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INFERENCE BASED ON CONDITIONAL MOMENT INEQUALITIES

Econometrica, 2013-03, Vol.81 (2), p.609-666

2013

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Generic results for establishing the asymptotic size of confidence sets and tests

Journal of econometrics, 2020-10, Vol.218 (2), p.496-531

2020

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ESTIMATION AND INFERENCE WITH WEAK, SEMI-STRONG, AND STRONG IDENTIFICATION

Econometrica, 2012-09, Vol.80 (5), p.2153-2211

2012

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Cross-Section Regression with Common Shocks

Econometrica, 2005-09, Vol.73 (5), p.1551-1585

Andrews, Donald W. K.

2005

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Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

Econometrica, 2010-01, Vol.78 (1), p.119-157

2010

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Nonparametric inference based on conditional moment inequalities

Journal of econometrics, 2014-03, Vol.179 (1), p.31-45

2014

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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

Econometrica, 2006-05, Vol.74 (3), p.715-752

2006

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Inference based on many conditional moment inequalities

Journal of econometrics, 2017-02, Vol.196 (2), p.275-287

2017

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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Journal of business & economic statistics, 2002-01, Vol.20 (1), p.25-44

2002

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Misspecified Moment Inequality Models: Inference and Diagnostics

The Review of economic studies, 2024-01, Vol.91 (1), p.45-76

2024

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Testing When a Parameter is on the Boundary of the Maintained Hypothesis

Econometrica, 2001-05, Vol.69 (3), p.683-734

Andrews, Donald W. K.

2001

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INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES: A RECOMMENDED MOMENT SELECTION PROCEDURE

Econometrica, 2012-11, Vol.80 (6), p.2805-2826

2012

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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Econometrica, 1994-11, Vol.62 (6), p.1383-1414

1994

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Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

Econometrica, 2000-03, Vol.68 (2), p.399-405

Andrews, Donald W. K.

2000

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Tests for Parameter Instability and Structural Change With Unknown Change Point

Econometrica, 1993-07, Vol.61 (4), p.821-856

ANDREWS, D. W. K

1993

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Estimation When a Parameter is on a Boundary

Econometrica, 1999-11, Vol.67 (6), p.1341-1383

Andrews, Donald W. K.

1999

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A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter

Econometrica, 2003-03, Vol.71 (2), p.675-712

2003

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Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum

Econometrica, 2003-01, Vol.71 (1), p.395-397

Andrews, Donald W. K.

2003

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Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

Journal of econometrics, 2012-08, Vol.169 (2), p.196-210

2012

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Applications of subsampling, hybrid, and size-correction methods

Journal of econometrics, 2010-10, Vol.158 (2), p.285-305

2010

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Consistent Moment Selection Procedures for Generalized Method of Moments Estimation

Econometrica, 1999-05, Vol.67 (3), p.543-563

Andrews, Donald W. K.

1999

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Hybrid and Size-Corrected Subsampling Methods

Econometrica, 2009-05, Vol.77 (3), p.721-762

2009

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Adaptive Local Polynomial Whittle Estimation of Long-range Dependence

Econometrica, 2004-03, Vol.72 (2), p.569-614

2004

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VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Econometric theory, 2009-06, Vol.25 (3), p.669-709

2009

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ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

Econometric theory, 2017-10, Vol.33 (5), p.1046-1080

2017

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INFERENCE BASED ON CONDITIONAL MOMENT INEQUALITIES

Generic results for establishing the asymptotic size of confidence sets and tests

ESTIMATION AND INFERENCE WITH WEAK, SEMI-STRONG, AND STRONG IDENTIFICATION

Cross-Section Regression with Common Shocks

Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

Nonparametric inference based on conditional moment inequalities

Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

Inference based on many conditional moment inequalities

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Misspecified Moment Inequality Models: Inference and Diagnostics

Testing When a Parameter is on the Boundary of the Maintained Hypothesis

INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES: A RECOMMENDED MOMENT SELECTION PROCEDURE

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

Tests for Parameter Instability and Structural Change With Unknown Change Point

Estimation When a Parameter is on a Boundary

A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter

Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum

Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

Applications of subsampling, hybrid, and size-correction methods

Consistent Moment Selection Procedures for Generalized Method of Moments Estimation

Hybrid and Size-Corrected Subsampling Methods

Adaptive Local Polynomial Whittle Estimation of Long-range Dependence

VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

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