Donald W. K. Andrews : Citation Profile

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

45

H index

84

i10 index

20451

Citations

RESEARCH PRODUCTION:

89

Articles

117

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1982 - 2020). See details.
   Cites by year: 538
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 591.    Total self citations: 81 (0.39 %)

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   Permalink: http://citec.repec.org/pan30
   Updated: 2025-04-26    RAS profile: 2021-03-31    
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Relations with other researchers

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:

Perron, Pierre (225)

LINTON, OLIVER (174)

Shahbaz, Muhammad (149)

Chernozhukov, Victor (141)

Phillips, Peter (114)

GUPTA, RANGAN (107)

Balcilar, Mehmet (90)

shi, xiaoxia (79)

Chen, Xiaohong (79)

Kapetanios, George (78)

Swanson, Norman (75)

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
The 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 (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2024The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

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2024Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan. (2024). Rahimov, Vugar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:85-96.

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2024Does Monetary Policy Stabilise Food Inflation in Hungary?. (2024). Bareith, Tibor ; Fert, Imre. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348998.

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2024.

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2024.

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2024Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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2024Double/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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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Inference in high-dimensional set-identified affine models. (2019). Gafarov, Bulat. In: Papers. RePEc:arx:papers:1904.00111.

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2024Demand and Welfare Analysis in Discrete Choice Models with Social Interactions. (2019). Dupas, Pascaline ; Bhattacharya, Debopam ; Kanaya, Shin. In: Papers. RePEc:arx:papers:1905.04028.

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2024Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2024Discordant 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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2024A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Change-Point Analysis of Time Series with Evolutionary Spectra. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2106.02031.

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2024Flexible Covariate Adjustments in Regression Discontinuity Designs. (2021). Rothe, Christoph ; Olma, Tomasz ; Noack, Claudia. In: Papers. RePEc:arx:papers:2107.07942.

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2024Wild 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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2024A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions. (2021). Li, Ming. In: Papers. RePEc:arx:papers:2110.00982.

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2024On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258.

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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2024A 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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2024Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2025A 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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2024On 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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2024Measuring 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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2024Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473.

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2025Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Estimating 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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2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2024Weak 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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2024Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2024A Better Test of Choice Overload. (2022). Stoye, Jorg ; Ravindran, Dilip ; Dean, Mark. In: Papers. RePEc:arx:papers:2212.03931.

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2024The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction. (2022). Windmeijer, Frank ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2212.04814.

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2024Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables. (2023). Yang, Thomas Tao ; Ouyang, FU ; Dobronyi, Christopher R. In: Papers. RePEc:arx:papers:2301.09379.

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2024Adaptive Estimation of Intersection Bounds: a Classification Approach. (2023). Semenova, Vira. In: Papers. RePEc:arx:papers:2303.00982.

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2025Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2025Least squares estimation in nonlinear cohort panels with learning from experience. (2023). Massmann, Michael ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2309.08982.

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2025Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models. (2023). Birge, John R. In: Papers. RePEc:arx:papers:2310.07052.

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2024Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects. (2023). Spector, Asher ; Lei, Lihua ; Ji, Wenlong. In: Papers. RePEc:arx:papers:2310.08115.

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2024Design of Cluster-Randomized Trials with Cross-Cluster Interference. (2023). Leung, Michael P. In: Papers. RePEc:arx:papers:2310.18836.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2025Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024A Combinatorial Central Limit Theorem for Stratified Randomization. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2402.14764.

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2024Testing Information Ordering for Strategic Agents. (2024). Kaido, Hiroaki ; Han, Sukjin ; Magnolfi, Lorenzo. In: Papers. RePEc:arx:papers:2402.19425.

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2024Inference for Interval-Identified Parameters Selected from an Estimated Set. (2024). McCloskey, Adam ; Han, Sukjin. In: Papers. RePEc:arx:papers:2403.00422.

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2024Regularized DeepIV with Model Selection. (2024). Uehara, Masatoshi ; Wang, Mengdi ; Syrgkanis, Vasilis ; Lan, Hui ; Li, Zihao. In: Papers. RePEc:arx:papers:2403.04236.

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2024A dual approach to nonparametric characterization for random utility models. (2024). Shirai, Koji ; Koida, Nobuo. In: Papers. RePEc:arx:papers:2403.04328.

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2024Locally Regular and Efficient Tests in Non-Regular Semiparametric Models. (2024). Lee, Adam. In: Papers. RePEc:arx:papers:2403.05999.

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2024Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection. (2024). Yuhao, LI ; Rui, Cui. In: Papers. RePEc:arx:papers:2403.10352.

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2024Modelling with Discretized Variables. (2024). Matyas, Laszlo ; Reguly, Agoston ; Chan, Felix. In: Papers. RePEc:arx:papers:2403.15220.

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2025Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2024). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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2024Tuning parameter selection in econometrics. (2024). Chetverikov, Denis. In: Papers. RePEc:arx:papers:2405.03021.

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2024Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208.

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2024A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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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]		article3557
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 nother version. Agregated cites: 3557		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 nother version. Agregated cites: 3557		paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article336
2002Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics.
[Citation analysis]		article33
2006Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article36
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 nother 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]		paper2
1995Nonparametric Kernel Estimation for Semiparametric Models In: Econometric Theory.
[Full Text][Citation analysis]		article137
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2002EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS In: Econometric Theory.
[Full Text][Citation analysis]		article19
2000Equivalence 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 nother version. Agregated cites: 19		paper
1985A Zero-One Result for the Least Squares Estimator In: Econometric Theory.
[Full Text][Citation analysis]		article6
1984A Zero-One Result for the Least Squares Estimator.(1984) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2005VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article12
2002Valid 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 nother version. Agregated cites: 12		paper
2007RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS In: Econometric Theory.
[Full Text][Citation analysis]		article12
2006Rank Tests for Instrumental Variables Regression with Weak Instruments.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
[Full Text][Citation analysis]		article149
2007Validity 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 nother version. Agregated cites: 149		paper
2010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article69
2014GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory.
[Full Text][Citation analysis]		article22
2011GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2017ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article14
2014Asymptotic 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 nother version. Agregated cites: 14		paper
1987Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions In: Econometric Theory.
[Full Text][Citation analysis]		article1
1987Asymptotic Results for Generalized Wald Tests In: Econometric Theory.
[Full Text][Citation analysis]		article85
1986Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1988Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory.
[Full Text][Citation analysis]		article115
1989A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White In: Econometric Theory.
[Full Text][Citation analysis]		article0
1990Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory.
[Full Text][Citation analysis]		article25
1989Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality.(1989) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
1992Generic Uniform Convergence In: Econometric Theory.
[Full Text][Citation analysis]		article127
1990Generic Uniform Convergence.(1990) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 127		paper
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1654
1994Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica.
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This paper has nother version. Agregated cites: 1654		article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper152
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 152		article
1992An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
1992Approximately 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]		paper2
1992The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper18
1994The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests..(1994) In: Econometrica.
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This paper has nother version. Agregated cites: 18		article
1993Nonlinear Econometric Models with Deterministically Trending Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper28
1995Nonlinear Econometric Models with Deterministically Trending Variables.(1995) In: The Review of Economic Studies.
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1993Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
1993Empirical Process Methods in Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
1986Empirical process methods in econometrics.(1986) In: Handbook of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		chapter
1994Hypothesis Testing with a Restricted Parameter Space In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper34
1998Hypothesis testing with a restricted parameter space.(1998) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
1994Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
1996A Conditional Kolmogorov Test In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper157
1997A Conditional Kolmogorov Test.(1997) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 157		article
1996Semiparametric Estimation of a Sample Selection Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
1996A Stopping Rule for the Computation of Generalized Method of Moments Estimators In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper18
1997A Stopping Rule for the Computation of Generalized Method of Moments Estimators.(1997) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 18		article
1996Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1997On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper10
1997Consistent Moment Selection Procedures for Generalized Method of Moments Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper172
1999Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 172		article
1997Estimation When a Parameter Is on a Boundary: Theory and Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
1997A Simple Counterexample to the Bootstrap In: Cowles Foundation Discussion Papers.
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1999Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers.
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2001Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators.(2001) In: Cowles Foundation Discussion Papers.
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1999Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models In: Cowles Foundation Discussion Papers.
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2001Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers.
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2005Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments In: Cowles Foundation Discussion Papers.
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2011A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers.
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2018Identification- and Singularity-Robust Inference for Moment Condition.(2018) In: Cowles Foundation Discussion Papers.
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1984Robust Estimation of Location in a Gaussian Parametric Model: II In: Cowles Foundation Discussion Papers.
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1985Stability Comparisons of Estimators (5/1985 and 11/1985) In: Cowles Foundation Discussion Papers.
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1986Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers.
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1986Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers In: Cowles Foundation Discussion Papers.
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1987Inference in Econometric Models with Structural Change In: Cowles Foundation Discussion Papers.
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1989Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models In: Cowles Foundation Discussion Papers.
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1988Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers.
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1989Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors In: Cowles Foundation Discussion Papers.
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1989An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables In: Cowles Foundation Discussion Papers.
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1991An empirical process central limit theorem for dependent non-identically distributed random variables.(1991) In: Journal of Multivariate Analysis.
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1990Asymptotics for Semiparametric Econometric Models: I. Estimation In: Cowles Foundation Discussion Papers.
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1990Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation In: Cowles Foundation Discussion Papers.
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1989Asymptotics for Semiparametric Econometric Models: III. Testing and Examples In: Cowles Foundation Discussion Papers.
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1990An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator In: Cowles Foundation Discussion Papers.
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2001Evaluation of a three-step method for choosing the number of bootstrap repetitions In: Journal of Econometrics.
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2007Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics.
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2008Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics.
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1991Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors In: Journal of Econometrics.
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