45
H index
84
i10 index
19447
Citations
Yale University (50% share) | 45 H index 84 i10 index 19447 Citations RESEARCH PRODUCTION: 89 Articles 117 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: 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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Econometrica | 35 |
Journal of Econometrics | 21 |
Econometric Theory | 16 |
Journal of Business & Economic Statistics | 5 |
Review of Economic Studies | 4 |
Quantitative Economics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 110 |
Yale School of Management Working Papers / Yale School of Management | 2 |
Year | Title of citing document | |
---|---|---|
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2023 | Trend 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. Full description at Econpapers || Download paper | |
2023 | Trend 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. Full description at Econpapers || Download paper | |
2022 | Information 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. Full description at Econpapers || Download paper | |
2023 | Judging 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. Full description at Econpapers || Download paper | |
2022 | Subways 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Long-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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Price 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. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Detecting 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. Full description at Econpapers || Download paper | |
2022 | Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144. Full description at Econpapers || Download paper | |
2023 | Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180. Full description at Econpapers || Download paper | |
2022 | Prices, Profits, and Production: Identification and Counterfactuals. (2019). Kashaev, Nail ; Aguiar, Victor ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697. Full description at Econpapers || Download paper | |
2022 | Identification and Estimation of Group-Level Partial Effects. (2018). Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1811.00667. Full description at Econpapers || Download paper | |
2023 | Distribution 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. Full description at Econpapers || Download paper | |
2022 | Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241. Full description at Econpapers || Download paper | |
2022 | Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222. Full description at Econpapers || Download paper | |
2023 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2023 | Identification and inference in discrete choice models with imperfect information. (2019). Sinha, Shruti ; Gualdani, Cristina. In: Papers. RePEc:arx:papers:1911.04529. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2022 | Uniform 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. Full description at Econpapers || Download paper | |
2022 | Improved 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682. Full description at Econpapers || Download paper | |
2023 | Equal 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. Full description at Econpapers || Download paper | |
2022 | A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367. Full description at Econpapers || Download paper | |
2023 | Loss 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Permutation-based tests for discontinuities in event studies. (2020). Li, Jia ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2007.09837. Full description at Econpapers || Download paper | |
2022 | Unconditional Quantile Regression with High Dimensional Data. (2020). Zhang, Yichong ; Ura, Takuya ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2007.13659. Full description at Econpapers || Download paper | |
2023 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper | |
2023 | Better Lee Bounds. (2020). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720. Full description at Econpapers || Download paper | |
2022 | Two-Stage Maximum Score Estimator. (2020). Xu, Sheng ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2009.02854. Full description at Econpapers || Download paper | |
2022 | A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961. Full description at Econpapers || Download paper | |
2023 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2023 | Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222. Full description at Econpapers || Download paper | |
2022 | Almost 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. Full description at Econpapers || Download paper | |
2022 | Discordant Relaxations of Misspecified Models. (2020). Li, Lixiong ; D'esir'e K'edagni, ; Mourifi, Ismael . In: Papers. RePEc:arx:papers:2012.11679. Full description at Econpapers || Download paper | |
2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
2023 | Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | On a standard Method for Measuring the Natural Rate of Interest. (2021). Buncic, Daniel. In: Papers. RePEc:arx:papers:2103.16452. Full description at Econpapers || Download paper | |
2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2023 | Flexible Covariate Adjustments in Regression Discontinuity Designs. (2021). Rothe, Christoph ; Olma, Tomasz ; Noack, Claudia. In: Papers. RePEc:arx:papers:2107.07942. Full description at Econpapers || Download paper | |
2022 | Empirical 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. Full description at Econpapers || Download paper | |
2023 | Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games. (2021). Blevins, Jason ; Kim, Minhae. In: Papers. RePEc:arx:papers:2108.02182. Full description at Econpapers || Download paper | |
2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. Full description at Econpapers || Download paper | |
2023 | A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation. (2021). Hurvich, Clifford M ; Xu, Zhihao. In: Papers. RePEc:arx:papers:2108.06093. Full description at Econpapers || Download paper | |
2022 | Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707. Full description at Econpapers || Download paper | |
2023 | On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258. Full description at Econpapers || Download paper | |
2023 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2023 | Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2022 | Bootstrap inference for fixed-effect models. (2022). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2201.11156. Full description at Econpapers || Download paper | |
2022 | Standard 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Partial 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. Full description at Econpapers || Download paper | |
2023 | On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080. Full description at Econpapers || Download paper | |
2023 | Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2022). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180. Full description at Econpapers || Download paper | |
2022 | Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473. Full description at Econpapers || Download paper | |
2022 | A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373. Full description at Econpapers || Download paper | |
2022 | Early 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. Full description at Econpapers || Download paper | |
2022 | Two-step estimation in linear regressions with adaptive learning. (2022). Mayer, Alexander. In: Papers. RePEc:arx:papers:2204.05298. Full description at Econpapers || Download paper | |
2022 | Estimation and Inference by Stochastic Optimization. (2022). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2205.03254. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2022 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper | |
2022 | Identification and Inference for Welfare Gains without Unconfoundedness. (2022). Byambadalai, Undral. In: Papers. RePEc:arx:papers:2207.04314. Full description at Econpapers || Download paper | |
2022 | Detecting 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. Full description at Econpapers || Download paper | |
2022 | Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249. Full description at Econpapers || Download paper | |
2022 | Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868. Full description at Econpapers || Download paper | |
2023 | A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137. Full description at Econpapers || Download paper | |
2022 | An Axiomatic Framework for Cost-Benefit Analysis. (2022). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2207.13033. Full description at Econpapers || Download paper | |
2022 | Tangential Wasserstein Projections. (2022). Lee, Myungjin ; Hsieh, Meng Hsuan ; Gunsilius, Florian. In: Papers. RePEc:arx:papers:2207.14727. Full description at Econpapers || Download paper | |
2022 | Selecting 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. Full description at Econpapers || Download paper | |
2023 | Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291. Full description at Econpapers || Download paper | |
2023 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2023 | Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response. (2022). Heiler, Phillip. In: Papers. RePEc:arx:papers:2209.04329. Full description at Econpapers || Download paper | |
2022 | A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793. Full description at Econpapers || Download paper | |
2023 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2023 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Conditional Likelihood Ratio Test with Many Weak Instruments. (2022). Otsu, Taisuke ; Matsushita, Yukitoshi ; Ayyar, Sreevidya. In: Papers. RePEc:arx:papers:2210.07680. Full description at Econpapers || Download paper | |
2022 | Modified Wilcoxon-Mann-Whitney tests of stochastic dominance. (2022). Clarke, Jackson D ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2210.08892. Full description at Econpapers || Download paper | |
2022 | Allowing for weak identification when testing GARCH-X type models. (2022). Ketz, Philipp. In: Papers. RePEc:arx:papers:2210.11398. Full description at Econpapers || Download paper | |
2022 | Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329. Full description at Econpapers || Download paper | |
2022 | Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027. Full description at Econpapers || Download paper | |
2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper | |
2023 | Multiple 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. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
2022 | A Better Test of Choice Overload. (2022). Stoye, Jorg ; Ravindran, Dilip ; Dean, Mark. In: Papers. RePEc:arx:papers:2212.03931. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
1992 | Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3288 |
2002 | Further 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 | |
1990 | Further 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 | |
1994 | Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 328 |
2002 | Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 31 |
2006 | Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 33 |
2008 | Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 10 |
2007 | Asymptotics 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 | |
2002 | Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 82 |
2002 | Adaptive 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 | |
2004 | Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
1995 | Nonparametric Kernel Estimation for Semiparametric Models In: Econometric Theory. [Full Text][Citation analysis] | article | 135 |
2002 | ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2000 | On the Number of Bootstrap Repetitions for BC_a Confidence Intervals.(2000) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2002 | EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
2000 | Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics.(2000) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1985 | A Zero-One Result for the Least Squares Estimator In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
1984 | A Zero-One Result for the Least Squares Estimator.(1984) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2005 | VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
2002 | Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2007 | RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2006 | Rank Tests for Instrumental Variables Regression with Weak Instruments.(2006) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory. [Full Text][Citation analysis] | article | 146 |
2007 | Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
2010 | ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 57 |
2014 | GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
2011 | GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2013 | GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2017 | ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2014 | Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models.(2014) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1987 | Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
1987 | Asymptotic Results for Generalized Wald Tests In: Econometric Theory. [Full Text][Citation analysis] | article | 80 |
1986 | Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
1988 | Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 111 |
1989 | A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1990 | Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory. [Full Text][Citation analysis] | article | 24 |
1989 | Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality.(1989) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
1992 | Generic Uniform Convergence In: Econometric Theory. [Full Text][Citation analysis] | article | 119 |
1990 | Generic Uniform Convergence.(1990) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
1992 | Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1569 |
1994 | Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1569 | article | |
1992 | Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 149 |
1996 | Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | article | |
1992 | An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1992 | Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1992 | The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1994 | The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests..(1994) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
1993 | Nonlinear Econometric Models with Deterministically Trending Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
1995 | Nonlinear Econometric Models with Deterministically Trending Variables.(1995) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
1993 | Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1993 | Empirical Process Methods in Econometrics In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1986 | Empirical process methods in econometrics.(1986) In: Handbook of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | chapter | |
1994 | Hypothesis Testing with a Restricted Parameter Space In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
1998 | Hypothesis testing with a restricted parameter space.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
1994 | Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1996 | A Conditional Kolmogorov Test In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 153 |
1997 | A Conditional Kolmogorov Test.(1997) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 153 | article | |
1996 | Semiparametric Estimation of a Sample Selection Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1996 | A Stopping Rule for the Computation of Generalized Method of Moments Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1997 | A Stopping Rule for the Computation of Generalized Method of Moments Estimators.(1997) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 18 | article | |
1996 | Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
1997 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 167 |
1999 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 167 | article | |
1997 | Estimation When a Parameter Is on a Boundary: Theory and Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1997 | A Simple Counterexample to the Bootstrap In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Testing When a Parameter Is on the Boundary of the Maintained Hypothesis In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 222 |
2001 | Testing When a Parameter Is on the Boundary of the Maintained Hypothesis..(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 222 | article | |
1999 | Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
2001 | Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators.(2001) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
2002 | Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators.(2002) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 95 | article | |
1999 | Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 107 |
2003 | A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter.(2003) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 107 | article | |
2001 | Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | Higher-order Improvements of the Parametric Bootstrap for Markov Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | End-of-Sample Instability Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 110 |
2003 | End-of-Sample Instability Tests.(2003) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 110 | article | |
2002 | The Block-block Bootstrap: Improved Asymptotic Refinements In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2004 | the Block-Block Bootstrap: Improved Asymptotic Refinements.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
2002 | Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2006 | Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2003 | End-of-Sample Cointegration Breakdown Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2004 | End-of-Sample Conintegratio Breakdown Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2004 | End-of-Sample Cointegration Breakdown Tests.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2003 | Cross-section Regression with Common Shocks In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 208 |
2005 | Cross-Section Regression with Common Shocks.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | article | |
2004 | Cross-section Regression with Common Shocks.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | paper | |
2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2005 | Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2008 | Exactly distribution-free inference in instrumental variables regression with possibly weak instruments.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2005 | Inference with Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 139 |
2005 | Inference with Weak Instruments.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
2007 | The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | The Limit of Finite-Sample Size and a Problem with Subsampling.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2007 | Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2010 | Applications of subsampling, hybrid, and size-correction methods.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2007 | Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 366 |
2010 | Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection.(2010) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 366 | article | |
2008 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2010) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2012 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2012 | Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2008 | Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 128 |
2011 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
2012 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | article | |
2010 | Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 205 |
2011 | Inference Based on Conditional Moment Inequalities.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 205 | paper | |
2012 | Inference Based on Conditional Moment Inequalities.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 205 | paper | |
2013 | Inference Based on Conditional Moment Inequalities.(2013) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 205 | article | |
2010 | Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 96 |
2011 | Estimation and Inference with Weak, Semi-strong, and Strong Identification.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2012 | Estimation and Inference With Weak, Semiâ€Strong, and Strong Identification.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | article | |
2011 | Examples of L^2-Complete and Boundedly-Complete Distributions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2017 | Examples of L2-complete and boundedly-complete distributions.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2011 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2014 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2014) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2011 | Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
2020 | Generic results for establishing the asymptotic size of confidence sets and tests.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
2011 | Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2012 | Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2011 | Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2012 | Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2013 | Maximum likelihood estimation and uniform inference with sporadic identification failure.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2011 | Nonparametric Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 131 |
2013 | Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2013 | Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2014 | Nonparametric inference based on conditional moment inequalities.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | article | |
2015 | Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2018 | Identification- and Singularity-Robust Inference for Moment Condition.(2018) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2019 | Identification- and Singularity-Robust Inference for Moment Condition.(2019) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2015 | Inference Based on Many Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2016 | Inference Based on Many Conditional Moment Inequalities.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2017 | Inference based on many conditional moment inequalities.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2017 | A Note on Optimal Inference in the Linear IV Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | On Optimal Inference in the Linear IV Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2019 | On optimal inference in the linear IV model.(2019) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2017 | Identification-Robust Subvector Inference In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2019 | Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification.(2019) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1982 | Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1983 | First Order Autoregressive Processes and Strong Mixing In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1984 | Robust Estimation of Location in a Gaussian Parametric Model: II In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | Stability Comparisons of Estimators (5/1985 and 11/1985) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1986 | A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model..(1986) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
1985 | Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1986 | Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
1986 | On the Performance of Least Squares in Linear Regression with Undefined Error Means In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1986 | Power in Econometric Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
1989 | Power in Econometric Applications..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
1987 | Inference in Econometric Models with Structural Change In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1989 | Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 180 |
1991 | Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models..(1991) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 180 | article | |
1988 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2056 |
1989 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation.(1989) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2056 | paper | |
1991 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation..(1991) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2056 | article | |
1989 | Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1989 | An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
1991 | An empirical process central limit theorem for dependent non-identically distributed random variables.(1991) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1990 | Asymptotics for Semiparametric Econometric Models: I. Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1990 | Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1989 | Asymptotics for Semiparametric Econometric Models: III. Testing and Examples In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1990 | An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 699 |
1992 | An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator..(1992) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 699 | article | |
1990 | Tests for Parameter Instability and Structural Change with Unknown Change Point In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2606 |
1993 | Tests for Parameter Instability and Structural Change with Unknown Change Point..(1993) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2606 | article | |
1990 | A Functional Central Limit Theorem for Strong Mixing Stochastic Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Tests of Specification for Parametric and Semiparametric Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
1993 | Tests of specification for parametric and semiparametric models.(1993) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
1991 | Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1986 | Stability Comparisons of Estimators. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
1987 | Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]. In: Econometrica. [Full Text][Citation analysis] | article | 72 |
1988 | Chi-Square Diagnostic Tests for Econometric Models: Theory. In: Econometrica. [Full Text][Citation analysis] | article | 79 |
1993 | Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models. In: Econometrica. [Full Text][Citation analysis] | article | 243 |
1994 | Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity. In: Econometrica. [Full Text][Citation analysis] | article | 181 |
1996 | Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative. In: Econometrica. [Full Text][Citation analysis] | article | 11 |
1999 | Estimation When a Parameter Is on a Boundary In: Econometrica. [Citation analysis] | article | 206 |
2000 | A Three-Step Method for Choosing the Number of Bootstrap Repetitions In: Econometrica. [Citation analysis] | article | 126 |
2000 | Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space In: Econometrica. [Citation analysis] | article | 155 |
2003 | Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum In: Econometrica. [Citation analysis] | article | 112 |
2003 | The Determinants of Econometric Society Fellows Elections In: Econometrica. [Citation analysis] | article | 36 |
2006 | Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression In: Econometrica. [Full Text][Citation analysis] | article | 186 |
2009 | Hybrid and Size-Corrected Subsampling Methods In: Econometrica. [Full Text][Citation analysis] | article | 49 |
2009 | Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities In: Econometrics Journal. [Full Text][Citation analysis] | article | 14 |
2001 | Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 372 |
2001 | Evaluation of a three-step method for choosing the number of bootstrap repetitions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
2007 | Testing with many weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
2007 | Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
2008 | Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2009 | Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
1988 | Chi-square diagnostic tests for econometric models : Introduction and applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 75 |
1991 | Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 69 |
1992 | Estimation of polynomial distributed lags and leads with end point constraints In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1989 | Estimation of Polynomial Distributed Lags and Leads with End Point Constraints.(1989) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1986 | Complete Consistency: A Testing Analogue of Estimator Consistency In: Review of Economic Studies. [Full Text][Citation analysis] | article | 6 |
1988 | Inference in Nonlinear Econometric Models with Structural Change In: Review of Economic Studies. [Full Text][Citation analysis] | article | 106 |
1998 | Semiparametric Estimation of the Intercept of a Sample Selection Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 136 |
1991 | An estimation of the aggregate educational production function for public schools in Louisiana In: The Review of Black Political Economy. [Full Text][Citation analysis] | article | 0 |
2017 | Commands for testing conditional moment inequalities and equalities In: Stata Journal. [Full Text][Citation analysis] | article | 4 |
2019 | Identification? and singularity?robust inference for moment condition models In: Quantitative Economics. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team