Donald W. K. Andrews

Author

Also Known As

Andrews, Donald K., Andrews, Donald W. K., D W Andrews, D. Andrews, D. W. K. Andrews, D.W. Andrews, D.W.K. Andrews, Donald Andrews, Donald W. K Andrews, Donald W. K. Andrews

235

Publications

39.8K

Citations

H-Index

Concepts

All Affiliations

Yale University Pennsylvania State University National Bureau of Economic Research University of Wisconsin–Madison

About

Donald W. K. Andrews is an author at Yale University specializing in statistics, statistical inference, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	36	58	16.5K
2	Business	33	47	27K
3	Management	2	2	8.7K
4	Education	1	1	75
5	Health Sciences	1	1	16

Donald W. K. Andrews

120

Publications

35.3K

Citations

H-Index

Page 1

	Year	Citations
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis Eric Zivot, Donald W. K. Andrews Journal of Business and Economic Statistics Oil-price ShockApplied EconometricsEconomic FluctuationTime Series EconometricsExternal Shock	2002	5.7K
Tests for Parameter Instability and Structural Change With Unknown Change Point Donald W. K. Andrews Econometrica EngineeringUnknown Change PointEconomic FluctuationStructural EngineeringStructural Identification	1993	4.3K
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation Donald W. K. Andrews Econometrica Volatility ModelingParameter EstimationEngineeringAsset PricingAvailable Estimators	1991	4.1K
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis Eric Zivot, Donald W. K. Andrews Journal of Business and Economic Statistics Oil-price ShockApplied EconometricsEconomic FluctuationTime Series EconometricsExternal Shock	1992	3K
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative Donald W. K. Andrews, Werner Ploberger Econometrica Testing ProblemEconomicsEconometric ModelTest DerivationNuisance Parameter	1994	2.5K
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis Eric Zivot, Donald W. K. Andrews Journal of Business and Economic Statistics	1992	2K
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator Donald W. K. Andrews, J. Christopher Monahan Econometrica Volatility ModelingEngineeringAsset PricingBiostatisticsKernel-hac Estimators	1992	1.1K
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models Donald W. K. Andrews, Biao Lu Journal of Econometrics Econometric ModelEconomicsEngineeringConsistent ModelBusiness	2001	954
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models Donald W. K. Andrews Econometrica Parameter EstimationEngineeringMacroeconomic ForecastingEconomic ForecastingEconomic Analysis	1993	485
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection Donald W. K. Andrews, Gustavo Soares Econometrica	2010	476

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