Donald Andrews

Publications He has published over 70 peer-reviewed papers in Economics and econometric journals. Among his major works are: Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, "Optimal Changepoint Tests for Normal Linear Regression" Journal of Econometrics, 70:1 (1996), pages 9–38, Available from RePEc (cited 28 times in RePEc) Andrews, Donald W. K. & Ploberger, Werner, "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative". Econometrica, 62(6), 1994.

He is also co-editor of the book, Identification and Inference for Econometric Models: A Festschrift in Honor of Thomas J. Rothenberg co-edited with James H. Stock. Cambridge, UK: Cambridge University Press, 2005.

His most recent publications Andrews, Donald W. K. & Guggenberger, Patrik, " A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter", Review of Economics and Statistics, 96(2): 376-381, May 2014. Andrews, Donald W. K. & Cheng, Xu, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure", Econometric Theory, 20(2): 287-333, April 2014. Andrews, Donald W. K., "Nonparametric Inference Based on Conditional Moment Inequalities", Journal of Econometrics, 179(1): 31-45, March 2014.