
1989An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables In: Cowles Foundation Discussion Papers.
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paper5
1991An empirical process central limit theorem for dependent non-identically distributed random variables.(1991) In: Journal of Multivariate Analysis.
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1990Asymptotics for Semiparametric Econometric Models: I. Estimation In: Cowles Foundation Discussion Papers.
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1990Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation In: Cowles Foundation Discussion Papers.
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1989Asymptotics for Semiparametric Econometric Models: III. Testing and Examples In: Cowles Foundation Discussion Papers.
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paper4
1990An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator In: Cowles Foundation Discussion Papers.
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paper459
1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator..(1992) In: Econometrica.
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1990Tests for Parameter Instability and Structural Change with Unknown Change Point In: Cowles Foundation Discussion Papers.
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paper1688
1993Tests for Parameter Instability and Structural Change with Unknown Change Point..(1993) In: Econometrica.
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1990A Functional Central Limit Theorem for Strong Mixing Stochastic Processes In: Cowles Foundation Discussion Papers.
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paper0
1991Tests of Specification for Parametric and Semiparametric Models In: Cowles Foundation Discussion Papers.
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paper36
1993Tests of specification for parametric and semiparametric models.(1993) In: Journal of Econometrics.
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article
1991Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models In: Cowles Foundation Discussion Papers.
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paper4
1986Stability Comparisons of Estimators. In: Econometrica.
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article0
1987Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]. In: Econometrica.
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article21
1988Chi-Square Diagnostic Tests for Econometric Models: Theory. In: Econometrica.
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