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Donald W. K. Andrews

Global rank #451 99%

Institution: Yale University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://cowles.econ.yale.edu/faculty/andrews.htm

First Publication: 1985

Most Recent: 2020

RePEc ID: pan30 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 3.69 2.68 0.00 10.05
All Time 5.03 24.47 25.81 0.00 94.85

Publication Statistics

Raw Publications 44
Coauthorship-Adjusted Count 55.54

Publications (44)

Year Article Journal Tier Authors
2020 Generic results for establishing the asymptotic size of confidence sets and tests Journal of Econometrics A 3
2019 On optimal inference in the linear IV model Quantitative Economics B 3
2019 Identification‐ and singularity‐robust inference for moment condition models Quantitative Economics B 2
2017 Inference based on many conditional moment inequalities Journal of Econometrics A 2
2017 Examples of L2-complete and boundedly-complete distributions Journal of Econometrics A 1
2017 ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS Econometric Theory B 2
2014 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter Review of Economics and Statistics A 2
2014 GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE Econometric Theory B 2
2014 Nonparametric inference based on conditional moment inequalities Journal of Econometrics A 2
2013 Maximum likelihood estimation and uniform inference with sporadic identification failure Journal of Econometrics A 2
2012 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity Journal of Econometrics A 2
2010 ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP Econometric Theory B 2
2010 Applications of subsampling, hybrid, and size-correction methods Journal of Econometrics A 2
2009 VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES Econometric Theory B 2
2009 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators Journal of Econometrics A 2
2008 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments Journal of Econometrics A 2
2008 Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments Journal of Econometrics A 3
2007 Testing with many weak instruments Journal of Econometrics A 2
2007 Performance of conditional Wald tests in IV regression with weak instruments Journal of Econometrics A 3
2007 RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS Econometric Theory B 2
2006 Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes Journal of Econometrics A 3
2005 VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES Econometric Theory B 2
2002 ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS Econometric Theory B 2
2002 EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS Econometric Theory B 1
2001 Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models Journal of Econometrics A 2
2001 Evaluation of a three-step method for choosing the number of bootstrap repetitions Journal of Econometrics A 2
1998 Hypothesis testing with a restricted parameter space Journal of Econometrics A 1
1998 Semiparametric Estimation of the Intercept of a Sample Selection Model Review of Economic Studies S 2
1996 Optimal changepoint tests for normal linear regression Journal of Econometrics A 3
1995 Nonparametric Kernel Estimation for Semiparametric Models Econometric Theory B 1
1995 Nonlinear Econometric Models with Deterministically Trending Variables Review of Economic Studies S 2
1993 Tests of specification for parametric and semiparametric models Journal of Econometrics A 2
1992 Estimation of polynomial distributed lags and leads with end point constraints Journal of Econometrics A 2
1992 Generic Uniform Convergence Econometric Theory B 1
1991 Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors Journal of Econometrics A 1
1990 Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality Econometric Theory B 2
1989 A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White Econometric Theory B 1
1988 Chi-square diagnostic tests for econometric models : Introduction and applications Journal of Econometrics A 1
1988 Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables Econometric Theory B 1
1988 Inference in Nonlinear Econometric Models with Structural Change Review of Economic Studies S 2
1987 Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions Econometric Theory B 1
1987 Asymptotic Results for Generalized Wald Tests Econometric Theory B 1
1986 Complete Consistency: A Testing Analogue of Estimator Consistency Review of Economic Studies S 1
1985 A Zero-One Result for the Least Squares Estimator Econometric Theory B 1