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Andrews, Donald Wilfrid Kao

Author ID: andrews.donald-w-k Recent zbMATH articles by "Andrews, Donald Wilfrid Kao"
Published as: Andrews, Donald W. K.; Andrews, D. W. K.; Andrews, Donald W. K.; Andrew, Donald W. K.; Andrews, Donald W.
Homepage: https://economics.yale.edu/people/donald-andrews
External Links: MGP · Wikidata · GND · IdRef

Publications by Year

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 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.
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11 Kokoszka, Piotr S.
11 Moon, Hyungsik Roger
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10 Hong, Han
10 Hsu, Yu-Chin
10 Kapetanios, George
10 Park, Joon Y.
10 Pesaran, M. Hashem
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10 Xu, Keli
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9 Kim, Dukpa
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9 Perron, Benoit
9 Potscher, Benedikt M.
9 Rossi, Barbara
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8 Okui, Ryo
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8 Robinson, Peter Michael
8 Seo, Myunghwan
8 Shi, Xiaoxia
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7 Bai, Jushan
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7 Cheng, Xu
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7 Horowitz, Joel Lawrence
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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. Theory and Methods
47 Journal of Multivariate Analysis
41 Journal of the American Statistical Association
39 The Econometrics Journal
33 Statistics & Probability Letters
32 Journal of Statistical Computation and Simulation
31 Electronic Journal of Statistics
25 Bernoulli
24 Statistical Papers
21 Journal of Applied Statistics
19 Communications in Statistics. 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

Citations by Year

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