45
H index
81
i10 index
19163
Citations
Yale University (50% share) | 45 H index 81 i10 index 19163 Citations RESEARCH PRODUCTION: 89 Articles 117 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
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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 |
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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 | |
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2021 | Inflation and Economic Growth in Kenya: An Empirical Examination. (2021). Odhiambo, Nicholas M ; Saungweme, Talknice. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:1-25. Full description at Econpapers || Download paper | |
2021 | Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper | |
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 | |
2021 | Going Negative at the Zero Lower Bound: The Effects of Negative Nominal Interest Rates. (2021). Ulate, Mauricio. In: American Economic Review. RePEc:aea:aecrev:v:111:y:2021:i:1:p:1-40. 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 | |
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2021 | Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21. Full description at Econpapers || Download paper | |
2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21. 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 | |
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2021 | On Export Duration Puzzles. (2021). Gaigne, Carl ; Zongo, Wendkouni Jean-Baptiste ; Larue, Bruno. In: Working Papers. RePEc:ags:inrasl:319672. 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 | |
2021 | Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769. Full description at Econpapers || Download paper | |
2021 | Trends and Structural Changes in Japanese Post-2011 Agri-Food Trade Flows. (2021). Dadakas, Dimitrios ; Tatsi, Stevi ; Karpetis, Christos. In: Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics). RePEc:ags:jpjjre:314905. Full description at Econpapers || Download paper | |
2021 | Female Labour Force Participation in Saudi Arabia and its Determinants. (2021). Agboola, Mary Oluwatoyin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310288. Full description at Econpapers || Download paper | |
2021 | Analyzing the Impact of Interest Rate on Dry Bulk Freight Market with Time-Varying Causality Method. (2021). Baer, Sadik Ozlen ; Efes, Kamil Ozden ; Okutucu, Ozhan ; Aik, Abdullah. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:2:p:403-417. Full description at Econpapers || Download paper | |
2021 | Education, routine, and complexity-biased Knowledge Enabling Technologies: Evidence from Emilia-Romagna, Italy.. (2021). Cattani, Luca ; Antonietti, Roberto ; Pedrini, Giulio ; Gambarotto, Francesca. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp18. 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 | |
2021 | Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87. Full description at Econpapers || Download paper | |
2021 | A revisit of the unemployment rate, interest rate, GDP growth and Inflation of Pakistan: Whether Structural break or unit root?. (2021). Urooj, Amena ; Khan, Faridoon ; Muhammadullah, Sara. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:80-92. Full description at Econpapers || Download paper | |
2021 | Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977. Full description at Econpapers || Download paper | |
2021 | Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors. (2017). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:1705.00231. Full description at Econpapers || Download paper | |
2021 | An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089. Full description at Econpapers || Download paper | |
2021 | Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332. Full description at Econpapers || Download paper | |
2021 | Revealed Price Preference: Theory and Empirical Analysis. (2018). Stoye, Jörg ; Quah, John ; Deb, Rahul ; Kitamura, Yuichi. In: Papers. RePEc:arx:papers:1801.02702. Full description at Econpapers || Download paper | |
2021 | Permutation Tests for Equality of Distributions of Functional Data. (2018). Horowitz, Joel L ; Bugni, Federico A. In: Papers. RePEc:arx:papers:1803.00798. Full description at Econpapers || Download paper | |
2021 | Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871. Full description at Econpapers || Download paper | |
2021 | Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881. Full description at Econpapers || Download paper | |
2021 | Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398. 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 | |
2021 | Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059. 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 | |
2021 | Heterogeneous Choice Sets and Preferences. (2019). Teitelbaum, Joshua ; Molinari, Francesca ; Barseghyan, Levon ; Coughlin, Maura. In: Papers. RePEc:arx:papers:1907.02337. Full description at Econpapers || Download paper | |
2021 | On the Evolution of U.S. Temperature Dynamics. (2019). Rudebusch, Glenn ; Diebold, Francis. In: Papers. RePEc:arx:papers:1907.06303. Full description at Econpapers || Download paper | |
2022 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2021 | Constraint Qualifications in Partial Identification. (2019). Stoye, Jörg ; Kaido, Hiroaki ; Molinari, Francesca. In: Papers. RePEc:arx:papers:1908.09103. Full description at Econpapers || Download paper | |
2021 | A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689. 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 | |
2021 | Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:1912.09002. 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 | |
2021 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. 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 | |
2021 | 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 | |
2021 | Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445. 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 | |
2021 | On the Size Control of the Hybrid Test for Predictive Ability. (2020). Kim, Deborah. In: Papers. RePEc:arx:papers:2008.02318. Full description at Econpapers || Download paper | |
2021 | Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507. Full description at Econpapers || Download paper | |
2022 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper | |
2021 | Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395. 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 | |
2021 | Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042. Full description at Econpapers || Download paper | |
2021 | Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. 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 | |
2021 | Inference for high-dimensional exchangeable arrays. (2020). Sasaki, Yuya ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2009.05150. 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 | |
2022 | 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 | |
2021 | Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753. 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 | |
2021 | Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087. Full description at Econpapers || Download paper | |
2021 | Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562. Full description at Econpapers || Download paper | |
2021 | Uncertainty Network Risk and Currency Returns. (2021). BarunÃk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738. Full description at Econpapers || Download paper | |
2021 | Identifying and Estimating Perceived Returns to Binary Investments. (2021). Harris, Clint. In: Papers. RePEc:arx:papers:2101.10941. Full description at Econpapers || Download paper | |
2021 | A test of non-identifying restrictions and confidence regions for partially identified parameters. (2021). Henry, Marc ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2102.04151. Full description at Econpapers || Download paper | |
2021 | Inference on two component mixtures under tail restrictions. (2021). Henry, Marc ; Salani, Bernard ; Jochmans, Koen. In: Papers. RePEc:arx:papers:2102.06232. Full description at Econpapers || Download paper | |
2021 | A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008. Full description at Econpapers || Download paper | |
2021 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2021 | Spatial Correlation Robust Inference. (2021). Watson, Mark W ; Muller, Ulrich K. In: Papers. RePEc:arx:papers:2102.09353. 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 | |
2021 | State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data. (2021). Kim, Donggyu ; Chun, Dohyun. In: Papers. RePEc:arx:papers:2102.13404. Full description at Econpapers || Download paper | |
2021 | Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060. 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 | |
2021 | Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368. Full description at Econpapers || Download paper | |
2021 | Theory 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. Full description at Econpapers || Download paper | |
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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 | 99 |
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: 99 | 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 | 79 |
1986 | Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
1988 | Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 108 |
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 | 1559 |
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: 1559 | 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 | 17 |
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: 17 | 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 | 164 |
1999 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 164 | 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 | 210 |
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: 210 | article | |
1999 | Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 92 |
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: 92 | 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: 92 | 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 | 108 |
2003 | End-of-Sample Instability Tests.(2003) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 108 | article | |
2002 | The Block-block Bootstrap: Improved Asymptotic Refinements In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2004 | the Block-Block Bootstrap: Improved Asymptotic Refinements.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | 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 | 200 |
2005 | Cross-Section Regression with Common Shocks.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 200 | 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: 200 | 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 | 137 |
2005 | Inference with Weak Instruments.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | 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 |
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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 | 340 |
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: 340 | 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 | 121 |
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: 121 | 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: 121 | article | |
2010 | Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 189 |
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2012 | Inference Based on Conditional Moment Inequalities.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
2013 | Inference Based on Conditional Moment Inequalities.(2013) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | article | |
2010 | Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
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: 95 | 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: 95 | 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 |
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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 |
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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 |
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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 | 129 |
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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: 129 | 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: 129 | article | |
2015 | Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
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: 21 | 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: 21 | paper | |
2015 | Inference Based on Many Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
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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 |
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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 | 179 |
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1988 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2034 |
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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 |
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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 | 694 |
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1990 | Tests for Parameter Instability and Structural Change with Unknown Change Point In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2587 |
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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 |
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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 | 150 |
2003 | Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum In: Econometrica. [Citation analysis] | article | 111 |
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 | 180 |
2009 | Hybrid and Size-Corrected Subsampling Methods In: Econometrica. [Full Text][Citation analysis] | article | 48 |
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 | 13 |
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 | 366 |
2001 | Evaluation of a three-step method for choosing the number of bootstrap repetitions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2007 | Testing with many weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
2007 | Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
2008 | Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
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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 | 68 |
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 | 93 |
1998 | Semiparametric Estimation of the Intercept of a Sample Selection Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 134 |
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 | 9 |
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