Donald W. K. Andrews : Citation Profile

Are you Donald W. K. Andrews?

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

40

H index

64

i10 index

11412

Citations

RESEARCH PRODUCTION:

83

Articles

109

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   35 years (1982 - 2017). See details.
   Cites by year: 326
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 1306.    Total self citations: 72 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan30
   Updated: 2019-10-06    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 (167)

LINTON, OLIVER (127)

Shahbaz, Muhammad (112)

GUPTA, RANGAN (90)

Balcilar, Mehmet (80)

Phillips, Peter (75)

Swanson, Norman (65)

Chernozhukov, Victor (64)

Chen, Xiaohong (64)

Pesaran, M (60)

Whang, Yoon-Jae (58)

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)

Nelson, Charles (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 (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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2017Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; Teräsvirta, Timo ; Gonzalez, Andres ; van Dijk, Dick ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-36.

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2018Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03.

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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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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2019Demand and Welfare Analysis in Discrete Choice Models with Social Interactions. (2019). Kanaya, Shin ; Dupas, Pascaline ; Bhattacharya, Debopam. In: CREATES Research Papers. RePEc:aah:create:2019-09.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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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). Ulev, Salih ; Sara, Mehmet. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:no:4:p:61-72.

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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). Ulev, Salih ; Sara, Mehmet. 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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2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2018). Zhang, Shuwei ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-04.

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2018Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices. (2018). Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-05.

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2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-06.

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2018Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-07.

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2019Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2019). Thompson, Henry ; Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-01.

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2019Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-02.

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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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2019Relevant moment selection under mixed identification strength. (2019). Dovonon, Prosper ; Doko Tchatoka, Firmin ; Aguessy, Michael. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-04.

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2019Beyond Truth-Telling: Preference Estimation with Centralized School Choice and College Admissions. (2019). HE, Yinghua ; Grenet, Julien ; Fack, Gabrielle. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:4:p:1486-1529.

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2019Correcting for Misreporting of Government Benefits. (2019). Mittag, Nikolas. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:11:y:2019:i:2:p:142-64.

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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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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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

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2018GE Labeling Laws and Segmentation of the Sugar Market. (2018). Carter, Colin Andre ; Schaefer, Aleks K. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273855.

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2017The effects of US biofuels policy: A structural break analysis of the WTI pass-through to the corn price. (2017). Gilbert, Christopher L ; Mugera, Harriet K. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258646.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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2017Examining Market Power in the Finnish Dairy Chain. (2017). Rezitis, Anthony ; Valtiala, Juho P. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261419.

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2017How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras . In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587.

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2018Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation. (2018). Hillen, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276015.

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2018Apples versus oranges: does interdependence between the European Union juice concentrate markets exist?. (2018). Jambor, Attila ; Potori, N ; Szenderak, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277511.

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2017Relationship among Energy, Bioenergy and Agricultural Commodity Prices: Re-Considering Structural Changes. (2017). Nemati, Mehdi . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266426.

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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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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

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2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Bystrov, Victor ; Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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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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2018Conditional Quantile Processes based on Series or Many Regressors. (2018). 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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2018Inference on causal and structural parameters using many moment inequalities. (2018). Chernozhukov, Victor ; Kato, Kengo ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1312.7614.

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2019Confidence 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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2019Estimation 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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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). 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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2019Some 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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2019An 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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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2019Continuous 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 ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. 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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2019Leave-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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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

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

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2018Cross Validation Based Model Selection via Generalized Method of Moments. (2018). Komiyama, Junpei ; Shimao, Hajime . In: Papers. RePEc:arx:papers:1807.06993.

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2018Machine Learning for Dynamic Discrete Choice. (2018). Semenova, Vira. In: Papers. RePEc:arx:papers:1808.02569.

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2019Sensitivity Analysis using Approximate Moment Condition Models. (2018). Armstrong, Timothy B ; Koles, Michal. In: Papers. RePEc:arx:papers:1808.07387.

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2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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

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2019Prices, Profits, and Production. (2018). Kashaev, Nail ; Aguiar, Victor H ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2018LM-BIC Model Selection in Semiparametric Models. (2018). Korolev, Ivan. In: Papers. RePEc:arx:papers:1811.10676.

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2019Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

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2019Inference on Functionals under First Order Degeneracy. (2019). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1901.04861.

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2019Estimation and Inference for Synthetic Control Methods with Spillover Effects. (2019). Cao, Jianfei ; Dowd, Connor. In: Papers. RePEc:arx:papers:1902.07343.

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

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2019Inference in high-dimensional set-identified affine models. (2019). Gafarov, Bulat. In: Papers. RePEc:arx:papers:1904.00111.

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2019Nonparametric Estimation and Inference in Psychological and Economic Experiments. (2019). Centorrino, Samuele ; Bernasconi, Michele ; Seri, Raffaello. In: Papers. RePEc:arx:papers:1904.11156.

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

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2019Non-standard inference for augmented double autoregressive models with null volatility coefficients. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1905.01798.

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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]		article2063
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: 2063		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: 2063		paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article269
2002Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics.
[Citation analysis]		article15
2006Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article15
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.
[Full Text][Citation analysis]		paper67
2002Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
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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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