Donald W. K. Andrews : Citation Profile

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

45

H index

84

i10 index

20354

Citations

RESEARCH PRODUCTION:

89

Articles

117

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1982 - 2020). See details.
   Cites by year: 535
   Journals where Donald W. K. Andrews has often published
   Relations with other researchers
   Recent citing documents: 533.    Total self citations: 81 (0.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan30
   Updated: 2025-03-08    RAS profile: 2021-03-31    
   Missing citations? Add them    Incorrect content? Let us know

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 (225)

LINTON, OLIVER (174)

Shahbaz, Muhammad (148)

Chernozhukov, Victor (141)

Phillips, Peter (113)

GUPTA, RANGAN (106)

Balcilar, Mehmet (89)

Chen, Xiaohong (79)

shi, xiaoxia (79)

Kapetanios, George (78)

Swanson, Norman (74)

Cites to:

Moreira, Marcelo (33)

Stock, James (28)

Phillips, Peter (26)

Guggenberger, Patrik (24)

Newey, Whitney (22)

Ploberger, Werner (17)

Kleibergen, Frank (15)

Hansen, Bruce (13)

Blundell, Richard (13)

Tamer, Elie (12)

Pötscher, Benedikt (12)

Main data

Where Donald W. K. Andrews has published?

Journals with more than one article published# docs
Econometrica35
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

Full description at Econpapers || Download paper

2024Inference in high-dimensional set-identified affine models. (2019). Gafarov, Bulat. In: Papers. RePEc:arx:papers:1904.00111.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Discordant Relaxations of Misspecified Models. (2020). Li, Lixiong ; D'esir'e K'edagni, ; Mourifi, Ismael . In: Papers. RePEc:arx:papers:2012.11679.

Full description at Econpapers || Download paper

2024A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008.

Full description at Econpapers || Download paper

2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

Full description at Econpapers || Download paper

2024Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Change-Point Analysis of Time Series with Evolutionary Spectra. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2106.02031.

Full description at Econpapers || Download paper

2024Flexible Covariate Adjustments in Regression Discontinuity Designs. (2021). Rothe, Christoph ; Olma, Tomasz ; Noack, Claudia. In: Papers. RePEc:arx:papers:2107.07942.

Full description at Econpapers || Download paper

2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

Full description at Econpapers || Download paper

2024A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions. (2021). Li, Ming. In: Papers. RePEc:arx:papers:2110.00982.

Full description at Econpapers || Download paper

2024On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258.

Full description at Econpapers || Download paper

2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2022). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180.

Full description at Econpapers || Download paper

2024Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473.

Full description at Econpapers || Download paper

2025Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

Full description at Econpapers || Download paper

2024Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response. (2022). Heiler, Phillip. In: Papers. RePEc:arx:papers:2209.04329.

Full description at Econpapers || Download paper

2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

Full description at Econpapers || Download paper

2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

Full description at Econpapers || Download paper

2024Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

Full description at Econpapers || Download paper

2024A Better Test of Choice Overload. (2022). Stoye, Jorg ; Ravindran, Dilip ; Dean, Mark. In: Papers. RePEc:arx:papers:2212.03931.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Adaptive Estimation of Intersection Bounds: a Classification Approach. (2023). Semenova, Vira. In: Papers. RePEc:arx:papers:2303.00982.

Full description at Econpapers || Download paper

2025Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822.

Full description at Econpapers || Download paper

2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

Full description at Econpapers || Download paper

2024Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

Full description at Econpapers || Download paper

2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

Full description at Econpapers || Download paper

2025Least squares estimation in nonlinear cohort panels with learning from experience. (2023). Massmann, Michael ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2309.08982.

Full description at Econpapers || Download paper

2025Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models. (2023). Birge, John R. In: Papers. RePEc:arx:papers:2310.07052.

Full description at Econpapers || Download paper

2024Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects. (2023). Spector, Asher ; Lei, Lihua ; Ji, Wenlong. In: Papers. RePEc:arx:papers:2310.08115.

Full description at Econpapers || Download paper

2024Design of Cluster-Randomized Trials with Cross-Cluster Interference. (2023). Leung, Michael P. In: Papers. RePEc:arx:papers:2310.18836.

Full description at Econpapers || Download paper

2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

Full description at Econpapers || Download paper

2025Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

Full description at Econpapers || Download paper

2024An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

Full description at Econpapers || Download paper

2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

Full description at Econpapers || Download paper

2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2023). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

Full description at Econpapers || Download paper

2024A Combinatorial Central Limit Theorem for Stratified Randomization. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2402.14764.

Full description at Econpapers || Download paper

2024Testing Information Ordering for Strategic Agents. (2024). Kaido, Hiroaki ; Han, Sukjin ; Magnolfi, Lorenzo. In: Papers. RePEc:arx:papers:2402.19425.

Full description at Econpapers || Download paper

2024Inference for Interval-Identified Parameters Selected from an Estimated Set. (2024). McCloskey, Adam ; Han, Sukjin. In: Papers. RePEc:arx:papers:2403.00422.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024A dual approach to nonparametric characterization for random utility models. (2024). Shirai, Koji ; Koida, Nobuo. In: Papers. RePEc:arx:papers:2403.04328.

Full description at Econpapers || Download paper

2024Locally Regular and Efficient Tests in Non-Regular Semiparametric Models. (2024). Lee, Adam. In: Papers. RePEc:arx:papers:2403.05999.

Full description at Econpapers || Download paper

2024Goodness-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.

Full description at Econpapers || Download paper

2024Modelling with Discretized Variables. (2024). Matyas, Laszlo ; Reguly, Agoston ; Chan, Felix. In: Papers. RePEc:arx:papers:2403.15220.

Full description at Econpapers || Download paper

2024Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2024). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Locally robust semiparametric estimation of sample selection models without exclusion restrictions. (2024). Pan, Zhewen ; Zhang, Yifan. In: Papers. RePEc:arx:papers:2412.01208.

Full description at Econpapers || Download paper

2024A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

Full description at Econpapers || Download paper

2024Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models. (2024). Park, Hyeonseok ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2412.05621.

Full description at Econpapers || Download paper

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]		article3528
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: 3528		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: 3528		paper
1994Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article336
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]		paper83
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: 83		paper
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1985A Zero-One Result for the Least Squares Estimator In: Econometric Theory.
[Full Text][Citation analysis]		article6
1984A Zero-One Result for the Least Squares Estimator.(1984) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2005VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article12
2002Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2007RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS In: Econometric Theory.
[Full Text][Citation analysis]		article12
2006Rank Tests for Instrumental Variables Regression with Weak Instruments.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2009VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory.
[Full Text][Citation analysis]		article149
2007Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149		paper
2010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article69
2014GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory.
[Full Text][Citation analysis]		article22
2011GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2017ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article14
2014Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models.(2014) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
1987Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions In: Econometric Theory.
[Full Text][Citation analysis]		article1
1987Asymptotic Results for Generalized Wald Tests In: Econometric Theory.
[Full Text][Citation analysis]		article85
1986Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1988Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory.
[Full Text][Citation analysis]		article115
1989A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White In: Econometric Theory.
[Full Text][Citation analysis]		article0
1990Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory.
[Full Text][Citation analysis]		article25
1989Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality.(1989) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
1992Generic Uniform Convergence In: Econometric Theory.
[Full Text][Citation analysis]		article125
1990Generic Uniform Convergence.(1990) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		paper
1992Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1646
1994Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1646		article
1992Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper151
1996Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 151		article
1992An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
1992Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
1992The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper18
1994The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests..(1994) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
1993Nonlinear Econometric Models with Deterministically Trending Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper28
1995Nonlinear Econometric Models with Deterministically Trending Variables.(1995) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
1993Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
1993Empirical Process Methods in Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
1986Empirical process methods in econometrics.(1986) In: Handbook of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		chapter
1994Hypothesis Testing with a Restricted Parameter Space In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper34
1998Hypothesis testing with a restricted parameter space.(1998) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
1994Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
1996A Conditional Kolmogorov Test In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper157
1997A Conditional Kolmogorov Test.(1997) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 157		article
1996Semiparametric Estimation of a Sample Selection Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
1996A Stopping Rule for the Computation of Generalized Method of Moments Estimators In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper18
1997A Stopping Rule for the Computation of Generalized Method of Moments Estimators.(1997) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 18		article
1996Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1997On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper10
1997Consistent Moment Selection Procedures for Generalized Method of Moments Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper172
1999Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 172		article
1997Estimation When a Parameter Is on a Boundary: Theory and Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
1997A Simple Counterexample to the Bootstrap In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
1999Testing When a Parameter Is on the Boundary of the Maintained Hypothesis In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper231
2001Testing When a Parameter Is on the Boundary of the Maintained Hypothesis..(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 231		article
1999Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper97
2001Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators.(2001) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2002Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators.(2002) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 97		article
1999Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
2000A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper108
2003A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter.(2003) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 108		article
2001Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper11
2001Higher-order Improvements of the Parametric Bootstrap for Markov Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
2002End-of-Sample Instability Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper113
2003End-of-Sample Instability Tests.(2003) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 113		article
2002The Block-block Bootstrap: Improved Asymptotic Refinements In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper39
2004the Block-Block Bootstrap: Improved Asymptotic Refinements.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2002Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper26
2006Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2003End-of-Sample Cointegration Breakdown Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper13
2004End-of-Sample Conintegratio Breakdown Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2004End-of-Sample Cointegration Breakdown Tests.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2003Cross-section Regression with Common Shocks In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper215
2005Cross-Section Regression with Common Shocks.(2005) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 215		article
2004Cross-section Regression with Common Shocks.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 215		paper
2004Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper30
2004Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2005Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper25
2008Exactly distribution-free inference in instrumental variables regression with possibly weak instruments.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2005Inference with Weak Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper140
2005Inference with Weak Instruments.(2005) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2007The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
2007The Limit of Finite-Sample Size and a Problem with Subsampling.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2007Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
2007Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper20
2010Applications of subsampling, hybrid, and size-correction methods.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2007Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper393
2010Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection.(2010) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 393		article
2008Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
2010Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2008Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper132
2011Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2012Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		article
2010Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper219
2011Inference Based on Conditional Moment Inequalities.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2012Inference Based on Conditional Moment Inequalities.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2013Inference Based on Conditional Moment Inequalities.(2013) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		article
2010Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper105
2011Estimation and Inference with Weak, Semi-strong, and Strong Identification.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2012Estimation and Inference With Weak, Semi‐Strong, and Strong Identification.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2011Examples of L^2-Complete and Boundedly-Complete Distributions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper34
2017Examples of L2-complete and boundedly-complete distributions.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2011A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper10
2012A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2014) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2011Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper55
2020Generic results for establishing the asymptotic size of confidence sets and tests.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2011Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper15
2012Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2011Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper27
2012Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2013Maximum likelihood estimation and uniform inference with sporadic identification failure.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2011Nonparametric Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper145
2013Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2013Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2014Nonparametric inference based on conditional moment inequalities.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		article
2015Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper26
2018Identification- and Singularity-Robust Inference for Moment Condition.(2018) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019Identification- and Singularity-Robust Inference for Moment Condition.(2019) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2015Inference Based on Many Conditional Moment Inequalities In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper26
2016Inference Based on Many Conditional Moment Inequalities.(2016) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017Inference based on many conditional moment inequalities.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2017A Note on Optimal Inference in the Linear IV Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2018On Optimal Inference in the Linear IV Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper12
2019On optimal inference in the linear IV model.(2019) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2017Identification-Robust Subvector Inference In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper14
2019Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper8
2019Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification.(2019) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1982Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
1983First Order Autoregressive Processes and Strong Mixing In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
1984Robust Estimation of Location in a Gaussian Parametric Model: II In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1985Stability Comparisons of Estimators (5/1985 and 11/1985) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1985A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
1986A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model..(1986) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
1985Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1986Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1986Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
1986Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper8
1986On the Performance of Least Squares in Linear Regression with Undefined Error Means In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
1986Power in Econometric Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper37
1989Power in Econometric Applications..(1989) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
1987Inference in Econometric Models with Structural Change In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper4
1989Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper184
1991Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models..(1991) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		article
1988Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2152
1989Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation.(1989) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2152		paper
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation..(1991) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2152		article
1989Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1989An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper13
1991An empirical process central limit theorem for dependent non-identically distributed random variables.(1991) In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
1990Asymptotics for Semiparametric Econometric Models: I. Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper7
1990Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper7
1989Asymptotics for Semiparametric Econometric Models: III. Testing and Examples In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
1990An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper721
1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator..(1992) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 721		article
1990Tests for Parameter Instability and Structural Change with Unknown Change Point In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2717
1993Tests for Parameter Instability and Structural Change with Unknown Change Point..(1993) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2717		article
1990A Functional Central Limit Theorem for Strong Mixing Stochastic Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1991Tests of Specification for Parametric and Semiparametric Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper45
1993Tests of specification for parametric and semiparametric models.(1993) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
1991Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
1986Stability Comparisons of Estimators. In: Econometrica.
[Full Text][Citation analysis]		article1
1987Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]. In: Econometrica.
[Full Text][Citation analysis]		article72
1988Chi-Square Diagnostic Tests for Econometric Models: Theory. In: Econometrica.
[Full Text][Citation analysis]		article80
1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models. In: Econometrica.
[Full Text][Citation analysis]		article248
1994Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity. In: Econometrica.
[Full Text][Citation analysis]		article196
1996Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative. In: Econometrica.
[Full Text][Citation analysis]		article11
1999Estimation When a Parameter Is on a Boundary In: Econometrica.
[Citation analysis]		article222
2000A Three-Step Method for Choosing the Number of Bootstrap Repetitions In: Econometrica.
[Citation analysis]		article127
2000Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space In: Econometrica.
[Citation analysis]		article162
2003Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum In: Econometrica.
[Citation analysis]		article122
2003The Determinants of Econometric Society Fellows Elections In: Econometrica.
[Citation analysis]		article37
2006Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression In: Econometrica.
[Full Text][Citation analysis]		article188
2009Hybrid and Size-Corrected Subsampling Methods In: Econometrica.
[Full Text][Citation analysis]		article52
2009Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities In: Econometrics Journal.
[Full Text][Citation analysis]		article14
2001Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article442
2001Evaluation of a three-step method for choosing the number of bootstrap repetitions In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
2007Testing with many weak instruments In: Journal of Econometrics.
[Full Text][Citation analysis]		article46
2007Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
2008Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2009Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
1988Chi-square diagnostic tests for econometric models : Introduction and applications In: Journal of Econometrics.
[Full Text][Citation analysis]		article77
1991Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article74
1992Estimation of polynomial distributed lags and leads with end point constraints In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1989Estimation of Polynomial Distributed Lags and Leads with End Point Constraints.(1989) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1986Complete Consistency: A Testing Analogue of Estimator Consistency In: The Review of Economic Studies.
[Full Text][Citation analysis]		article6
1988Inference in Nonlinear Econometric Models with Structural Change In: The Review of Economic Studies.
[Full Text][Citation analysis]		article106
1998Semiparametric Estimation of the Intercept of a Sample Selection Model In: The Review of Economic Studies.
[Full Text][Citation analysis]		article140
1991An estimation of the aggregate educational production function for public schools in Louisiana In: The Review of Black Political Economy.
[Full Text][Citation analysis]		article0
2017Commands for testing conditional moment inequalities and equalities In: Stata Journal.
[Full Text][Citation analysis]		article4
2019Identification‐ and singularity‐robust inference for moment condition models In: Quantitative Economics.
[Full Text][Citation analysis]		article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team