Donald W. K. Andrews : Citation Profile

Are you Donald W. K. Andrews?

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

45

H index

84

i10 index

19447

Citations

RESEARCH PRODUCTION:

89

Articles

117

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1982 - 2020). See details.
   Cites by year: 511
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 1028.    Total self citations: 81 (0.41 %)

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   Permalink: http://citec.repec.org/pan30
   Updated: 2023-11-04    RAS profile: 2021-03-31    
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Relations with other researchers

Works with:

Yu, Zhengfei (2)

Marmer, Vadim (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 (221)

Shahbaz, Muhammad (146)

LINTON, OLIVER (143)

Chernozhukov, Victor (141)

Phillips, Peter (109)

GUPTA, RANGAN (104)

Balcilar, Mehmet (89)

Chen, Xiaohong (79)

Kapetanios, George (77)

Swanson, Norman (74)

Kim, Hyeongwoo (73)

Cites to:

Moreira, Marcelo (33)

Stock, James (28)

Phillips, Peter (26)

Guggenberger, Patrik (24)

Newey, Whitney (22)

Ploberger, Werner (17)

Kleibergen, Frank (15)

Hansen, Bruce (13)

Blundell, Richard (13)

Tamer, Elie (12)

Pötscher, Benedikt (12)

Main data

Where Donald W. K. Andrews has published?

Journals with more than one article published# docs
Econometrica35
Journal of Econometrics21
Econometric Theory16
Journal of Business & Economic Statistics5
Review of Economic Studies4
Quantitative Economics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University110
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Donald W. K. Andrews (2023 and 2022)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2023Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03.

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2023Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08.

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2022Information Networks and Collective Action: Evidence from the Womens Temperance Crusade. (2022). Yildirim, Pinar ; Iglesias, Angel ; Garcia-Jimeno, Camilo. In: American Economic Review. RePEc:aea:aecrev:v:112:y:2022:i:1:p:41-80.

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2023Judging Judge Fixed Effects. (2023). Leslie, Emily ; Lefgren, Lars ; Frandsen, Brigham. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:1:p:253-77.

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2022Subways and Urban Air Pollution. (2022). Gonzalez-Navarro, Marco ; Gendron-Carrier, Nicolas ; Turner, Matthew A ; Polloni, Stefano. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:14:y:2022:i:1:p:164-96.

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2022.

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2022Long-term price and income elasticity of residential natural gas demand in Turkey. (2022). Tatlı, Halim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:101-122.

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2022.

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2022.

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2022Price dynamics and market integration of tomato markets in India. (2022). Gajanana, T M ; Kumar, Hemanth G. In: Agricultural Economics Research Review. RePEc:ags:aerrae:333684.

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2022On the economic value of the agronomic effects of crop diversification for farmers: estimation based on farm cost accounting data. (2022). Carpentier, Alain ; Koutchade, Obafemi Philippe ; Femenia, Fabienne ; Romaric, Ibirenoye Honore. In: Working Papers. RePEc:ags:inrasl:320398.

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2022.

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2023Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001.

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2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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2023Simple 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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2022Prices, Profits, and Production: Identification and Counterfactuals. (2019). Kashaev, Nail ; Aguiar, Victor ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697.

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2022Identification and Estimation of Group-Level Partial Effects. (2018). Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1811.00667.

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2023Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK. (2019). Chernozhukov, Victor ; Luo, Siyi ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1811.11603.

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2022Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241.

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2022Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222.

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2023Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2023Identification and inference in discrete choice models with imperfect information. (2019). Sinha, Shruti ; Gualdani, Cristina. In: Papers. RePEc:arx:papers:1911.04529.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2022Uniform inference for bounds on the distribution and quantile functions of treatment effects in randomized experiments. (2019). Parker, Thomas ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:1911.10215.

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2022Improved Central Limit Theorem and bootstrap approximations in high dimensions. (2019). Chernozhukov, Victor ; Koike, Yuta ; Kato, Kengo ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1912.10529.

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2022A 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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2022Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2023Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2022A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367.

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2023Loss aversion and the welfare ranking of policy interventions. (2020). Parker, Thomas ; Rosa-Dias, Pedro ; Kobus, Martyna ; Galvao, Antonio F ; Firpo, Sergio. In: Papers. RePEc:arx:papers:2004.08468.

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2022A 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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2022Permutation-based tests for discontinuities in event studies. (2020). Li, Jia ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2007.09837.

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2022Unconditional Quantile Regression with High Dimensional Data. (2020). Zhang, Yichong ; Ura, Takuya ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2007.13659.

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2023Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2023Better Lee Bounds. (2020). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720.

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2022Two-Stage Maximum Score Estimator. (2020). Xu, Sheng ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2009.02854.

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2022A 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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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2023Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

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2022Do 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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2022Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2022Almost 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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2022Discordant Relaxations of Misspecified Models. (2020). Li, Lixiong ; D'esir'e K'edagni, ; Mourifi, Ismael . In: Papers. RePEc:arx:papers:2012.11679.

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2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2023Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

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2022On a standard Method for Measuring the Natural Rate of Interest. (2021). Buncic, Daniel. In: Papers. RePEc:arx:papers:2103.16452.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2022A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees. (2021). Chernozhukov, Victor ; Singh, Rahul ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2105.15197.

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2022Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment. (2021). Liu, Chu-An ; Huber, Martin ; Hsu, Yu-Chin ; Lee, Ying-Ying. In: Papers. RePEc:arx:papers:2106.04237.

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2023Flexible Covariate Adjustments in Regression Discontinuity Designs. (2021). Rothe, Christoph ; Olma, Tomasz ; Noack, Claudia. In: Papers. RePEc:arx:papers:2107.07942.

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2022Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2023Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games. (2021). Blevins, Jason ; Kim, Minhae. In: Papers. RePEc:arx:papers:2108.02182.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2023A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation. (2021). Hurvich, Clifford M ; Xu, Zhihao. In: Papers. RePEc:arx:papers:2108.06093.

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2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2023On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258.

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2023Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2022A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2023Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2023How easy is it for investment managers to deploy their talent in green and brown stocks?. (2022). Ardia, David ; Bluteau, Keven ; Tran, Thien Duy. In: Papers. RePEc:arx:papers:2201.05709.

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2022Bootstrap inference for fixed-effect models. (2022). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2201.11156.

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2022Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2022Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2202.00141.

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2023On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2023Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2022). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180.

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2022Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473.

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2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

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2022Early life height and weight production functions with endogenous energy and protein inputs. (2022). Wang, Fan ; Stein, Aryeh D ; Martorell, Reynaldo ; Borja, Judith B ; Adair, Linda S ; Maluccio, John A ; Hoddinott, John ; Cunha, Fl'Avio ; Behrman, Jere R ; Puentes, Esteban. In: Papers. RePEc:arx:papers:2204.02542.

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2022Two-step estimation in linear regressions with adaptive learning. (2022). Mayer, Alexander. In: Papers. RePEc:arx:papers:2204.05298.

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2022Estimation and Inference by Stochastic Optimization. (2022). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2205.03254.

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2022A New Central Limit Theorem for the Augmented IPW Estimator: Variance Inflation, Cross-Fit Covariance and Beyond. (2022). Sur, Pragya ; Sen, Subhabrata ; Mukherjee, Rajarshi ; Jiang, Kuanhao. In: Papers. RePEc:arx:papers:2205.10198.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2022Identification and Inference for Welfare Gains without Unconfoundedness. (2022). Byambadalai, Undral. In: Papers. RePEc:arx:papers:2207.04314.

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2022Detecting Grouped Local Average Treatment Effects and Selecting True Instruments. (2022). Langen, Henrika ; Huber, Martin ; Groh, Rebecca ; Farbmacher, Helmut ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2207.04481.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2022Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2023A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2022An Axiomatic Framework for Cost-Benefit Analysis. (2022). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2207.13033.

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2022Tangential Wasserstein Projections. (2022). Lee, Myungjin ; Hsieh, Meng Hsuan ; Gunsilius, Florian. In: Papers. RePEc:arx:papers:2207.14727.

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2022Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator. (2022). Windmeijer, Frank ; Sanderson, Eleanor ; Liang, Xiaoran. In: Papers. RePEc:arx:papers:2208.05278.

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2023Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291.

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2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2023Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281.

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2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response. (2022). Heiler, Phillip. In: Papers. RePEc:arx:papers:2209.04329.

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2022A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793.

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2022). Kasahara, Hiroyuki ; Hao, YU. In: Papers. RePEc:arx:papers:2210.02824.

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2022Conditional Likelihood Ratio Test with Many Weak Instruments. (2022). Otsu, Taisuke ; Matsushita, Yukitoshi ; Ayyar, Sreevidya. In: Papers. RePEc:arx:papers:2210.07680.

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2022Modified Wilcoxon-Mann-Whitney tests of stochastic dominance. (2022). Clarke, Jackson D ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2210.08892.

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2022Allowing for weak identification when testing GARCH-X type models. (2022). Ketz, Philipp. In: Papers. RePEc:arx:papers:2210.11398.

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2022Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2022Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022A Better Test of Choice Overload. (2022). Stoye, Jorg ; Ravindran, Dilip ; Dean, Mark. In: Papers. RePEc:arx:papers:2212.03931.

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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]		article3288
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: 3288		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: 3288		paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article328
2002Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics.
[Citation analysis]		article31
2006Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article33
2008Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
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: 10		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]		paper82
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: 82		paper
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		article
1995Nonparametric Kernel Estimation for Semiparametric Models In: Econometric Theory.
[Full Text][Citation analysis]		article135
2002ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2000On the Number of Bootstrap Repetitions for BC_a Confidence Intervals.(2000) In: Cowles Foundation Discussion Papers.
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