Details about Donald W. K. Andrews

E-mail:
Homepage:	http://cowles.econ.yale.edu/faculty/andrews.htm
Workplace:	Economics Department, Yale University, (more information at EDIRC) Cowles Foundation for Research in Economics, Yale University, (more information at EDIRC)

Access statistics for papers by Donald W. K. Andrews.

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Working Papers

2019

1. Identification- and Singularity-Robust Inference for Moment Condition
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (21)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (1)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (4)
2. Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2019) View citations (7)

2018

3. On Optimal Inference in the Linear IV Model
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   See also Journal Article On optimal inference in the linear IV model, Quantitative Economics, Econometric Society (2019) View citations (12) (2019)

2017

4. A Note on Optimal Inference in the Linear IV Model
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
5. Identification-Robust Subvector Inference
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (13)

2016

6. Inference Based on Many Conditional Moment Inequalities
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) View citations (1)
   See also Journal Article Inference based on many conditional moment inequalities, Journal of Econometrics, Elsevier (2017) View citations (22) (2017)

2014

7. Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   See also Journal Article ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS, Econometric Theory, Cambridge University Press (2017) View citations (13) (2017)

2013

8. GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (4)
   See also Journal Article GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE, Econometric Theory, Cambridge University Press (2014) View citations (21) (2014)
9. Nonparametric Inference Based on Conditional Moment Inequalities
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (130)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (4)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) View citations (108)
   See also Journal Article Nonparametric inference based on conditional moment inequalities, Journal of Econometrics, Elsevier (2014) View citations (28) (2014)

2012

10. A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011)
    See also Journal Article A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter, The Review of Economics and Statistics, MIT Press (2014) View citations (11) (2014)
11. Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2010)
    See also Journal Article Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity, Journal of Econometrics, Elsevier (2012) View citations (6) (2012)
12. Inference Based on Conditional Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2010) View citations (14)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (6)
    See also Journal Article Inference Based on Conditional Moment Inequalities, Econometrica, Econometric Society (2013) View citations (206) (2013)
13. Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (10)
    See also Journal Article Maximum likelihood estimation and uniform inference with sporadic identification failure, Journal of Econometrics, Elsevier (2013) View citations (22) (2013)
14. Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (4)

2011

15. Estimation and Inference with Weak, Semi-strong, and Strong Identification
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2010) View citations (15)
    See also Journal Article Estimation and Inference With Weak, Semi‐Strong, and Strong Identification, Econometrica, Econometric Society (2012) View citations (103) (2012)
16. Examples of L^2-Complete and Boundedly-Complete Distributions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (15)
    See also Journal Article Examples of L2-complete and boundedly-complete distributions, Journal of Econometrics, Elsevier (2017) View citations (18) (2017)
17. Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (38)
    See also Journal Article Generic results for establishing the asymptotic size of confidence sets and tests, Journal of Econometrics, Elsevier (2020) View citations (21) (2020)
18. Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) View citations (21)
    See also Journal Article Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure, Econometrica, Econometric Society (2012) View citations (116) (2012)

2008

19. Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

2007

20. Applications of Subsampling, Hybrid, and Size-Correction Methods
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article Applications of subsampling, hybrid, and size-correction methods, Journal of Econometrics, Elsevier (2010) View citations (20) (2010)
21. Asymptotics for Stationary Very Nearly Unit Root Processes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
    See also Journal Article Asymptotics for stationary very nearly unit root processes, Journal of Time Series Analysis, Wiley Blackwell (2008) View citations (6) (2008)
22. Hybrid and Size-Corrected Subsample Methods
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
23. Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (25)
    See also Journal Article Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection, Econometrica, Econometric Society (2010) View citations (376) (2010)
24. The Limit of Finite-Sample Size and a Problem with Subsampling
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2007) View citations (6)
25. Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)
    See also Journal Article VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES, Econometric Theory, Cambridge University Press (2009) View citations (147) (2009)

2006

26. Rank Tests for Instrumental Variables Regression with Weak Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS, Econometric Theory, Cambridge University Press (2007) View citations (13) (2007)

2005

27. Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
    See also Journal Article Exactly distribution-free inference in instrumental variables regression with possibly weak instruments, Journal of Econometrics, Elsevier (2008) View citations (22) (2008)
28. Inference with Weak Instruments
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (136)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2005) View citations (120)

2004

29. Cross-section Regression with Common Shocks
    Yale School of Management Working Papers, Yale School of Management
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (17)
    See also Journal Article Cross-Section Regression with Common Shocks, Econometrica, Econometric Society (2005) View citations (204) (2005)
30. End-of-Sample Cointegration Breakdown Tests
    Yale School of Management Working Papers, Yale School of Management View citations (1)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (13)
31. Optimal Invariant Similar Tests for Instrumental Variables Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (31)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2004) View citations (27)

2002

32. Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (3)
    See also Journal Article Adaptive Local Polynomial Whittle Estimation of Long-range Dependence, Econometrica, Econometric Society (2004) View citations (78) (2004)
33. End-of-Sample Instability Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
    See also Journal Article End-of-Sample Instability Tests, Econometrica, Econometric Society (2003) View citations (103) (2003)
34. Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)
    See also Journal Article Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes, Journal of Econometrics, Elsevier (2006) View citations (15) (2006)
35. The Block-block Bootstrap: Improved Asymptotic Refinements
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)
    See also Journal Article the Block-Block Bootstrap: Improved Asymptotic Refinements, Econometrica, Econometric Society (2004) View citations (35) (2004)
36. Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES, Econometric Theory, Cambridge University Press (2005) View citations (11) (2005)

2001

37. Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999) View citations (5)
    See also Journal Article Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators, Econometrica, Econometric Society (2002) View citations (95) (2002)
38. Higher-order Improvements of the Parametric Bootstrap for Markov Processes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
39. Local Polynomial Whittle Estimation of Long-range Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)

2000

40. A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
    See also Journal Article A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter, Econometrica, Econometric Society (2003) View citations (102) (2003)
41. Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS, Econometric Theory, Cambridge University Press (2002) View citations (17) (2002)
42. On the Number of Bootstrap Repetitions for BC_a Confidence Intervals
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS, Econometric Theory, Cambridge University Press (2002) View citations (10) (2002)

1999

43. Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
44. Testing When a Parameter Is on the Boundary of the Maintained Hypothesis
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    See also Journal Article Testing When a Parameter Is on the Boundary of the Maintained Hypothesis, Econometrica, Econometric Society (2001) View citations (233) (2001)

1997

45. A Simple Counterexample to the Bootstrap
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
46. Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article Consistent Moment Selection Procedures for Generalized Method of Moments Estimation, Econometrica, Econometric Society (1999) View citations (173) (1999)
47. Estimation When a Parameter Is on a Boundary: Theory and Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
48. On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (10)

1996

49. A Conditional Kolmogorov Test
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article A Conditional Kolmogorov Test, Econometrica, Econometric Society (1997) View citations (155) (1997)
50. A Stopping Rule for the Computation of Generalized Method of Moments Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article A Stopping Rule for the Computation of Generalized Method of Moments Estimators, Econometrica, Econometric Society (1997) View citations (19) (1997)
51. Semiparametric Estimation of a Sample Selection Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
52. Tests of Seasonal and Non-Seasonal Serial Correlation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1994

53. Hypothesis Testing with a Restricted Parameter Space
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    See also Journal Article Hypothesis testing with a restricted parameter space, Journal of Econometrics, Elsevier (1998) View citations (33) (1998)
54. Testing for Serial Correlation Against an ARMA(1,1) Process
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)

1993

55. Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (7)
56. Empirical Process Methods in Econometrics
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
    See also Chapter Empirical process methods in econometrics, Handbook of Econometrics, Elsevier (1986) View citations (7) (1986)
57. Nonlinear Econometric Models with Deterministically Trending Variables
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article Nonlinear Econometric Models with Deterministically Trending Variables, The Review of Economic Studies, Review of Economic Studies Ltd (1995) View citations (26) (1995)

1992

58. An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
59. Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
60. Optimal Changepoint Tests for Normal Linear Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
    See also Journal Article Optimal changepoint tests for normal linear regression, Journal of Econometrics, Elsevier (1996) View citations (145) (1996)
61. Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (49)
    See also Journal Article Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative, Econometrica, Econometric Society (1994) View citations (1622) (1994)
62. The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests, Econometrica, Econometric Society (1994) View citations (18) (1994)

1991

63. Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (10)
64. Tests of Specification for Parametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    See also Journal Article Tests of specification for parametric and semiparametric models, Journal of Econometrics, Elsevier (1993) View citations (45) (1993)

1990

65. A Functional Central Limit Theorem for Strong Mixing Stochastic Processes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
66. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (25)
    See also Journal Article An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator, Econometrica, Econometric Society (1992) View citations (707) (1992)
67. Asymptotics for Semiparametric Econometric Models: I. Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (10)
68. Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
69. Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (72)
    See also Journal Article Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis, Journal of Business & Economic Statistics, American Statistical Association (2002) View citations (393) (2002)
70. Generic Uniform Convergence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (16)
    See also Journal Article Generic Uniform Convergence, Econometric Theory, Cambridge University Press (1992) View citations (131) (1992)
71. Tests for Parameter Instability and Structural Change with Unknown Change Point
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (12)
    See also Journal Article Tests for Parameter Instability and Structural Change with Unknown Change Point, Econometrica, Econometric Society (1993) View citations (2672) (1993)

1989

72. Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
    See also Journal Article Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Econometric Theory, Cambridge University Press (1990) View citations (24) (1990)
73. An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
    See also Journal Article An empirical process central limit theorem for dependent non-identically distributed random variables, Journal of Multivariate Analysis, Elsevier (1991) View citations (13) (1991)
74. Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models, Econometrica, Econometric Society (1991) View citations (185) (1991)
75. Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
76. Asymptotics for Semiparametric Econometric Models: III. Testing and Examples
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
77. Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Estimation of polynomial distributed lags and leads with end point constraints, Journal of Econometrics, Elsevier (1992) View citations (3) (1992)
78. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) View citations (3)
    See also Journal Article Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation, Econometrica, Econometric Society (1991) View citations (2121) (1991)

1987

79. Inference in Econometric Models with Structural Change
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1987) View citations (4)
80. Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    See also Journal Article Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables, Econometric Theory, Cambridge University Press (1988) View citations (121) (1988)

1986

81. Asymptotic Results for Generalized Wald Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
    See also Journal Article Asymptotic Results for Generalized Wald Tests, Econometric Theory, Cambridge University Press (1987) View citations (86) (1987)
82. Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
83. Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)
84. On the Performance of Least Squares in Linear Regression with Undefined Error Means
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
85. Power in Econometric Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article Power in Econometric Applications, Econometrica, Econometric Society (1989) View citations (37) (1989)
86. Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)

1985

87. A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model, Econometrica, Econometric Society (1986) View citations (2) (1986)
88. Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
89. Stability Comparisons of Estimators (5/1985 and 11/1985)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1984

90. A Zero-One Result for the Least Squares Estimator
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article A Zero-One Result for the Least Squares Estimator, Econometric Theory, Cambridge University Press (1985) View citations (6) (1985)
91. Robust Estimation of Location in a Gaussian Parametric Model: II
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1983

92. First Order Autoregressive Processes and Strong Mixing
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)

1982

93. Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)

Journal Articles

2020

1. Generic results for establishing the asymptotic size of confidence sets and tests
   Journal of Econometrics, 2020, 218, (2), 496-531 View citations (21)
   See also Working Paper Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests, Cowles Foundation Discussion Papers (2011) View citations (38) (2011)

2019

2. Identification‐ and singularity‐robust inference for moment condition models
   Quantitative Economics, 2019, 10, (4), 1703-1746 View citations (15)
3. On optimal inference in the linear IV model
   Quantitative Economics, 2019, 10, (2), 457-485 View citations (12)
   See also Working Paper On Optimal Inference in the Linear IV Model, Cowles Foundation Discussion Papers (2018) View citations (2) (2018)

2017

4. ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS
   Econometric Theory, 2017, 33, (5), 1046-1080 View citations (13)
   See also Working Paper Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models, Cowles Foundation Discussion Papers (2014) View citations (2) (2014)
5. Commands for testing conditional moment inequalities and equalities
   Stata Journal, 2017, 17, (1), 56-72 View citations (4)
6. Examples of L2-complete and boundedly-complete distributions
   Journal of Econometrics, 2017, 199, (2), 213-220 View citations (18)
   See also Working Paper Examples of L^2-Complete and Boundedly-Complete Distributions, Cowles Foundation Discussion Papers (2011) View citations (15) (2011)
7. Inference based on many conditional moment inequalities
   Journal of Econometrics, 2017, 196, (2), 275-287 View citations (22)
   See also Working Paper Inference Based on Many Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2016) (2016)

2014

8. A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
   The Review of Economics and Statistics, 2014, 96, (2), 376-381 View citations (11)
   See also Working Paper A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter, Cowles Foundation Discussion Papers (2012) (2012)
9. GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
   Econometric Theory, 2014, 30, (2), 287-333 View citations (21)
   See also Working Paper GMM Estimation and Uniform Subvector Inference with Possible Identification Failure, Cowles Foundation Discussion Papers (2013) (2013)
10. Nonparametric inference based on conditional moment inequalities
    Journal of Econometrics, 2014, 179, (1), 31-45 View citations (28)
    See also Working Paper Nonparametric Inference Based on Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2013) View citations (130) (2013)

2013

11. Inference Based on Conditional Moment Inequalities
    Econometrica, 2013, 81, (2), 609-666 View citations (206)
    See also Working Paper Inference Based on Conditional Moment Inequalities, Cowles Foundation Discussion Papers (2012) View citations (2) (2012)
12. Maximum likelihood estimation and uniform inference with sporadic identification failure
    Journal of Econometrics, 2013, 173, (1), 36-56 View citations (22)
    See also Working Paper Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure, Cowles Foundation Discussion Papers (2012) (2012)

2012

13. Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
    Journal of Econometrics, 2012, 169, (2), 196-210 View citations (6)
    See also Working Paper Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity, Cowles Foundation Discussion Papers (2012) View citations (6) (2012)
14. Estimation and Inference With Weak, Semi‐Strong, and Strong Identification
    Econometrica, 2012, 80, (5), 2153-2211 View citations (103)
    See also Working Paper Estimation and Inference with Weak, Semi-strong, and Strong Identification, Cowles Foundation Discussion Papers (2011) View citations (1) (2011)
15. Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
    Econometrica, 2012, 80, (6), 2805-2826 View citations (116)
    See also Working Paper Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure, Cowles Foundation Discussion Papers (2011) View citations (1) (2011)

2010

16. ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
    Econometric Theory, 2010, 26, (2), 426-468 View citations (72)
17. Applications of subsampling, hybrid, and size-correction methods
    Journal of Econometrics, 2010, 158, (2), 285-305 View citations (20)
    See also Working Paper Applications of Subsampling, Hybrid, and Size-Correction Methods, Cowles Foundation Discussion Papers (2007) (2007)
18. Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
    Econometrica, 2010, 78, (1), 119-157 View citations (376)
    See also Working Paper Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection, Cowles Foundation Discussion Papers (2007) View citations (25) (2007)

2009

19. Hybrid and Size-Corrected Subsampling Methods
    Econometrica, 2009, 77, (3), 721-762 View citations (58)
20. Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
    Journal of Econometrics, 2009, 152, (1), 19-27 View citations (16)
21. Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
    Econometrics Journal, 2009, 12, (s1), S172-S199 View citations (15)
22. VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
    Econometric Theory, 2009, 25, (3), 669-709 View citations (147)
    See also Working Paper Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities, Cowles Foundation Discussion Papers (2007) View citations (11) (2007)

2008

23. Asymptotics for stationary very nearly unit root processes
    Journal of Time Series Analysis, 2008, 29, (1), 203-212 View citations (6)
    See also Working Paper Asymptotics for Stationary Very Nearly Unit Root Processes, Cowles Foundation Discussion Papers (2007) View citations (4) (2007)
24. Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
    Journal of Econometrics, 2008, 146, (2), 241-254 View citations (16)
25. Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
    Journal of Econometrics, 2008, 142, (1), 183-200 View citations (22)
    See also Working Paper Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments, Cowles Foundation Discussion Papers (2005) View citations (12) (2005)

2007

26. Performance of conditional Wald tests in IV regression with weak instruments
    Journal of Econometrics, 2007, 139, (1), 116-132 View citations (38)
27. RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
    Econometric Theory, 2007, 23, (6), 1033-1082 View citations (13)
    See also Working Paper Rank Tests for Instrumental Variables Regression with Weak Instruments, Cowles Foundation Discussion Papers (2006) View citations (1) (2006)
28. Testing with many weak instruments
    Journal of Econometrics, 2007, 138, (1), 24-46 View citations (43)

2006

29. Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
    Journal of Econometrics, 2006, 133, (2), 673-702 View citations (15)
    See also Working Paper Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes, Cowles Foundation Discussion Papers (2002) View citations (7) (2002)
30. Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
    Econometrica, 2006, 74, (3), 715-752 View citations (200)
31. Tests for Cointegration Breakdown Over a Short Time Period
    Journal of Business & Economic Statistics, 2006, 24, 379-394 View citations (35)

2005

32. Cross-Section Regression with Common Shocks
    Econometrica, 2005, 73, (5), 1551-1585 View citations (204)
    See also Working Paper Cross-section Regression with Common Shocks, Yale School of Management Working Papers (2004) (2004)
33. VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
    Econometric Theory, 2005, 21, (4), 710-734 View citations (11)
    See also Working Paper Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series, Cowles Foundation Discussion Papers (2002) (2002)

2004

34. Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
    Econometrica, 2004, 72, (2), 569-614 View citations (78)
    See also Working Paper Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence, University of California at San Diego, Economics Working Paper Series (2002) View citations (2) (2002)
35. the Block-Block Bootstrap: Improved Asymptotic Refinements
    Econometrica, 2004, 72, (3), 673-700 View citations (35)
    See also Working Paper The Block-block Bootstrap: Improved Asymptotic Refinements, Cowles Foundation Discussion Papers (2002) View citations (7) (2002)

2003

36. A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter
    Econometrica, 2003, 71, (2), 675-712 View citations (102)
    See also Working Paper A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter, Cowles Foundation Discussion Papers (2000) View citations (6) (2000)
37. End-of-Sample Instability Tests
    Econometrica, 2003, 71, (6), 1661-1694 View citations (103)
    See also Working Paper End-of-Sample Instability Tests, Cowles Foundation Discussion Papers (2002) View citations (12) (2002)
38. Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum
    Econometrica, 2003, 71, (1), 395-397 View citations (120)
39. The Determinants of Econometric Society Fellows Elections
    Econometrica, 2003, 71, (1), 399-407 View citations (38)

2002

40. EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
    Econometric Theory, 2002, 18, (5), 1040-1085 View citations (17)
    See also Working Paper Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics, Cowles Foundation Discussion Papers (2000) View citations (1) (2000)
41. Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
    Journal of Business & Economic Statistics, 2002, 20, (1), 25-44 View citations (393)
    Also in Journal of Business & Economic Statistics, 1992, 10, (3), 251-70 (1992) View citations (3043)
    See also Working Paper Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Cowles Foundation Discussion Papers (1990) View citations (72) (1990)
42. Generalized Method of Moments Estimation When a Parameter Is on a Boundary
    Journal of Business & Economic Statistics, 2002, 20, (4), 530-44 View citations (38)
43. Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators
    Econometrica, 2002, 70, (1), 119-162 View citations (95)
    See also Working Paper Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators, Cowles Foundation Discussion Papers (2001) View citations (2) (2001)
44. ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS
    Econometric Theory, 2002, 18, (4), 962-984 View citations (10)
    See also Working Paper On the Number of Bootstrap Repetitions for BC_a Confidence Intervals, Cowles Foundation Discussion Papers (2000) (2000)

2001

45. Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
    Journal of Econometrics, 2001, 101, (1), 123-164 View citations (411)
46. Evaluation of a three-step method for choosing the number of bootstrap repetitions
    Journal of Econometrics, 2001, 103, (1-2), 345-386 View citations (32)
47. Testing When a Parameter Is on the Boundary of the Maintained Hypothesis
    Econometrica, 2001, 69, (3), 683-734 View citations (233)
    See also Working Paper Testing When a Parameter Is on the Boundary of the Maintained Hypothesis, Cowles Foundation Discussion Papers (1999) View citations (2) (1999)

2000

48. A Three-Step Method for Choosing the Number of Bootstrap Repetitions
    Econometrica, 2000, 68, (1), 23-52 View citations (128)
49. Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space
    Econometrica, 2000, 68, (2), 399-406 View citations (164)

1999

50. Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    Econometrica, 1999, 67, (3), 543-564 View citations (173)
    See also Working Paper Consistent Moment Selection Procedures for Generalized Method of Moments Estimation, Cowles Foundation Discussion Papers (1997) View citations (1) (1997)
51. Estimation When a Parameter Is on a Boundary
    Econometrica, 1999, 67, (6), 1341-1384 View citations (222)

1998

52. Hypothesis testing with a restricted parameter space
    Journal of Econometrics, 1998, 84, (1), 155-199 View citations (33)
    See also Working Paper Hypothesis Testing with a Restricted Parameter Space, Cowles Foundation Discussion Papers (1994) View citations (2) (1994)
53. Semiparametric Estimation of the Intercept of a Sample Selection Model
    The Review of Economic Studies, 1998, 65, (3), 497-517 View citations (138)

1997

54. A Conditional Kolmogorov Test
    Econometrica, 1997, 65, (5), 1097-1128 View citations (155)
    See also Working Paper A Conditional Kolmogorov Test, Cowles Foundation Discussion Papers (1996) View citations (1) (1996)
55. A Stopping Rule for the Computation of Generalized Method of Moments Estimators
    Econometrica, 1997, 65, (4), 913-932 View citations (19)
    See also Working Paper A Stopping Rule for the Computation of Generalized Method of Moments Estimators, Cowles Foundation Discussion Papers (1996) (1996)

1996

56. Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative
    Econometrica, 1996, 64, (3), 705-18 View citations (13)
57. Optimal changepoint tests for normal linear regression
    Journal of Econometrics, 1996, 70, (1), 9-38 View citations (145)
    See also Working Paper Optimal Changepoint Tests for Normal Linear Regression, Cowles Foundation Discussion Papers (1992) View citations (9) (1992)

1995

58. Nonlinear Econometric Models with Deterministically Trending Variables
    The Review of Economic Studies, 1995, 62, (3), 343-360 View citations (26)
    See also Working Paper Nonlinear Econometric Models with Deterministically Trending Variables, Cowles Foundation Discussion Papers (1993) View citations (1) (1993)
59. Nonparametric Kernel Estimation for Semiparametric Models
    Econometric Theory, 1995, 11, (3), 560-586 View citations (138)

1994

60. Approximately Median-Unbiased Estimation of Autoregressive Models
    Journal of Business & Economic Statistics, 1994, 12, (2), 187-204 View citations (338)
61. Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity
    Econometrica, 1994, 62, (1), 43-72 View citations (191)
62. Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative
    Econometrica, 1994, 62, (6), 1383-1414 View citations (1622)
    See also Working Paper Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative, Cowles Foundation Discussion Papers (1992) View citations (49) (1992)
63. The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests
    Econometrica, 1994, 62, (5), 1207-32 View citations (18)
    See also Working Paper The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests, Cowles Foundation Discussion Papers (1992) (1992)

1993

64. Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
    Econometrica, 1993, 61, (1), 139-65 View citations (254)
65. Tests for Parameter Instability and Structural Change with Unknown Change Point
    Econometrica, 1993, 61, (4), 821-56 View citations (2672)
    See also Working Paper Tests for Parameter Instability and Structural Change with Unknown Change Point, Cowles Foundation Discussion Papers (1990) View citations (12) (1990)
66. Tests of specification for parametric and semiparametric models
    Journal of Econometrics, 1993, 57, (1-3), 277-318 View citations (45)
    See also Working Paper Tests of Specification for Parametric and Semiparametric Models, Cowles Foundation Discussion Papers (1991) View citations (2) (1991)

1992

67. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
    Econometrica, 1992, 60, (4), 953-66 View citations (707)
    See also Working Paper An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator, Cowles Foundation Discussion Papers (1990) View citations (25) (1990)
68. Estimation of polynomial distributed lags and leads with end point constraints
    Journal of Econometrics, 1992, 53, (1-3), 123-139 View citations (3)
    See also Working Paper Estimation of Polynomial Distributed Lags and Leads with End Point Constraints, NBER Technical Working Papers (1989) View citations (1) (1989)
69. Generic Uniform Convergence
    Econometric Theory, 1992, 8, (2), 241-257 View citations (131)
    See also Working Paper Generic Uniform Convergence, Cowles Foundation Discussion Papers (1990) View citations (16) (1990)

1991

70. An empirical process central limit theorem for dependent non-identically distributed random variables
    Journal of Multivariate Analysis, 1991, 38, (2), 187-203 View citations (13)
    See also Working Paper An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables, Cowles Foundation Discussion Papers (1989) View citations (4) (1989)
71. An estimation of the aggregate educational production function for public schools in Louisiana
    The Review of Black Political Economy, 1991, 20, (1), 25-47
72. Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
    Econometrica, 1991, 59, (2), 307-45 View citations (185)
    See also Working Paper Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models, Cowles Foundation Discussion Papers (1989) View citations (1) (1989)
73. Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
    Journal of Econometrics, 1991, 47, (2-3), 359-377 View citations (71)
74. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
    Econometrica, 1991, 59, (3), 817-58 View citations (2121)
    See also Working Paper Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation, Cowles Foundation Discussion Papers (1989) View citations (3) (1989)

1990

75. Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    Econometric Theory, 1990, 6, (4), 466-479 View citations (24)
    See also Working Paper Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Cowles Foundation Discussion Papers (1989) View citations (4) (1989)

1989

76. A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White
    Econometric Theory, 1989, 5, (1), 166-171
77. Power in Econometric Applications
    Econometrica, 1989, 57, (5), 1059-90 View citations (37)
    See also Working Paper Power in Econometric Applications, Cowles Foundation Discussion Papers (1986) View citations (1) (1986)

1988

78. Chi-Square Diagnostic Tests for Econometric Models: Theory
    Econometrica, 1988, 56, (6), 1419-53 View citations (82)
79. Chi-square diagnostic tests for econometric models: Introduction and applications
    Journal of Econometrics, 1988, 37, (1), 135-156 View citations (77)
80. Inference in Nonlinear Econometric Models with Structural Change
    The Review of Economic Studies, 1988, 55, (4), 615-640 View citations (107)
81. Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
    Econometric Theory, 1988, 4, (3), 458-467 View citations (121)
    See also Working Paper Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables, Working Papers (1987) (1987)

1987

82. Asymptotic Results for Generalized Wald Tests
    Econometric Theory, 1987, 3, (3), 348-358 View citations (86)
    See also Working Paper Asymptotic Results for Generalized Wald Tests, Cowles Foundation Discussion Papers (1986) View citations (6) (1986)
83. Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]
    Econometrica, 1987, 55, (6), 1465-71 View citations (75)
84. Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions
    Econometric Theory, 1987, 3, (1), 98-116 View citations (1)

1986

85. A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model
    Econometrica, 1986, 54, (3), 687-98 View citations (2)
    See also Working Paper A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model, Cowles Foundation Discussion Papers (1985) (1985)
86. Complete Consistency: A Testing Analogue of Estimator Consistency
    The Review of Economic Studies, 1986, 53, (2), 263-269 View citations (6)
87. Stability Comparisons of Estimators
    Econometrica, 1986, 54, (5), 1207-35 View citations (2)

1985

88. A Zero-One Result for the Least Squares Estimator
    Econometric Theory, 1985, 1, (1), 85-96 View citations (6)
    See also Working Paper A Zero-One Result for the Least Squares Estimator, Cowles Foundation Discussion Papers (1984) (1984)

Edited books

2010

1. Identification and Inference for Econometric Models
   Cambridge Books, Cambridge University Press View citations (5)

2005

2. Identification and Inference for Econometric Models
   Cambridge Books, Cambridge University Press View citations (2486)

Chapters

1986

1. Empirical process methods in econometrics
   Chapter 37 in Handbook of Econometrics, 1986, vol. 4, pp 2247-2294 View citations (7)
   See also Working Paper Empirical Process Methods in Econometrics, Cowles Foundation for Research in Economics, Yale University (1993) View citations (3) (1993)

Software Items

2016

1. CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models
   Statistical Software Components, Boston College Department of Economics