Edit Profile (opens in new tab) Andrews, Donald Wilfrid Kao Co-Author Distance Author ID: andrews.donald-w-k Published as: Andrews, Donald W. K.; Andrews, D. W. K.; Andrews, Donald W. K.; Andrew, Donald W. K.; Andrews, Donald W. more...less Homepage: https://economics.yale.edu/people/donald-andrews External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 81 Publications since 1984 4 Contributions as Editor Co-Authors: 24 Co-Authors with 51 Joint Publications 320 Co-Co-Authors all top 5 Co-Authors 32 single-authored 11 Guggenberger, Patrik 7 Stock, James Harold 5 Ploberger, Werner Ulrich 4 Cheng, Xu 3 Buchinsky, Moshe 3 Marmer, Vadim 3 Moreira, Marcelo J. 3 Shi, Xiaoxia 2 Kuersteiner, Guido M. 2 Lieberman, Offer 2 Phillips, Peter Charles Bonest 2 Soares, Gustavo L. 1 Barwick, Panle Jia 1 Fair, Ray C. 1 González, Jorge A. 1 Han, Sukjin 1 Lee, Inpyo 1 Liu, Xuemei 1 Lu, Biao 1 Maldonado, Lina P. 1 McDermott, C. John 1 Monahan, J. Christopher 1 Oceguera-Becerra, T. 1 Rondón, Irving 1 Schafgans, Marcia M. A. 1 Sotolongo Costa, Oscar 1 Sun, Yixiao 1 Whang, Yoon-Jae 1 Yu, Zhengfei all top 5 Serials 33 Econometrica 19 Journal of Econometrics 10 Econometric Theory 4 The Review of Economic Studies 2 Journal of the American Statistical Association 2 Journal of Applied Probability 2 Quantitative Economics 1 The Annals of Statistics 1 Biometrika 1 International Statistical Review 1 Journal of Multivariate Analysis 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Communications in Statistics. Theory and Methods 1 Chaos 1 The Econometrics Journal all top 5 Fields 77 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 4 General and overarching topics; collections (00-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 80 Publications have been cited 3,693 times in 2,518 Documents Cited by ▼ Year ▼ Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Zbl 0732.62052 Andrews, Donald W. K. 701 1991 Tests for parameter instability and structural change with unknown change point. Zbl 0795.62012 Andrews, Donald W. K. 397 1993 Optimal tests when a nuisance parameter is present only under the alternative. Zbl 0815.62033 Andrews, Donald W. K.; Ploberger, Werner 247 1994 An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator. Zbl 0778.62103 Andrews, Donald W. K.; Monahan, J. Christopher 178 1992 Non-strong mixing autoregressive processes. Zbl 0552.60049 Andrews, Donald W. K. 131 1984 Estimation when a parameter is on a boundary. Zbl 1056.62507 Andrews, Donald W. K. 101 1999 Testing when a parameter is on the boundary of the maintained hypothesis. Zbl 0999.62010 Andrews, Donald W. K. 95 2001 Asymptotic normality of series estimators for nonparametric and semiparametric regression models. Zbl 0727.62047 Andrews, Donald W. K. 90 1991 Asymptotics for semiparametric econometric models via stochastic equicontinuity. Zbl 0798.62104 Andrews, Donald W. K. 89 1994 Inference for parameters defined by moment inequalities using generalized moment selection. Zbl 1185.62040 Andrews, Donald W. K.; Soares, Gustavo 87 2010 A conditional Kolmogorov test. Zbl 0928.62019 Andrews, Donald W. K. 79 1997 Consistency in nonlinear econometric models: A generic uniform law of large numbers. Zbl 0646.62101 Andrews, Donald W. K. 77 1987 Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Zbl 1015.62044 Andrews, Donald W. K. 77 2000 Inference based on conditional moment inequalities. Zbl 1274.62311 Andrews, Donald W. K.; Shi, Xiaoxia 64 2013 Optimal two-sided invariant similar tests for instrumental variables regression. Zbl 1128.62022 Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. 62 2006 Consistent moment selection procedures for generalized method of moments estimation. Zbl 1056.62505 Andrews, Donald W. K. 58 1999 Exactly median-unbiased estimation of first order autoregressive/unit root models. Zbl 0772.62064 Andrews, Donald W. K. 56 1993 Estimation and inference with weak, semi-strong, and strong identification. Zbl 1274.62160 Andrews, Donald W. K.; Cheng, Xu 54 2012 Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. Zbl 0967.62095 Andrews, Donald W. K.; Lu, Biao 53 2001 Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap. Zbl 1185.62044 Andrews, Donald W. K.; Guggenberger, Patrik 53 2010 Cross-section regression with common shocks. Zbl 1153.91665 Andrews, Donald W. K. 51 2005 Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities. Zbl 1253.62011 Andrews, Donald W. K.; Guggenberger, Patrik 50 2009 Higher-order improvements of a computationally attractive \(k\)-step bootstrap for extremum estimators. Zbl 1104.62315 Andrews, Donald W. K. 44 2002 Semiparametric estimation of the intercept of a sample selection model. Zbl 0910.90060 Andrews, Donald W. K.; Schafgans, Marcia M. A. 43 1998 Adaptive local polynomial Whittle estimation of long-range dependence. Zbl 1131.62317 Andrews, Donald W. K.; Sun, Yixiao 43 2004 Optimal changepoint tests for normal linear regression. Zbl 0834.62066 Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner 41 1996 An introduction to functional central limit theorems for dependent stochastic processes. Zbl 0834.60033 Andrews, Donald W. K.; Pollard, David 39 1994 Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors. Zbl 0734.62069 Andrews, Donald W. K. 38 1991 Inference in nonlinear econometric models with structural change. Zbl 0683.62067 Andrews, Donald W. K.; Fair, Ray C. 33 1988 Hybrid and size-corrected subsampling methods. Zbl 1176.62117 Andrews, Donald W. K.; Guggenberger, Patrik 33 2009 A three-step method for choosing the number of bootstrap repetitions. Zbl 1056.62516 Andrews, Donald W. K.; Buchinsky, Moshe 28 2000 Tests of specification for parametric and semiparametric models. Zbl 0786.62029 Whang, Yoon-Jae; Andrews, Donald W. K. 27 1993 End-of-sample instability tests. Zbl 1154.62412 Andrews, D. W. K. 27 2003 Inference for parameters defined by moment inequalities: a recommended moment selection procedure. Zbl 1274.62135 Andrews, Donald W. K.; Barwick, Panle Jia 27 2012 Chi-square diagnostic tests for econometric models: Theory. Zbl 0725.62099 Andrews, Donald W. K. 26 1988 A bias-reduced log-periodogram regression estimator for the long-memory parameter. Zbl 1153.62354 Andrews, Donald W. K.; Guggenberger, Patrik 24 2003 Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative. Zbl 0843.62023 Andrews, Donald W. K.; Ploberger, Werner 21 1995 Inference with weak instruments. Zbl 1131.62105 Andrew, Donald W. K.; Stock, James H. 18 2007 Nonlinear econometric models with deterministically trending variables. Zbl 0836.62106 Andrews, Donald W. K.; McDermott, C. John 18 1995 Applications of subsampling, hybrid, and size-correction methods. Zbl 1431.62581 Andrews, Donald W. K.; Guggenberger, Patrik 15 2010 GMM estimation and uniform subvector inference with possible identification failure. Zbl 1314.62075 Andrews, Donald W. K.; Cheng, Xu 14 2014 Maximum likelihood estimation and uniform inference with sporadic identification failure. Zbl 1443.62420 Andrews, Donald W. K.; Cheng, Xu 14 2013 An introduction to econometric applications of empirical process theory for dependent random variables. Zbl 0802.62099 Andrews, Donald W. K. 13 1993 Performance of conditional Wald tests in IV regression with weak instruments. Zbl 1418.62408 Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. 13 2007 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators. Zbl 1431.62203 Andrews, Donald W. K.; Guggenberger, Patrik 13 2009 Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series. Zbl 1083.62080 Andrews, Donald W. K.; Lieberman, Offer 12 2005 Testing with many weak instruments. Zbl 1418.62409 Andrews, Donald W. K.; Stock, James H. 12 2007 Examples of \(L^2\)-complete and boundedly-complete distributions. Zbl 1388.62103 Andrews, Donald W. K. 12 2017 Evaluation of a three-step method for choosing the number of bootstrap repetitions. Zbl 1025.62019 Andrews, Donald W. K.; Buchinsky, Moshe 11 2001 Nonparametric inference based on conditional moment inequalities. Zbl 1293.62065 Andrews, Donald W. K.; Shi, Xiaoxia 11 2014 The block-block bootstrap: improved asymptotic refinements. Zbl 1141.62336 Andrews, Donald W. K. 10 2004 Identification and inference for econometric models. Essays in honor of Thomas Rothenberg. Zbl 1100.62623 10 2005 Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. Zbl 1345.62055 Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim 10 2006 An empirical process central limit theorem for dependent non-identically distributed random variables. Zbl 0732.60026 Andrews, Donald W. K. 9 1991 Testing for serial correlation against an ARMA(1,1) process. Zbl 0895.62089 Andrews, Donald W. K.; Ploberger, Werner 9 1996 The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests. Zbl 0823.68033 Andrews, Donald W. K. 9 1994 Inference based on many conditional moment inequalities. Zbl 1403.62075 Andrews, Donald W. K.; Shi, Xiaoxia 9 2017 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity. Zbl 1443.62240 Andrews, Donald W. K.; Guggenberger, Patrik 9 2012 Admissibility of the likelihood ratio test when the parameter space is restricted under the alternative. Zbl 0844.62018 Andrews, Donald W. K. 8 1996 Asymptotics for stationary very nearly unit root processes. Zbl 1165.62061 Andrews, Donald W. K.; Guggenberger, Patrik 8 2008 A stopping rule for the computation of generalized method of moments estimators. Zbl 0899.62101 Andrews, Donald W. K. 8 1997 Hypothesis testing with a restricted parameter space. Zbl 0947.62014 Andrews, Donald W. K. 6 1998 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments. Zbl 1418.62266 Andrews, Donald W. K.; Marmer, Vadim 6 2008 Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments. Zbl 1429.62650 Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. 6 2008 Generic results for establishing the asymptotic size of confidence sets and tests. Zbl 1464.62489 Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik 6 2020 Rank tests for instrumental variables regression with weak instruments. Zbl 1274.62440 Andrews, Donald W. K.; Soares, Gustavo 5 2007 Equivalence of the higher order asymptotic efficiency of \(k\)-step and extremum statistics. Zbl 1033.62020 Andrews, Donald W. K. 5 2002 On optimal inference in the linear IV model. Zbl 1434.62160 Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei 5 2019 Best median-unbiased estimation in linear regression with bounded asymmetric loss functions. Zbl 0643.62048 Andrews, Donald W. K.; Phillips, Peter C. B. 4 1987 Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation. Zbl 0946.62080 Andrews, Donald W. K.; Liu, Xuemei; Ploberger, Werner 4 1998 Asymptotic size of Kleibergen’s LM and conditional LR tests for moment condition models. Zbl 1442.62728 Andrews, Donald W. K.; Guggenberger, Patrik 4 2017 A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model. Zbl 0625.62023 Andrews, Donald W. K. 3 1986 Higher-order improvements of the parametric bootstrap for Markov processes. Zbl 1120.62020 Andrews, Donald W. K. 3 2005 Power in econometric applications. Zbl 0688.62061 Andrews, Donald W. K. 3 1989 A nearly independent, but non-strong mixing, triangular array. Zbl 0575.60026 Andrews, Donald W. K. 3 1985 A simplified proof of a theorem on the difference of the Moore-Penrose inverses of two positive semi-definite matrices. Zbl 0616.15005 Andrews, Donald W. K.; Phillips, Peter C. B. 3 1986 Identification- and singularity-robust inference for moment condition models. Zbl 1453.62462 Andrews, Donald W.; Guggenberger, Patrik 3 2019 Invalidity of the bootstrap and the \(m\) out of \(n\) bootstrap for confidence interval endpoints defined by moment inequalities. Zbl 1182.62092 Andrews, Donald W. K.; Han, Sukjin 2 2009 Complete consistency: A testing analogue of estimator consistency. Zbl 0599.62028 Andrews, Donald W. K. 2 1986 On the number of bootstrap repetitions for \(BC_ a\) confidence intervals. Zbl 1109.62316 Andrews, Donald W. K.; Buchinsky, Moshe 1 2002 Generic results for establishing the asymptotic size of confidence sets and tests. Zbl 1464.62489 Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik 6 2020 On optimal inference in the linear IV model. Zbl 1434.62160 Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei 5 2019 Identification- and singularity-robust inference for moment condition models. Zbl 1453.62462 Andrews, Donald W.; Guggenberger, Patrik 3 2019 Examples of \(L^2\)-complete and boundedly-complete distributions. Zbl 1388.62103 Andrews, Donald W. K. 12 2017 Inference based on many conditional moment inequalities. Zbl 1403.62075 Andrews, Donald W. K.; Shi, Xiaoxia 9 2017 Asymptotic size of Kleibergen’s LM and conditional LR tests for moment condition models. Zbl 1442.62728 Andrews, Donald W. K.; Guggenberger, Patrik 4 2017 GMM estimation and uniform subvector inference with possible identification failure. Zbl 1314.62075 Andrews, Donald W. K.; Cheng, Xu 14 2014 Nonparametric inference based on conditional moment inequalities. Zbl 1293.62065 Andrews, Donald W. K.; Shi, Xiaoxia 11 2014 Inference based on conditional moment inequalities. Zbl 1274.62311 Andrews, Donald W. K.; Shi, Xiaoxia 64 2013 Maximum likelihood estimation and uniform inference with sporadic identification failure. Zbl 1443.62420 Andrews, Donald W. K.; Cheng, Xu 14 2013 Estimation and inference with weak, semi-strong, and strong identification. Zbl 1274.62160 Andrews, Donald W. K.; Cheng, Xu 54 2012 Inference for parameters defined by moment inequalities: a recommended moment selection procedure. Zbl 1274.62135 Andrews, Donald W. K.; Barwick, Panle Jia 27 2012 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity. Zbl 1443.62240 Andrews, Donald W. K.; Guggenberger, Patrik 9 2012 Inference for parameters defined by moment inequalities using generalized moment selection. Zbl 1185.62040 Andrews, Donald W. K.; Soares, Gustavo 87 2010 Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap. Zbl 1185.62044 Andrews, Donald W. K.; Guggenberger, Patrik 53 2010 Applications of subsampling, hybrid, and size-correction methods. Zbl 1431.62581 Andrews, Donald W. K.; Guggenberger, Patrik 15 2010 Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities. Zbl 1253.62011 Andrews, Donald W. K.; Guggenberger, Patrik 50 2009 Hybrid and size-corrected subsampling methods. Zbl 1176.62117 Andrews, Donald W. K.; Guggenberger, Patrik 33 2009 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators. Zbl 1431.62203 Andrews, Donald W. K.; Guggenberger, Patrik 13 2009 Invalidity of the bootstrap and the \(m\) out of \(n\) bootstrap for confidence interval endpoints defined by moment inequalities. Zbl 1182.62092 Andrews, Donald W. K.; Han, Sukjin 2 2009 Asymptotics for stationary very nearly unit root processes. Zbl 1165.62061 Andrews, Donald W. K.; Guggenberger, Patrik 8 2008 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments. Zbl 1418.62266 Andrews, Donald W. K.; Marmer, Vadim 6 2008 Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments. Zbl 1429.62650 Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. 6 2008 Inference with weak instruments. Zbl 1131.62105 Andrew, Donald W. K.; Stock, James H. 18 2007 Performance of conditional Wald tests in IV regression with weak instruments. Zbl 1418.62408 Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. 13 2007 Testing with many weak instruments. Zbl 1418.62409 Andrews, Donald W. K.; Stock, James H. 12 2007 Rank tests for instrumental variables regression with weak instruments. Zbl 1274.62440 Andrews, Donald W. K.; Soares, Gustavo 5 2007 Optimal two-sided invariant similar tests for instrumental variables regression. Zbl 1128.62022 Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. 62 2006 Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. Zbl 1345.62055 Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim 10 2006 Cross-section regression with common shocks. Zbl 1153.91665 Andrews, Donald W. K. 51 2005 Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series. Zbl 1083.62080 Andrews, Donald W. K.; Lieberman, Offer 12 2005 Identification and inference for econometric models. Essays in honor of Thomas Rothenberg. Zbl 1100.62623 10 2005 Higher-order improvements of the parametric bootstrap for Markov processes. Zbl 1120.62020 Andrews, Donald W. K. 3 2005 Adaptive local polynomial Whittle estimation of long-range dependence. Zbl 1131.62317 Andrews, Donald W. K.; Sun, Yixiao 43 2004 The block-block bootstrap: improved asymptotic refinements. Zbl 1141.62336 Andrews, Donald W. K. 10 2004 End-of-sample instability tests. Zbl 1154.62412 Andrews, D. W. K. 27 2003 A bias-reduced log-periodogram regression estimator for the long-memory parameter. Zbl 1153.62354 Andrews, Donald W. K.; Guggenberger, Patrik 24 2003 Higher-order improvements of a computationally attractive \(k\)-step bootstrap for extremum estimators. Zbl 1104.62315 Andrews, Donald W. K. 44 2002 Equivalence of the higher order asymptotic efficiency of \(k\)-step and extremum statistics. Zbl 1033.62020 Andrews, Donald W. K. 5 2002 On the number of bootstrap repetitions for \(BC_ a\) confidence intervals. Zbl 1109.62316 Andrews, Donald W. K.; Buchinsky, Moshe 1 2002 Testing when a parameter is on the boundary of the maintained hypothesis. Zbl 0999.62010 Andrews, Donald W. K. 95 2001 Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. Zbl 0967.62095 Andrews, Donald W. K.; Lu, Biao 53 2001 Evaluation of a three-step method for choosing the number of bootstrap repetitions. Zbl 1025.62019 Andrews, Donald W. K.; Buchinsky, Moshe 11 2001 Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Zbl 1015.62044 Andrews, Donald W. K. 77 2000 A three-step method for choosing the number of bootstrap repetitions. Zbl 1056.62516 Andrews, Donald W. K.; Buchinsky, Moshe 28 2000 Estimation when a parameter is on a boundary. Zbl 1056.62507 Andrews, Donald W. K. 101 1999 Consistent moment selection procedures for generalized method of moments estimation. Zbl 1056.62505 Andrews, Donald W. K. 58 1999 Semiparametric estimation of the intercept of a sample selection model. Zbl 0910.90060 Andrews, Donald W. K.; Schafgans, Marcia M. A. 43 1998 Hypothesis testing with a restricted parameter space. Zbl 0947.62014 Andrews, Donald W. K. 6 1998 Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation. Zbl 0946.62080 Andrews, Donald W. K.; Liu, Xuemei; Ploberger, Werner 4 1998 A conditional Kolmogorov test. Zbl 0928.62019 Andrews, Donald W. K. 79 1997 A stopping rule for the computation of generalized method of moments estimators. Zbl 0899.62101 Andrews, Donald W. K. 8 1997 Optimal changepoint tests for normal linear regression. Zbl 0834.62066 Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner 41 1996 Testing for serial correlation against an ARMA(1,1) process. Zbl 0895.62089 Andrews, Donald W. K.; Ploberger, Werner 9 1996 Admissibility of the likelihood ratio test when the parameter space is restricted under the alternative. Zbl 0844.62018 Andrews, Donald W. K. 8 1996 Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative. Zbl 0843.62023 Andrews, Donald W. K.; Ploberger, Werner 21 1995 Nonlinear econometric models with deterministically trending variables. Zbl 0836.62106 Andrews, Donald W. K.; McDermott, C. John 18 1995 Optimal tests when a nuisance parameter is present only under the alternative. Zbl 0815.62033 Andrews, Donald W. K.; Ploberger, Werner 247 1994 Asymptotics for semiparametric econometric models via stochastic equicontinuity. Zbl 0798.62104 Andrews, Donald W. K. 89 1994 An introduction to functional central limit theorems for dependent stochastic processes. Zbl 0834.60033 Andrews, Donald W. K.; Pollard, David 39 1994 The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests. Zbl 0823.68033 Andrews, Donald W. K. 9 1994 Tests for parameter instability and structural change with unknown change point. Zbl 0795.62012 Andrews, Donald W. K. 397 1993 Exactly median-unbiased estimation of first order autoregressive/unit root models. Zbl 0772.62064 Andrews, Donald W. K. 56 1993 Tests of specification for parametric and semiparametric models. Zbl 0786.62029 Whang, Yoon-Jae; Andrews, Donald W. K. 27 1993 An introduction to econometric applications of empirical process theory for dependent random variables. Zbl 0802.62099 Andrews, Donald W. K. 13 1993 An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator. Zbl 0778.62103 Andrews, Donald W. K.; Monahan, J. Christopher 178 1992 Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Zbl 0732.62052 Andrews, Donald W. K. 701 1991 Asymptotic normality of series estimators for nonparametric and semiparametric regression models. Zbl 0727.62047 Andrews, Donald W. K. 90 1991 Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors. Zbl 0734.62069 Andrews, Donald W. K. 38 1991 An empirical process central limit theorem for dependent non-identically distributed random variables. Zbl 0732.60026 Andrews, Donald W. K. 9 1991 Power in econometric applications. Zbl 0688.62061 Andrews, Donald W. K. 3 1989 Inference in nonlinear econometric models with structural change. Zbl 0683.62067 Andrews, Donald W. K.; Fair, Ray C. 33 1988 Chi-square diagnostic tests for econometric models: Theory. Zbl 0725.62099 Andrews, Donald W. K. 26 1988 Consistency in nonlinear econometric models: A generic uniform law of large numbers. Zbl 0646.62101 Andrews, Donald W. K. 77 1987 Best median-unbiased estimation in linear regression with bounded asymmetric loss functions. Zbl 0643.62048 Andrews, Donald W. K.; Phillips, Peter C. B. 4 1987 A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model. Zbl 0625.62023 Andrews, Donald W. K. 3 1986 A simplified proof of a theorem on the difference of the Moore-Penrose inverses of two positive semi-definite matrices. Zbl 0616.15005 Andrews, Donald W. K.; Phillips, Peter C. B. 3 1986 Complete consistency: A testing analogue of estimator consistency. Zbl 0599.62028 Andrews, Donald W. K. 2 1986 A nearly independent, but non-strong mixing, triangular array. Zbl 0575.60026 Andrews, Donald W. K. 3 1985 Non-strong mixing autoregressive processes. Zbl 0552.60049 Andrews, Donald W. K. 131 1984 all cited Publications top 5 cited Publications all top 5 Cited by 2,578 Authors 35 Perron, Pierre 30 Linton, Oliver Bruce 27 Horváth, Lajos 26 Andrews, Donald Wilfrid Kao 25 Phillips, Peter Charles Bonest 25 Su, Liangjun 25 Taylor, A. M. Robert 24 Hall, Alastair R. 21 Cavaliere, Giuseppe 21 Sun, Yixiao 19 Xiao, Zhijie 18 Fan, Yanqin 18 Francq, Christian 18 Li, Qi 16 Corradi, Valentina 16 Guggenberger, Patrik 16 Leybourne, Stephen J. 16 Vogelsang, Timothy J. 15 Dufour, Jean-Marie 15 Shao, Xiaofeng 15 Shin, Dongwan 15 White, Halbert Lynn jun. 14 Gao, Jiti 14 Ghysels, Eric 14 Kurozumi, Eiji 14 Zhang, Xinyu 13 Hansen, Bruce E. 13 Hong, Yongmiao 13 Mainassara, Yacouba Boubacar 13 Rahbek, Anders 13 Whang, Yoon-Jae 12 Chernozhukov, Victor 12 Doukhan, Paul 12 Inoue, Atsushi 12 Rice, Gregory 11 Aue, Alexander 11 Caner, Mehmet 11 Chen, Xiaohong 11 Hill, Jonathan B. 11 Hušková, Marie 11 Khalaf, Lynda 11 Kokoszka, Piotr S. 11 Moon, Hyungsik Roger 11 Psaradakis, Zacharias 11 Wu, Wei Biao 11 Zakoïan, Jean-Michel 11 Zeileis, Achim 10 Bouzebda, Salim 10 Giraitis, Liudas 10 Gonçalves, Sílvia 10 Hassler, Uwe 10 Hong, Han 10 Hsu, Yu-Chin 10 Kapetanios, George 10 Park, Joon Y. 10 Pesaran, M. Hashem 10 Renault, Eric 10 Smith, Richard J. 10 Swanson, Norman Rasmus 10 Wied, Dominik 10 Xu, Keli 9 Donald, Stephen G. 9 Guay, Alain 9 Harvey, David I. 9 Hidalgo, Javier 9 Kim, Dukpa 9 Kuan, Chung-Ming 9 Lewbel, Arthur 9 Liao, Zhipeng 9 Perron, Benoit 9 Potscher, Benedikt M. 9 Rossi, Barbara 9 Shintani, Mototsugu 8 Anatolyev, Stanislav 8 Bravo, Francesco 8 Escanciano, Juan Carlos 8 Hsiao, Cheng 8 Jirak, Moritz 8 Liao, Yuan 8 Nordman, Daniel J. 8 Okui, Ryo 8 Prucha, Ingmar R. 8 Robinson, Peter Michael 8 Seo, Myunghwan 8 Shi, Xiaoxia 8 Song, Kyungchul 8 Yu, Jun 8 Zhu, Hongtu 7 Bai, Jushan 7 Cai, Zongwu 7 Cheng, Xu 7 Dette, Holger 7 Fan, Jianqing 7 Härdle, Wolfgang Karl 7 Horowitz, Joel Lawrence 7 Hwang, Jungbin 7 Jacho-Chávez, David Tomás 7 Jin, Sainan 7 Kao, Chihwa 7 Kejriwal, Mohitosh ...and 2,478 more Authors all top 5 Cited in 172 Serials 798 Journal of Econometrics 240 Econometric Theory 148 Econometric Reviews 125 Economics Letters 87 Journal of Time Series Analysis 76 Computational Statistics and Data Analysis 63 The Annals of Statistics 62 Journal of Statistical Planning and Inference 50 Journal of Economic Dynamics & Control 50 Communications in Statistics. 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Simulation and Computation 18 Studies in Nonlinear Dynamics and Econometrics 17 Journal of Nonparametric Statistics 15 Journal of Econometric Methods 14 Statistics 14 Journal of Business and Economic Statistics 13 Computational Statistics 12 Mathematics and Computers in Simulation 12 Test 12 Quantitative Finance 12 Journal of Time Series Econometrics 11 Annals of the Institute of Statistical Mathematics 11 Stochastic Processes and their Applications 10 Metrika 10 Biometrics 10 Journal of the Korean Statistical Society 10 Quantitative Economics 9 Psychometrika 9 Scandinavian Journal of Statistics 8 European Journal of Operational Research 8 Statistical Methods and Applications 8 AStA. Advances in Statistical Analysis 7 Statistica Neerlandica 7 Journal of Forecasting 6 International Economic Review 6 Statistica Sinica 6 The Annals of Applied Statistics 5 Open Economies Review 5 Mathematical Methods of Statistics 5 Statistical Inference for Stochastic Processes 4 The Canadian Journal of Statistics 4 The Annals of Probability 4 Econometrica 4 Sequential Analysis 4 Statistical Science 4 Journal of Theoretical Probability 4 Computational Economics 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Macroeconomic Dynamics 4 Journal of Systems Science and Complexity 4 Statistical Modelling 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 ASTIN Bulletin 4 Asia-Pacific Financial Markets 4 Statistics and Computing 4 Dependence Modeling 3 Mathematical Biosciences 3 Biometrical Journal 3 International Journal of Approximate Reasoning 3 International Journal of Theoretical and Applied Finance 3 Journal of Statistical Theory and Practice 3 Sankhyā. Series B 3 Annals of Finance 3 Bayesian Analysis 2 Physica A 2 Applied Mathematics and Computation 2 Journal of Economic Theory 2 Journal of Mathematical Psychology 2 Metron 2 American Journal of Mathematical and Management Sciences 2 Probability Theory and Related Fields 2 Mathematical and Computer Modelling 2 Linear Algebra and its Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Abstract and Applied Analysis 2 Journal of Inequalities and Applications 2 Australian & New Zealand Journal of Statistics 2 Revista Matemática Complutense 2 Journal of Machine Learning Research (JMLR) 2 Stochastics 2 Journal of Physics A: Mathematical and Theoretical 2 Journal of the Italian Statistical Society 2 Journal of Computational and Graphical Statistics 2 Sankhyā. Series A 2 Japanese Journal of Statistics and Data Science 1 The American Statistician 1 Archive for History of Exact Sciences 1 International Journal of Systems Science 1 Periodica Mathematica Hungarica 1 Chaos, Solitons and Fractals 1 Fuzzy Sets and Systems ...and 72 more Serials all top 5 Cited in 27 Fields 2,360 Statistics (62-XX) 540 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 253 Probability theory and stochastic processes (60-XX) 240 Numerical analysis (65-XX) 19 Operations research, mathematical programming (90-XX) 16 Computer science (68-XX) 14 Biology and other natural sciences (92-XX) 12 Systems theory; control (93-XX) 11 General and overarching topics; collections (00-XX) 10 Dynamical systems and ergodic theory (37-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 3 Quantum theory (81-XX) 3 Geophysics (86-XX) 2 History and biography (01-XX) 2 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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