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Donald W. K. Andrews

Donald W. K. Andrews

D-Index & Metrics

Economics and Finance

D-Index
65
Citations
46354
World Ranking
582
National Ranking
376

Mathematics

D-Index
67
Citations
46740
World Ranking
324
National Ranking
180

Research.com Recognitions

  • 2006 - Fellow of the American Academy of Arts and Sciences
  • 1977 - Fellow of the American Statistical Association (ASA)

Overview

Donald W. K. Andrews is affiliated with Yale University in the United States and focuses primarily on research in Economics, Econometrics, and Finance. Their work spans several subfields including General Economics, Econometrics and Finance, Modeling and Simulation, Epidemiology, Infectious Diseases, and Statistics and Probability.

The main topics covered in their research include:

  • Monetary Policy and Economic Impact
  • COVID-19 Epidemiological Studies
  • Influenza Virus Research Studies
  • Viral Infections and Outbreaks Research
  • Statistical Methods and Inference
  • Financial Risk and Volatility Modeling

Donald W. K. Andrews has published in a variety of academic venues, contributing to journals such as:

  • Annals of Operations Research
  • Quantitative Economics
  • Journal of Econometrics
  • Econometric Theory
  • arXiv (Cornell University)

Recent publications include:

  • "A simulation-deep reinforcement learning (SiRL) approach for epidemic control optimization," 2022, Annals of Operations Research
  • "Inference in a stationary/nonstationary autoregressive time-varying-parameter model," 2025, Quantitative Economics
  • "Generic results for establishing the asymptotic size of confidence sets and tests," 2020, Journal of Econometrics
  • "GUEST EDITORS' INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS," 2022, Econometric Theory
  • "Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model," 2024, arXiv (Cornell University)

Frequent collaborators in their research include:

  • Ming Li
  • Sabah Bushaj
  • Xuecheng Yin
  • Arjeta Beqiri
  • İ. Esra Büyüktahtakın

Donald W. K. Andrews has received recognition in the field as a Fellow of the American Academy of Arts and Sciences in 2006 and as a Fellow of the American Statistical Association in 1977.

Best Publications

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

    Eric Zivot;Donald W. K. Andrews

  • Tests for Parameter Instability and Structural Change with Unknown Change Point.

    Donald W. K. Andrews

  • Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

    Donald Wilfrid Kao Andrews

  • Optimal Tests When a Nuisance Parameter is Present Only under the Alternative

    Donald W.K. Andrews;Werner Ploberger

  • An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

    Donald Wilfrid Kao Andrews;J. Christopher Monahan

  • Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

    Donald W.K. Andrews;Biao Lu

  • EXACTLY MEDIAN-UNBIASED ESTIMATION OF FIRST ORDER AUTOREGRESSIVE /UNIT ROOT MODELS

    Donald W. K. Andrews

  • Identification and inference for econometric models : essays in honor of Thomas Rothenberg

    Donald W. K. Andrews;James H. Stock

  • INFERENCE BASED ON CONDITIONAL MOMENT INEQUALITIES

    Donald W. K. Andrews;Xiaoxia Shi

  • Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

    Donald W. K. Andrews;Gustavo Soares

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

    Donald W. K. Andrews

  • Approximately Median-Unbiased Estimation of Autoregressive Models

    Donald W. K. Andrews;Hong-Yuan Chen

  • Estimation When a Parameter is on a Boundary

    Donald W. K. Andrews

  • Cross-Section Regression with Common Shocks

    Donald W. K. Andrews

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

    Donald W. K. Andrews

  • Asymptotic normality of series estimators for nonparametric and semiparametric regression models

    Donald W. K. Andrews

  • A Three-step Method for Choosing the Number of Bootstrap Repetitions

    Donald W. K. Andrews;Moshe Buchinsky

  • Consistent Moment Selection Procedures for Generalized Method of Moments Estimation

    Donald W. K. Andrews

  • Empirical Process Methods in Econometrics

    Donald W.K. Andrews

  • Optimal changepoint tests for normal linear regression

    Donald W . K . Andrews;In Pyo Lee;Werner Ploberger;Werner Ploberger

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

    Donald W. K. Andrews

  • Identification and Inference for Econometric Models

    Donald Andrews;James H. Stock

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