45
H index
84
i10 index
20354
Citations
Yale University (50% share) | 45 H index 84 i10 index 20354 Citations RESEARCH PRODUCTION: 89 Articles 117 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Econometrica | 35 |
Journal of Econometrics | 21 |
Econometric Theory | 16 |
Journal of Business & Economic Statistics | 5 |
The Review of Economic Studies | 4 |
Quantitative Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 110 |
Yale School of Management Working Papers / Yale School of Management | 2 |
Year | Title of citing document | |
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2025 | Asymmetric 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 | |
2024 | The 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 | |
2024 | Modelling 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 | |
2024 | Does 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 | |
2024 | Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393. Full description at Econpapers || Download paper | |
2024 | Double/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 | |
2024 | Equilibrium 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 | |
2024 | Inference in high-dimensional set-identified affine models. (2019). Gafarov, Bulat. In: Papers. RePEc:arx:papers:1904.00111. Full description at Econpapers || Download paper | |
2024 | Demand 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 | |
2024 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper | |
2024 | Discordant 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 | |
2024 | A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008. Full description at Econpapers || Download paper | |
2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2024 | Dynamic 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 | |
2024 | Theory 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 | |
2024 | Minimax 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 | |
2024 | Theory 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 | |
2024 | Change-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 | |
2024 | Flexible 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 | |
2024 | Wild 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 | |
2024 | A 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 | |
2024 | On 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 | |
2024 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper | |
2024 | A 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 | |
2024 | Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811. Full description at Econpapers || Download paper | |
2024 | On 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 | |
2024 | Measuring 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 | |
2024 | Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473. Full description at Econpapers || Download paper | |
2025 | Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868. Full description at Econpapers || Download paper | |
2024 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2024 | Local 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 | |
2024 | Estimating 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 | |
2024 | The 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 | |
2024 | Weak 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 | |
2024 | Robust 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 | |
2024 | A 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 | |
2024 | The 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 | |
2024 | Revisiting 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 | |
2024 | Adaptive Estimation of Intersection Bounds: a Classification Approach. (2023). Semenova, Vira. In: Papers. RePEc:arx:papers:2303.00982. Full description at Econpapers || Download paper | |
2025 | Identification- 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 | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2024 | Inference 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 | |
2024 | Asymptotic 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 | |
2024 | Testing 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 | |
2024 | Fixed-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 | |
2025 | Least 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 | |
2025 | Uses 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 | |
2024 | Model-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 | |
2024 | Design 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 | |
2024 | Estimation 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 | |
2025 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2024 | An 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 | |
2024 | Inference 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 | |
2024 | A 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 | |
2024 | A Combinatorial Central Limit Theorem for Stratified Randomization. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2402.14764. Full description at Econpapers || Download paper | |
2024 | Testing 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 | |
2024 | Inference 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 | |
2024 | Regularized 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 | |
2024 | A 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 | |
2024 | Locally 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 | |
2024 | Goodness-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 | |
2024 | Modelling with Discretized Variables. (2024). Matyas, Laszlo ; Reguly, Agoston ; Chan, Felix. In: Papers. RePEc:arx:papers:2403.15220. Full description at Econpapers || Download paper | |
2024 | Debiased 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 | |
2024 | Tuning parameter selection in econometrics. (2024). Chetverikov, Denis. In: Papers. RePEc:arx:papers:2405.03021. Full description at Econpapers || Download paper | |
2024 | Locally 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 | |
2024 | A 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 | |
2024 | Minimum 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... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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1992 | Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3528 |
2002 | Further 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 | |
1990 | Further 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 | |
1994 | Approximately Median-Unbiased Estimation of Autoregressive Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 336 |
2002 | Generalized Method of Moments Estimation When a Parameter Is on a Boundary. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 33 |
2006 | Tests for Cointegration Breakdown Over a Short Time Period In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 35 |
2008 | Asymptotics for stationary very nearly unit root processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 10 |
2007 | Asymptotics 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 | |
2002 | Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 83 |
2002 | Adaptive 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 | |
2004 | Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
1995 | Nonparametric Kernel Estimation for Semiparametric Models In: Econometric Theory. [Full Text][Citation analysis] | article | 137 |
2002 | ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2000 | On 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 | |
2002 | EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
2000 | Equivalence 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 | |
1985 | A Zero-One Result for the Least Squares Estimator In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
1984 | A 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 | |
2005 | VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2002 | Valid 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 | |
2007 | RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2006 | Rank 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 | |
2009 | VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory. [Full Text][Citation analysis] | article | 149 |
2007 | Validity 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 | |
2010 | ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 69 |
2014 | GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
2011 | GMM 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 | |
2013 | GMM 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 | |
2017 | ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2014 | Asymptotic 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 | |
1987 | Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
1987 | Asymptotic Results for Generalized Wald Tests In: Econometric Theory. [Full Text][Citation analysis] | article | 85 |
1986 | Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
1988 | Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 115 |
1989 | A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1990 | Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
1989 | Additive 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 | |
1992 | Generic Uniform Convergence In: Econometric Theory. [Full Text][Citation analysis] | article | 125 |
1990 | Generic Uniform Convergence.(1990) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | paper | |
1992 | Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1646 |
1994 | Optimal 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 | |
1992 | Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 151 |
1996 | Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | article | |
1992 | An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1992 | Approximately 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] | paper | 2 |
1992 | The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1994 | The 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 | |
1993 | Nonlinear Econometric Models with Deterministically Trending Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
1995 | Nonlinear 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 | |
1993 | Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1993 | Empirical Process Methods in Econometrics In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1986 | Empirical process methods in econometrics.(1986) In: Handbook of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | chapter | |
1994 | Hypothesis Testing with a Restricted Parameter Space In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
1998 | Hypothesis testing with a restricted parameter space.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
1994 | Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1996 | A Conditional Kolmogorov Test In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 157 |
1997 | A Conditional Kolmogorov Test.(1997) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 157 | article | |
1996 | Semiparametric Estimation of a Sample Selection Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1996 | A Stopping Rule for the Computation of Generalized Method of Moments Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1997 | A 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 | |
1996 | Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
1997 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 172 |
1999 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 172 | article | |
1997 | Estimation When a Parameter Is on a Boundary: Theory and Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1997 | A Simple Counterexample to the Bootstrap In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Testing When a Parameter Is on the Boundary of the Maintained Hypothesis In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 231 |
2001 | Testing 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 | |
1999 | Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 97 |
2001 | Higher-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 | |
2002 | Higher-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 | |
1999 | Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 108 |
2003 | A 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 | |
2001 | Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | Higher-order Improvements of the Parametric Bootstrap for Markov Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | End-of-Sample Instability Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 113 |
2003 | End-of-Sample Instability Tests.(2003) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 113 | article | |
2002 | The Block-block Bootstrap: Improved Asymptotic Refinements In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2004 | the Block-Block Bootstrap: Improved Asymptotic Refinements.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2002 | Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2006 | Higher-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 | |
2003 | End-of-Sample Cointegration Breakdown Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2004 | End-of-Sample Conintegratio Breakdown Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2004 | End-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 | |
2003 | Cross-section Regression with Common Shocks In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 215 |
2005 | Cross-Section Regression with Common Shocks.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | article | |
2004 | Cross-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 | |
2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2004 | Optimal 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 | |
2005 | Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2008 | Exactly 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 | |
2005 | Inference with Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 140 |
2005 | Inference with Weak Instruments.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 140 | paper | |
2007 | The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | The 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 | |
2007 | Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2010 | Applications 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 | |
2007 | Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 393 |
2010 | Inference 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 | |
2008 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Asymptotics 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 | |
2012 | Asymptotics 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 | |
2012 | Asymptotics 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 | |
2008 | Invalidity 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] | paper | 0 |
2008 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 132 |
2011 | Inference 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 | |
2012 | Inference 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 | |
2010 | Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 219 |
2011 | Inference Based on Conditional Moment Inequalities.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | paper | |
2012 | Inference Based on Conditional Moment Inequalities.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | paper | |
2013 | Inference Based on Conditional Moment Inequalities.(2013) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | article | |
2010 | Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 105 |
2011 | Estimation 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 | |
2012 | Estimation 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 | |
2011 | Examples of L^2-Complete and Boundedly-Complete Distributions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
2017 | Examples 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 | |
2011 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | A 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 | |
2014 | A 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 | |
2011 | Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
2020 | Generic 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 | |
2011 | Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2012 | Similar-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 | |
2011 | Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2012 | Maximum 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 | |
2013 | Maximum 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 | |
2011 | Nonparametric Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
2013 | Nonparametric 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 | |
2013 | Nonparametric 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 | |
2014 | Nonparametric inference based on conditional moment inequalities.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | article | |
2015 | Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2018 | Identification- 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 | |
2019 | Identification- 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 | |
2015 | Inference Based on Many Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2016 | Inference 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 | |
2017 | Inference based on many conditional moment inequalities.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2017 | A Note on Optimal Inference in the Linear IV Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | On Optimal Inference in the Linear IV Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2019 | On optimal inference in the linear IV model.(2019) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2017 | Identification-Robust Subvector Inference In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2019 | Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | Inference 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 | |
1982 | Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1983 | First Order Autoregressive Processes and Strong Mixing In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1984 | Robust Estimation of Location in a Gaussian Parametric Model: II In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | Stability Comparisons of Estimators (5/1985 and 11/1985) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | A 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] | paper | 2 |
1986 | A 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 | |
1985 | Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1986 | Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
1986 | On the Performance of Least Squares in Linear Regression with Undefined Error Means In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1986 | Power in Econometric Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
1989 | Power in Econometric Applications..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
1987 | Inference in Econometric Models with Structural Change In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1989 | Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 184 |
1991 | Asymptotic 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 | |
1988 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2152 |
1989 | Heteroskedasticity 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 | |
1991 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation..(1991) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2152 | article | |
1989 | Asymptotic 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] | paper | 0 |
1989 | An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
1991 | An 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 | |
1990 | Asymptotics for Semiparametric Econometric Models: I. Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1990 | Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1989 | Asymptotics for Semiparametric Econometric Models: III. Testing and Examples In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1990 | An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 721 |
1992 | An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator..(1992) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 721 | article | |
1990 | Tests for Parameter Instability and Structural Change with Unknown Change Point In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2717 |
1993 | Tests 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 | |
1990 | A Functional Central Limit Theorem for Strong Mixing Stochastic Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Tests of Specification for Parametric and Semiparametric Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
1993 | Tests 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 | |
1991 | Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1986 | Stability Comparisons of Estimators. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
1987 | Consistency 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] | article | 72 |
1988 | Chi-Square Diagnostic Tests for Econometric Models: Theory. In: Econometrica. [Full Text][Citation analysis] | article | 80 |
1993 | Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models. In: Econometrica. [Full Text][Citation analysis] | article | 248 |
1994 | Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity. In: Econometrica. [Full Text][Citation analysis] | article | 196 |
1996 | Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative. In: Econometrica. [Full Text][Citation analysis] | article | 11 |
1999 | Estimation When a Parameter Is on a Boundary In: Econometrica. [Citation analysis] | article | 222 |
2000 | A Three-Step Method for Choosing the Number of Bootstrap Repetitions In: Econometrica. [Citation analysis] | article | 127 |
2000 | Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space In: Econometrica. [Citation analysis] | article | 162 |
2003 | Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum In: Econometrica. [Citation analysis] | article | 122 |
2003 | The Determinants of Econometric Society Fellows Elections In: Econometrica. [Citation analysis] | article | 37 |
2006 | Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression In: Econometrica. [Full Text][Citation analysis] | article | 188 |
2009 | Hybrid and Size-Corrected Subsampling Methods In: Econometrica. [Full Text][Citation analysis] | article | 52 |
2009 | Invalidity 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] | article | 14 |
2001 | Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 442 |
2001 | Evaluation of a three-step method for choosing the number of bootstrap repetitions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
2007 | Testing with many weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
2007 | Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
2008 | Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2009 | Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
1988 | Chi-square diagnostic tests for econometric models : Introduction and applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 77 |
1991 | Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 74 |
1992 | Estimation of polynomial distributed lags and leads with end point constraints In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1989 | Estimation 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 | |
1986 | Complete Consistency: A Testing Analogue of Estimator Consistency In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 6 |
1988 | Inference in Nonlinear Econometric Models with Structural Change In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 106 |
1998 | Semiparametric Estimation of the Intercept of a Sample Selection Model In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 140 |
1991 | An estimation of the aggregate educational production function for public schools in Louisiana In: The Review of Black Political Economy. [Full Text][Citation analysis] | article | 0 |
2017 | Commands for testing conditional moment inequalities and equalities In: Stata Journal. [Full Text][Citation analysis] | article | 4 |
2019 | Identification‐ and singularity‐robust inference for moment condition models In: Quantitative Economics. [Full Text][Citation analysis] | article | 14 |
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