Donald W. K. Andrews : Citation Profile

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

45

H index

84

i10 index

23529

Citations

RESEARCH PRODUCTION:

90

Articles

117

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1982 - 2020). See details.
   Cites by year: 619
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 846.    Total self citations: 81 (0.34 %)

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   Permalink: http://citec.repec.org/pan30
   Updated: 2025-12-20    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 (284)

LINTON, OLIVER (176)

Shahbaz, Muhammad (159)

Chernozhukov, Victor (143)

GUPTA, RANGAN (142)

Balcilar, Mehmet (120)

Rossi, Barbara (118)

Phillips, Peter (116)

Kapetanios, George (91)

Yamamoto, Yohei (91)

Kim, Hyeongwoo (85)

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
Econometrica36
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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2025Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02.

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2025When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China. (2025). Kim, Hyeongwoo ; Son, Jisoo ; Gueye, Ghislain N ; Gao, Liping. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-07.

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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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2024Resolving Trade Conflicts: Agricultural Trade and the Lifting of Retaliatory Tariffs. (2024). Morgan, Stephen N ; Padilla, Samantha. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343749.

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2024Resolving Trade Conflicts: Agricultural Trade and the Lifting of Retaliatory Tariffs. (2024). Padilla, Samantha ; Morgan, Stephen N. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343749.

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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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2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2024Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344294.

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2083Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms. (2013). Veneziani, Mario ; Sckokai, Paolo ; Moro, Daniele ; Guastella, Gianni. In: Working papers. RePEc:ags:famawp:152083.

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2024Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344294.

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2025The Impact of Agricultural Sector On Economic Growth: An Empirical Study for Niger. (2025). Abdou, Mahamane Moutari ; Ay, Ahmet. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:376213.

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2039On the economic value of the agronomic effects of crop diversification for farmers: estimation based on farm cost accounting data. (2022). Femenia, Fabienne ; Carpentier, Alain ; Koutchade, Obafemi Philippe ; Romaric, Ibirenoye Honore. In: Working Papers. RePEc:ags:inrasl:320398.

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2024Wykorzystanie PageRank oraz regresji jako dwuetapowej analizy sieci firm Nasdaq w czasie recesji. Wnioski z topologii minimalnego drzewa rozpinającego. (2024). Tomeczek, Artur F ; Napirkowski, Tomasz M. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361239.

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2042Dynamic intrahousehold bargaining, matrimonial property law and suicide in Canada. (2011). Ligon, Ethan ; Hoddinott, John ; Adam, Christopher. In: CUDARE Working Papers. RePEc:ags:ucbecw:120422.

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2025Does Trade Openness Affect Energy Security? Empirical Evidence from Türkiye. (2025). Demrhan, Erdal ; Gkce, Cem. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:44-57.

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2024A Rising Tide Raises all Boats: The changing distribution of salaries in the NBA over time. (2024). , Tiberiu ; Groothuis, Peter A ; Strazicich, Mark C. In: Working Papers. RePEc:apl:wpaper:24-20.

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2024Do Depth, Accessibility, and Efficiency of Financial Institutions Matter for Renewable Energy Development in Azerbaijan?. (2024). PATA, Uğur ; Kartal, Mustafa Tevfik. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:1:p:42-50.

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2024The Impact of Renewable and Non-Renewable Energy Consumption on CO2 Emissions in Türkiye: Evidence from Augmented ARDL Approach. (2024). Gezdim, Seyhat Bayrak ; Huseynov, Adil. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:89-103.

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

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2024Double/Debiased Machine Learning for Treatment and Causal Parameters. (2024). Newey, Whitney ; Hansen, Christian ; Chernozhukov, Victor ; Demirer, Mert ; Robins, James ; Duflo, Esther ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Simple subvector inference on sharp identified set in affine models. (2024). Gafarov, Bulat. In: Papers. RePEc:arx:papers:1904.00111.

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

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2025Synthetic Control Inference for Staggered Adoption: Estimating the Dynamic Effects of Board Gender Diversity Policies. (2019). Cao, Jianfei ; Lu, Shirley. In: Papers. RePEc:arx:papers:1912.06320.

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2024Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic. (2024). SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2025Generalized Lee Bounds. (2023). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720.

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2025Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2025). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:2011.06416.

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2025Weak Identification with Bounds in a Class of Minimum Distance Models. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2024Discordant Relaxations of Misspecified Models. (2024). Li, Lixiong ; Kedagni, Desire ; Mourifi, Ismael ; D'esir'e K'edagni, . In: Papers. RePEc:arx:papers:2012.11679.

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2025A Distance Covariance-based Estimator. (2024). Tsyawo, Emmanuel ; Soale, Abdul-Nasah. In: Papers. RePEc:arx:papers:2102.07008.

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

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2024Dynamic covariate balancing: estimating treatment effects over time with potential local projections. (2024). 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. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). 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. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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

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2025Flexible Covariate Adjustments in Regression Discontinuity Designs. (2025). Olma, Tomasz ; Noack, Claudia ; Rothe, Christoph. In: Papers. RePEc:arx:papers:2107.07942.

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2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2024Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model. (2024). Li, Ming. In: Papers. RePEc:arx:papers:2110.00982.

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2024On Recoding Ordered Treatments as Binary Indicators. (2024). 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. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2025Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects. (2024). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2024On Robust Inference in Time Series Regression. (2024). Mora, Aaron ; Kapetanios, George ; Diebold, Francis ; Baillie, Richard T ; Ho, Kun. In: Papers. RePEc:arx:papers:2203.04080.

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2024Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2024). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180.

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

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

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

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

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2024Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization. (2024). Heiler, Phillip. In: Papers. RePEc:arx:papers:2209.04329.

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2024The Local to Unity Dynamic Tobit Model. (2024). 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. (2024). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

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2025A Better Test of Choice Overload. (2024). Stoye, Jörg ; Dean, Mark ; Ravindran, Dilip. In: Papers. RePEc:arx:papers:2212.03931.

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

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2025Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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

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2025Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2025Aggregated Intersection Bounds and Aggregated Minimax Values. (2024). Semenova, Vira. In: Papers. RePEc:arx:papers:2303.00982.

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

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

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2025Convexity 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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2025Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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

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

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

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

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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

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

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2025Cluster-Randomized Trials with Cross-Cluster Interference. (2024). Leung, Michael. In: Papers. RePEc:arx:papers:2310.18836.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2025Design-based Estimation Theory for Complex Experiments. (2023). Chang, Haoge. In: Papers. RePEc:arx:papers:2311.06891.

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2025Regressions under Adverse Conditions. (2025). 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. (2024). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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2025Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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

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2024Forecasting and Backtesting Gradient Allocations of Expected Shortfall. (2024). Koike, Takaaki. In: Papers. RePEc:arx:papers:2401.11701.

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2024Inference under partial identification with minimax test statistics. (2024). Loh, Isaac. In: Papers. RePEc:arx:papers:2401.13057.

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2024Islamic Law, Western European Law and the Roots of Middle Easts Long Divergence: a Comparative Empirical Investigation (800-1600). (2024). Spruk, Rok ; Schäfer, Hans-Bernd ; Schaefer, Hans-Bernd. In: Papers. RePEc:arx:papers:2401.14435.

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2024Fast Online Changepoint Detection. (2024). Rossi, Eduardo ; Trapani, Lorenzo ; Ghezzi, Fabrizio. In: Papers. RePEc:arx:papers:2402.04433.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030.

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2024Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744.

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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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2025Inference for Interval-Identified Parameters Selected from an Estimated Set. (2025). McCloskey, Adam ; Han, Sukjin. In: Papers. RePEc:arx:papers:2403.00422.

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

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2024A dual approach to nonparametric characterization for random utility models. (2024). Koida, Nobuo ; Shirai, Koji. 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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2025Goodness-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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2025Modelling with Discretized Variables. (2024). Reguly, Agoston ; Matyas, Laszlo ; Chan, Felix. In: Papers. RePEc:arx:papers:2403.15220.

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

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2024Resistant Inference in Instrumental Variable Models. (2024). Zhelonkin, Mikhail ; Klooster, Jens. In: Papers. RePEc:arx:papers:2403.16844.

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

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2025A Robust Residual-Based Test for Structural Changes in Factor Models. (2025). Su, Liangjun ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2406.00941.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2025Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions. (2025). Liao, Luofeng ; Kroer, Christian. In: Papers. RePEc:arx:papers:2406.15522.

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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]		article3692
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: 3692		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: 3692		paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article339
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.
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This paper has nother version. Agregated cites: 10		paper
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