Donald W. K. Andrews : Citation Profile

Are you Donald W. K. Andrews?

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

44

H index

83

i10 index

20033

Citations

RESEARCH PRODUCTION:

87

Articles

117

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1982 - 2020). See details.
   Cites by year: 527
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 898.    Total self citations: 81 (0.4 %)

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   Permalink: http://citec.repec.org/pan30
   Updated: 2024-12-03    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 (224)

Shahbaz, Muhammad (148)

LINTON, OLIVER (143)

Chernozhukov, Victor (141)

Phillips, Peter (109)

GUPTA, RANGAN (106)

Balcilar, Mehmet (89)

Kapetanios, George (78)

Chen, Xiaohong (78)

shi, xiaoxia (78)

Kim, Hyeongwoo (73)

Cites to:

Moreira, Marcelo (33)

Stock, James (28)

Phillips, Peter (26)

Guggenberger, Patrik (24)

Newey, Whitney (22)

Ploberger, Werner (17)

Kleibergen, Frank (15)

Blundell, Richard (13)

Hansen, Bruce (13)

Tamer, Elie (12)

Pötscher, Benedikt (12)

Main data

Where Donald W. K. Andrews has published?

Journals with more than one article published# docs
Econometrica34
Journal of Econometrics21
Econometric Theory16
Journal of Business & Economic Statistics5
The Review of Economic Studies4

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

Recent works citing Donald W. K. Andrews (2024 and 2023)

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

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

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

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

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2023“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305.

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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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2023Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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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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2023Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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

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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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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Detecting Grouped Local Average Treatment Effects and Selecting True Instruments. (2022). Langen, Henrika ; Huber, Martin ; Groh, Rebecca ; Farbmacher, Helmut ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2207.04481.

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2024Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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

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

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

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

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

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

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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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2023Identification of time-varying counterfactual parameters in nonlinear panel models. (2022). Muris, Chris ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2212.09193.

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2023Statistical Inference and A/B Testing for First-Price Pacing Equilibria. (2023). Kroer, Christian ; Liao, Luofeng. In: Papers. RePEc:arx:papers:2301.02276.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2023Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241.

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2023An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782.

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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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2023On Using The Two-Way Cluster-Robust Standard Errors. (2023). Sasaki, Yuya ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2301.13775.

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2023Testing for Structural Change under Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.02370.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404.

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2023Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2023Factor Exposure Heterogeneity in Green and Brown Stocks. (2023). Tran, Thien-Duy ; Lortie-Cloutier, Gabriel ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2302.11729.

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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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2023Identification- 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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2023Standard errors when a regressor is randomly assigned. (2023). Santos, Andres ; Liao, Zhipeng ; Hahn, Jinyong ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2303.10306.

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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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2023On the failure of the bootstrap for Chatterjees rank correlation. (2023). Han, Fang ; Lin, Zhexiao. In: Papers. RePEc:arx:papers:2303.14088.

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2023Endogenous Linear Regressions with Included Instrumental Variables. (2023). Wang, Rui ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2304.00626.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

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2023Individual Causal Inference Using Panel Data With Multiple Outcomes. (2023). Tian, Wei. In: Papers. RePEc:arx:papers:2306.01969.

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2023Robust inference for the treatment effect variance in experiments using machine learning. (2023). Sanchez-Becerra, Alejandro. In: Papers. RePEc:arx:papers:2306.03363.

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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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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series. (2023). Hirth, Lion ; Sgarlato, Raffaele ; Tiedemann, Silvana. In: Papers. RePEc:arx:papers:2306.12863.

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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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2023Real-Time Detection of Local No-Arbitrage Violations. (2023). Zhou, BO ; Todorov, Viktor ; Andersen, Torben G. In: Papers. RePEc:arx:papers:2307.10872.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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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]		article3469
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: 3469		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: 3469		paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article334
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]		article35
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]		paper82
2002Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		article
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.
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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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2009Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics.
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1992Estimation of polynomial distributed lags and leads with end point constraints In: Journal of Econometrics.
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