Concepedia

Donald W. K. Andrews

DW

Statistics

Publications

122

Citations

35.7K

H-Index

58

Active since

1981

Affiliations

Yale University(Current)

Pennsylvania State University

University of Wisconsin–Madison

National Bureau of Economic Research

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

Publications per year

1981–2022

122

Publications

122

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 · 2002 · 5.8K citations

, , +16

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

, , +14

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations

, , +15

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 · 3.1K citations

, , +16

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

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

, , +14

1–5 of 122