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Donald W. K. Andrews · Study
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Author
Donald W. K. Andrews
18 works
· latest 2019
· 3 institutions
cluster: provisional
Works
18 shown
Confidence Regions for Parameters in Discrete Games with Multiple Equilibria, with an Application to Discount Chain Store Location
SSRN Electronic Journal
·
2019
·
3 authors
·
preprint
·
Open access
129
citations
Asymptotics for stationary very nearly unit root processes
Journal of Time Series Analysis
·
2007
·
2 authors
·
Open access
27
citations
Tests for Cointegration Breakdown Over a Short Time Period
Journal of Business and Economic Statistics
·
2006
·
2 authors
76
citations
Cross-Section Regression with Common Shocks
Econometrica
·
2005
·
1 author
·
Open access
381
citations
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
Econometrica
·
2004
·
2 authors
·
Open access
133
citations
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
Econometrica
·
2003
·
2 authors
156
citations
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum
Econometrica
·
2003
·
1 author
·
other
218
citations
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Journal of Business and Economic Statistics
·
2002
·
2 authors
5,745
citations
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Journal of Econometrics
·
2001
·
2 authors
981
citations
Optimal changepoint tests for normal linear regression
Journal of Econometrics
·
1996
·
3 authors
·
Open access
304
citations
Nonlinear Econometric Models with Deterministically Trending Variables
The Review of Economic Studies
·
1995
·
2 authors
83
citations
Approximately Median-Unbiased Estimation of Autoregressive Models
Journal of Business and Economic Statistics
·
1994
·
1 author
428
citations
Tests for Parameter Instability and Structural Change With Unknown Change Point
Econometrica
·
1993
·
1 author
4,325
citations
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
Econometrica
·
1993
·
1 author
470
citations
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Journal of Business and Economic Statistics
·
1992
·
2 authors
3,283
citations
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Journal of Business and Economic Statistics
·
1992
·
2 authors
1,956
citations
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
Econometrica
·
1992
·
2 authors
·
Open access
1,091
citations
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Econometrica
·
1991
·
1 author
4,039
citations