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Andrews, Donald Wilfrid Kao

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Author ID: andrews.donald-w-k Recent zbMATH articles by "Andrews, Donald Wilfrid Kao"
Published as: Andrews, Donald W. K.; Andrews, Donald W. K.; Andrew, Donald W. K.; Andrews, Donald W.; Andrews, D. W. K.; Andrews, D.
Homepage: https://economics.yale.edu/people/donald-andrews
External Links: MGP · Wikidata · GND
Documents Indexed: 83 Publications since 1984, including 2 Books

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 3,008 times in 2,058 Documents Cited by Year
Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Zbl 0732.62052
Andrews, Donald W. K.
561
1991
Tests for parameter instability and structural change with unknown change point. Zbl 0795.62012
Andrews, Donald W. K.
331
1993
Optimal tests when a nuisance parameter is present only under the alternative. Zbl 0815.62033
Andrews, Donald W. K.; Ploberger, Werner
205
1994
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator. Zbl 0778.62103
Andrews, Donald W. K.; Monahan, J. Christopher
151
1992
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
118
1984
Estimation when a parameter is on a boundary. Zbl 1056.62507
Andrews, Donald W. K.
84
1999
Asymptotic normality of series estimators for nonparametric and semiparametric regression models. Zbl 0727.62047
Andrews, Donald W. K.
79
1991
Testing when a parameter is on the boundary of the maintained hypothesis. Zbl 0999.62010
Andrews, Donald W. K.
74
2001
A conditional Kolmogorov test. Zbl 0928.62019
Andrews, Donald W. K.
71
1997
Asymptotics for semiparametric econometric models via stochastic equicontinuity. Zbl 0798.62104
Andrews, Donald W. K.
69
1994
Consistency in nonlinear econometric models: A generic uniform law of large numbers. Zbl 0646.62101
Andrews, Donald W. K.
68
1987
Inference for parameters defined by moment inequalities using generalized moment selection. Zbl 1185.62040
Andrews, Donald W. K.; Soares, Gustavo
68
2010
Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Zbl 1015.62044
Andrews, Donald W. K.
60
2000
Exactly median-unbiased estimation of first order autoregressive/unit root models. Zbl 0772.62064
Andrews, Donald W. K.
50
1993
Optimal two-sided invariant similar tests for instrumental variables regression. Zbl 1128.62022
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
48
2006
Consistent moment selection procedures for generalized method of moments estimation. Zbl 1056.62505
Andrews, Donald W. K.
44
1999
Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities. Zbl 1253.62011
Andrews, Donald W. K.; Guggenberger, Patrik
41
2009
Inference based on conditional moment inequalities. Zbl 1274.62311
Andrews, Donald W. K.; Shi, Xiaoxia
41
2013
Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap. Zbl 1185.62044
Andrews, Donald W. K.; Guggenberger, Patrik
40
2010
Cross-section regression with common shocks. Zbl 1153.91665
Andrews, Donald W. K.
39
2005
Optimal changepoint tests for normal linear regression. Zbl 0834.62066
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner
37
1996
Adaptive local polynomial Whittle estimation of long-range dependence. Zbl 1131.62317
Andrews, Donald W. K.; Sun, Yixiao
37
2004
Estimation and inference with weak, semi-strong, and strong identification. Zbl 1274.62160
Andrews, Donald W. K.; Cheng, Xu
36
2012
Semiparametric estimation of the intercept of a sample selection model. Zbl 0910.90060
Andrews, Donald W. K.; Schafgans, Marcia M. A.
35
1998
Higher-order improvements of a computationally attractive \(k\)-step bootstrap for extremum estimators. Zbl 1104.62315
Andrews, Donald W. K.
35
2002
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. Zbl 0967.62095
Andrews, Donald W. K.; Lu, Biao
33
2001
Hybrid and size-corrected subsampling methods. Zbl 1176.62117
Andrews, Donald W. K.; Guggenberger, Patrik
31
2009
Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors. Zbl 0734.62069
Andrews, Donald W. K.
30
1991
Inference in nonlinear econometric models with structural change. Zbl 0683.62067
Andrews, Donald W. K.; Fair, Ray C.
29
1988
An introduction to functional central limit theorems for dependent stochastic processes. Zbl 0834.60033
Andrews, Donald W. K.; Pollard, David
29
1994
Tests of specification for parametric and semiparametric models. Zbl 0786.62029
Whang, Yoon-Jae; Andrews, Donald W. K.
26
1993
Chi-square diagnostic tests for econometric models: Theory. Zbl 0725.62099
Andrews, Donald W. K.
23
1988
End-of-sample instability tests. Zbl 1154.62412
Andrews, D. W. K.
23
2003
Inference for parameters defined by moment inequalities: a recommended moment selection procedure. Zbl 1274.62135
Andrews, Donald W. K.; Barwick, Panle Jia
23
2012
A three-step method for choosing the number of bootstrap repetitions. Zbl 1056.62516
Andrews, Donald W. K.; Buchinsky, Moshe
22
2000
A bias-reduced log-periodogram regression estimator for the long-memory parameter. Zbl 1153.62354
Andrews, Donald W. K.; Guggenberger, Patrik
21
2003
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative. Zbl 0843.62023
Andrews, Donald W. K.; Ploberger, Werner
17
1995
Nonlinear econometric models with deterministically trending variables. Zbl 0836.62106
Andrews, Donald W. K.; McDermott, C. John
16
1995
Applications of subsampling, hybrid, and size-correction methods. Zbl 1431.62581
Andrews, Donald W. K.; Guggenberger, Patrik
15
2010
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators. Zbl 1431.62203
Andrews, Donald W. K.; Guggenberger, Patrik
12
2009
An introduction to econometric applications of empirical process theory for dependent random variables. Zbl 0802.62099
Andrews, Donald W. K.
12
1993
Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series. Zbl 1083.62080
Andrews, Donald W. K.; Lieberman, Offer
12
2005
Evaluation of a three-step method for choosing the number of bootstrap repetitions. Zbl 1025.62019
Andrews, Donald W. K.; Buchinsky, Moshe
11
2001
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. Zbl 1345.62055
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim
10
2006
Performance of conditional Wald tests in IV regression with weak instruments. Zbl 1418.62408
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
10
2007
Maximum likelihood estimation and uniform inference with sporadic identification failure. Zbl 1443.62420
Andrews, Donald W. K.; Cheng, Xu
10
2013
Inference with weak instruments. Zbl 1131.62105
Andrew, Donald W. K.; Stock, James H.
10
2007
Testing with many weak instruments. Zbl 1418.62409
Andrews, Donald W. K.; Stock, James H.
9
2007
Testing for serial correlation against an ARMA(1,1) process. Zbl 0895.62089
Andrews, Donald W. K.; Ploberger, Werner
9
1996
Nonparametric inference based on conditional moment inequalities. Zbl 1293.62065
Andrews, Donald W. K.; Shi, Xiaoxia
9
2014
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity. Zbl 1443.62240
Andrews, Donald W. K.; Guggenberger, Patrik
8
2012
Admissibility of the likelihood ratio test when the parameter space is restricted under the alternative. Zbl 0844.62018
Andrews, Donald W. K.
8
1996
An empirical process central limit theorem for dependent non-identically distributed random variables. Zbl 0732.60026
Andrews, Donald W. K.
8
1991
Identification and inference for econometric models. Essays in honor of Thomas Rothenberg. Zbl 1100.62623
Andrews, Donald W. K. (ed.); Stock, James H. (ed.)
8
2005
The block-block bootstrap: improved asymptotic refinements. Zbl 1141.62336
Andrews, Donald W. K.
8
2004
GMM estimation and uniform subvector inference with possible identification failure. Zbl 1314.62075
Andrews, Donald W. K.; Cheng, Xu
7
2014
The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests. Zbl 0823.68033
Andrews, Donald W. K.
7
1994
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments. Zbl 1429.62650
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
6
2008
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments. Zbl 1418.62266
Andrews, Donald W. K.; Marmer, Vadim
6
2008
A stopping rule for the computation of generalized method of moments estimators. Zbl 0899.62101
Andrews, Donald W. K.
6
1997
Hypothesis testing with a restricted parameter space. Zbl 0947.62014
Andrews, Donald W. K.
6
1998
Inference based on many conditional moment inequalities. Zbl 1403.62075
Andrews, Donald W. K.; Shi, Xiaoxia
5
2017
Equivalence of the higher order asymptotic efficiency of \(k\)-step and extremum statistics. Zbl 1033.62020
Andrews, Donald W. K.
5
2002
Rank tests for instrumental variables regression with weak instruments. Zbl 1274.62440
Andrews, Donald W. K.; Soares, Gustavo
5
2007
Asymptotics for stationary very nearly unit root processes. Zbl 1165.62061
Andrews, Donald W. K.; Guggenberger, Patrik
5
2008
Asymptotic size of Kleibergen’s LM and conditional LR tests for moment condition models. Zbl 1442.62728
Andrews, Donald W. K.; Guggenberger, Patrik
4
2017
Examples of \(L^2\)-complete and boundedly-complete distributions. Zbl 1388.62103
Andrews, Donald W. K.
4
2017
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation. Zbl 0946.62080
Andrews, Donald W. K.; Liu, Xuemei; Ploberger, Werner
4
1998
Best median-unbiased estimation in linear regression with bounded asymmetric loss functions. Zbl 0643.62048
Andrews, Donald W. K.; Phillips, Peter C. B.
4
1987
On optimal inference in the linear IV model. Zbl 1434.62160
Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei
3
2019
Power in econometric applications. Zbl 0688.62061
Andrews, Donald W. K.
3
1989
A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model. Zbl 0625.62023
Andrews, Donald W. K.
3
1986
A nearly independent, but non-strong mixing, triangular array. Zbl 0575.60026
Andrews, Donald W. K.
3
1985
A simplified proof of a theorem on the difference of the Moore-Penrose inverses of two positive semi-definite matrices. Zbl 0616.15005
Andrews, Donald W. K.; Phillips, Peter C. B.
3
1986
Higher-order improvements of the parametric bootstrap for Markov processes. Zbl 1120.62020
Andrews, Donald W. K.
2
2005
Complete consistency: A testing analogue of estimator consistency. Zbl 0599.62028
Andrews, Donald W. K.
2
1986
On the number of bootstrap repetitions for \(BC_ a\) confidence intervals. Zbl 1109.62316
Andrews, Donald W. K.; Buchinsky, Moshe
1
2002
On optimal inference in the linear IV model. Zbl 1434.62160
Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei
3
2019
Inference based on many conditional moment inequalities. Zbl 1403.62075
Andrews, Donald W. K.; Shi, Xiaoxia
5
2017
Asymptotic size of Kleibergen’s LM and conditional LR tests for moment condition models. Zbl 1442.62728
Andrews, Donald W. K.; Guggenberger, Patrik
4
2017
Examples of \(L^2\)-complete and boundedly-complete distributions. Zbl 1388.62103
Andrews, Donald W. K.
4
2017
Nonparametric inference based on conditional moment inequalities. Zbl 1293.62065
Andrews, Donald W. K.; Shi, Xiaoxia
9
2014
GMM estimation and uniform subvector inference with possible identification failure. Zbl 1314.62075
Andrews, Donald W. K.; Cheng, Xu
7
2014
Inference based on conditional moment inequalities. Zbl 1274.62311
Andrews, Donald W. K.; Shi, Xiaoxia
41
2013
Maximum likelihood estimation and uniform inference with sporadic identification failure. Zbl 1443.62420
Andrews, Donald W. K.; Cheng, Xu
10
2013
Estimation and inference with weak, semi-strong, and strong identification. Zbl 1274.62160
Andrews, Donald W. K.; Cheng, Xu
36
2012
Inference for parameters defined by moment inequalities: a recommended moment selection procedure. Zbl 1274.62135
Andrews, Donald W. K.; Barwick, Panle Jia
23
2012
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity. Zbl 1443.62240
Andrews, Donald W. K.; Guggenberger, Patrik
8
2012
Inference for parameters defined by moment inequalities using generalized moment selection. Zbl 1185.62040
Andrews, Donald W. K.; Soares, Gustavo
68
2010
Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap. Zbl 1185.62044
Andrews, Donald W. K.; Guggenberger, Patrik
40
2010
Applications of subsampling, hybrid, and size-correction methods. Zbl 1431.62581
Andrews, Donald W. K.; Guggenberger, Patrik
15
2010
Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities. Zbl 1253.62011
Andrews, Donald W. K.; Guggenberger, Patrik
41
2009
Hybrid and size-corrected subsampling methods. Zbl 1176.62117
Andrews, Donald W. K.; Guggenberger, Patrik
31
2009
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators. Zbl 1431.62203
Andrews, Donald W. K.; Guggenberger, Patrik
12
2009
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments. Zbl 1429.62650
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
6
2008
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments. Zbl 1418.62266
Andrews, Donald W. K.; Marmer, Vadim
6
2008
Asymptotics for stationary very nearly unit root processes. Zbl 1165.62061
Andrews, Donald W. K.; Guggenberger, Patrik
5
2008
Performance of conditional Wald tests in IV regression with weak instruments. Zbl 1418.62408
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
10
2007
Inference with weak instruments. Zbl 1131.62105
Andrew, Donald W. K.; Stock, James H.
10
2007
Testing with many weak instruments. Zbl 1418.62409
Andrews, Donald W. K.; Stock, James H.
9
2007
Rank tests for instrumental variables regression with weak instruments. Zbl 1274.62440
Andrews, Donald W. K.; Soares, Gustavo
5
2007
Optimal two-sided invariant similar tests for instrumental variables regression. Zbl 1128.62022
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
48
2006
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. Zbl 1345.62055
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim
10
2006
Cross-section regression with common shocks. Zbl 1153.91665
Andrews, Donald W. K.
39
2005
Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series. Zbl 1083.62080
Andrews, Donald W. K.; Lieberman, Offer
12
2005
Identification and inference for econometric models. Essays in honor of Thomas Rothenberg. Zbl 1100.62623
Andrews, Donald W. K.; Stock, James H.
8
2005
Higher-order improvements of the parametric bootstrap for Markov processes. Zbl 1120.62020
Andrews, Donald W. K.
2
2005
Adaptive local polynomial Whittle estimation of long-range dependence. Zbl 1131.62317
Andrews, Donald W. K.; Sun, Yixiao
37
2004
The block-block bootstrap: improved asymptotic refinements. Zbl 1141.62336
Andrews, Donald W. K.
8
2004
End-of-sample instability tests. Zbl 1154.62412
Andrews, D. W. K.
23
2003
A bias-reduced log-periodogram regression estimator for the long-memory parameter. Zbl 1153.62354
Andrews, Donald W. K.; Guggenberger, Patrik
21
2003
Higher-order improvements of a computationally attractive \(k\)-step bootstrap for extremum estimators. Zbl 1104.62315
Andrews, Donald W. K.
35
2002
Equivalence of the higher order asymptotic efficiency of \(k\)-step and extremum statistics. Zbl 1033.62020
Andrews, Donald W. K.
5
2002
On the number of bootstrap repetitions for \(BC_ a\) confidence intervals. Zbl 1109.62316
Andrews, Donald W. K.; Buchinsky, Moshe
1
2002
Testing when a parameter is on the boundary of the maintained hypothesis. Zbl 0999.62010
Andrews, Donald W. K.
74
2001
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. Zbl 0967.62095
Andrews, Donald W. K.; Lu, Biao
33
2001
Evaluation of a three-step method for choosing the number of bootstrap repetitions. Zbl 1025.62019
Andrews, Donald W. K.; Buchinsky, Moshe
11
2001
Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Zbl 1015.62044
Andrews, Donald W. K.
60
2000
A three-step method for choosing the number of bootstrap repetitions. Zbl 1056.62516
Andrews, Donald W. K.; Buchinsky, Moshe
22
2000
Estimation when a parameter is on a boundary. Zbl 1056.62507
Andrews, Donald W. K.
84
1999
Consistent moment selection procedures for generalized method of moments estimation. Zbl 1056.62505
Andrews, Donald W. K.
44
1999
Semiparametric estimation of the intercept of a sample selection model. Zbl 0910.90060
Andrews, Donald W. K.; Schafgans, Marcia M. A.
35
1998
Hypothesis testing with a restricted parameter space. Zbl 0947.62014
Andrews, Donald W. K.
6
1998
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation. Zbl 0946.62080
Andrews, Donald W. K.; Liu, Xuemei; Ploberger, Werner
4
1998
A conditional Kolmogorov test. Zbl 0928.62019
Andrews, Donald W. K.
71
1997
A stopping rule for the computation of generalized method of moments estimators. Zbl 0899.62101
Andrews, Donald W. K.
6
1997
Optimal changepoint tests for normal linear regression. Zbl 0834.62066
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner
37
1996
Testing for serial correlation against an ARMA(1,1) process. Zbl 0895.62089
Andrews, Donald W. K.; Ploberger, Werner
9
1996
Admissibility of the likelihood ratio test when the parameter space is restricted under the alternative. Zbl 0844.62018
Andrews, Donald W. K.
8
1996
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative. Zbl 0843.62023
Andrews, Donald W. K.; Ploberger, Werner
17
1995
Nonlinear econometric models with deterministically trending variables. Zbl 0836.62106
Andrews, Donald W. K.; McDermott, C. John
16
1995
Optimal tests when a nuisance parameter is present only under the alternative. Zbl 0815.62033
Andrews, Donald W. K.; Ploberger, Werner
205
1994
Asymptotics for semiparametric econometric models via stochastic equicontinuity. Zbl 0798.62104
Andrews, Donald W. K.
69
1994
An introduction to functional central limit theorems for dependent stochastic processes. Zbl 0834.60033
Andrews, Donald W. K.; Pollard, David
29
1994
The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests. Zbl 0823.68033
Andrews, Donald W. K.
7
1994
Tests for parameter instability and structural change with unknown change point. Zbl 0795.62012
Andrews, Donald W. K.
331
1993
Exactly median-unbiased estimation of first order autoregressive/unit root models. Zbl 0772.62064
Andrews, Donald W. K.
50
1993
Tests of specification for parametric and semiparametric models. Zbl 0786.62029
Whang, Yoon-Jae; Andrews, Donald W. K.
26
1993
An introduction to econometric applications of empirical process theory for dependent random variables. Zbl 0802.62099
Andrews, Donald W. K.
12
1993
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator. Zbl 0778.62103
Andrews, Donald W. K.; Monahan, J. Christopher
151
1992
Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Zbl 0732.62052
Andrews, Donald W. K.
561
1991
Asymptotic normality of series estimators for nonparametric and semiparametric regression models. Zbl 0727.62047
Andrews, Donald W. K.
79
1991
Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors. Zbl 0734.62069
Andrews, Donald W. K.
30
1991
An empirical process central limit theorem for dependent non-identically distributed random variables. Zbl 0732.60026
Andrews, Donald W. K.
8
1991
Power in econometric applications. Zbl 0688.62061
Andrews, Donald W. K.
3
1989
Inference in nonlinear econometric models with structural change. Zbl 0683.62067
Andrews, Donald W. K.; Fair, Ray C.
29
1988
Chi-square diagnostic tests for econometric models: Theory. Zbl 0725.62099
Andrews, Donald W. K.
23
1988
Consistency in nonlinear econometric models: A generic uniform law of large numbers. Zbl 0646.62101
Andrews, Donald W. K.
68
1987
Best median-unbiased estimation in linear regression with bounded asymmetric loss functions. Zbl 0643.62048
Andrews, Donald W. K.; Phillips, Peter C. B.
4
1987
A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model. Zbl 0625.62023
Andrews, Donald W. K.
3
1986
A simplified proof of a theorem on the difference of the Moore-Penrose inverses of two positive semi-definite matrices. Zbl 0616.15005
Andrews, Donald W. K.; Phillips, Peter C. B.
3
1986
Complete consistency: A testing analogue of estimator consistency. Zbl 0599.62028
Andrews, Donald W. K.
2
1986
A nearly independent, but non-strong mixing, triangular array. Zbl 0575.60026
Andrews, Donald W. K.
3
1985
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
118
1984
all top 5

Cited by 2,098 Authors

26 Perron, Pierre
25 Andrews, Donald Wilfrid Kao
25 Horváth, Lajos
23 Linton, Oliver Bruce
23 Phillips, Peter Charles Bonest
21 Taylor, A. M. Robert
20 Sun, Yixiao
19 Su, Liangjun
17 Hall, Alastair R.
17 Li, Qi
16 Xiao, Zhijie
15 Cavaliere, Giuseppe
15 Corradi, Valentina
15 Fan, Yanqin
15 Francq, Christian
15 Guggenberger, Patrik
15 Leybourne, Stephen J.
15 White, Halbert Lynn jun.
14 Ghysels, Eric
14 Vogelsang, Timothy J.
13 Dufour, Jean-Marie
13 Hansen, Bruce E.
12 Doukhan, Paul
12 Inoue, Atsushi
12 Kurozumi, Eiji
12 Shao, Xiaofeng
12 Whang, Yoon-Jae
11 Aue, Alexander
11 Kokoszka, Piotr S.
11 Moon, Hyungsik Roger
11 Wu, Wei Biao
10 Gao, Jiti
10 Hušková, Marie
10 Khalaf, Lynda
10 Park, Joon Y.
10 Rice, Gregory
10 Shin, Dongwan
10 Swanson, Norman Rasmus
10 Xu, Keli
10 Zeileis, Achim
10 Zhang, Xinyu
9 Caner, Mehmet
9 Chen, Xiaohong
9 Chernozhukov, Victor
9 Giraitis, Liudas
9 Hong, Yongmiao
9 Kuan, Chung-Ming
9 Mainassara, Yacouba Boubacar
9 Pesaran, M. Hashem
9 Potscher, Benedikt M.
9 Smith, Richard J.
9 Zakoïan, Jean-Michel
8 Donald, Stephen G.
8 Gonçalves, Sílvia
8 Harvey, David I.
8 Hassler, Uwe
8 Hidalgo, Javier
8 Hill, Jonathan B.
8 Hong, Han
8 Kapetanios, George
8 Okui, Ryo
8 Perron, Benoit
8 Prucha, Ingmar R.
8 Psaradakis, Zacharias
8 Rossi, Barbara
8 Shintani, Mototsugu
7 Anatolyev, Stanislav
7 Bravo, Francesco
7 Guay, Alain
7 Horowitz, Joel L.
7 Jin, Sainan
7 Jirak, Moritz
7 Kim, Dukpa
7 Lewbel, Arthur
7 Liao, Yuan
7 Liao, Zhipeng
7 Moreira, Marcelo J.
7 Poskitt, Donald Stephen
7 Rahbek, Anders
7 Robinson, Peter Michael
7 Seo, Myunghwan
7 Wied, Dominik
7 Zhu, Hongtu
6 Armstrong, Timothy B.
6 Arvanitis, Stelios
6 Bai, Jushan
6 Chen, Songnian
6 Cheng, Xu
6 de Jong, Robert M.
6 Delgado, Miguel Ángel
6 Distaso, Walter
6 Duchesne, Pierre
6 Elliott, Graham
6 Forchini, Giovanni
6 Härdle, Wolfgang Karl
6 Hsiao, Cheng
6 Hsu, Yu-Chin
6 Jansson, Michael
6 Jin, Hao
6 Kao, Chihwa
...and 1,998 more Authors
all top 5

Cited in 146 Serials

691 Journal of Econometrics
218 Econometric Theory
120 Economics Letters
70 Computational Statistics and Data Analysis
62 Journal of Time Series Analysis
61 Econometric Reviews
57 Journal of Statistical Planning and Inference
54 The Annals of Statistics
43 Journal of Multivariate Analysis
43 Journal of Economic Dynamics & Control
39 The Econometrics Journal
35 Communications in Statistics. Theory and Methods
31 Statistics & Probability Letters
27 Journal of the American Statistical Association
27 Journal of Statistical Computation and Simulation
24 Electronic Journal of Statistics
22 Statistical Papers
19 Bernoulli
19 Journal of Applied Statistics
16 Journal of Nonparametric Statistics
14 Journal of Econometric Methods
12 Mathematics and Computers in Simulation
12 Communications in Statistics. Simulation and Computation
11 Statistics
11 Computational Statistics
10 Annals of the Institute of Statistical Mathematics
10 Stochastic Processes and their Applications
10 Test
9 Metrika
9 Quantitative Finance
9 Journal of Time Series Econometrics
8 Scandinavian Journal of Statistics
8 European Journal of Operational Research
8 AStA. Advances in Statistical Analysis
7 Psychometrika
7 Statistical Methods and Applications
7 Journal of Forecasting
6 International Economic Review
6 Statistica Neerlandica
6 Quantitative Economics
5 Biometrics
5 Mathematical Methods of Statistics
5 Journal of the Korean Statistical Society
4 The Canadian Journal of Statistics
4 The Annals of Probability
4 Sequential Analysis
4 Statistical Science
4 Journal of Theoretical Probability
4 Computational Economics
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 Macroeconomic Dynamics
4 Journal of Systems Science and Complexity
4 Statistical Modelling
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 ASTIN Bulletin
4 The Annals of Applied Statistics
4 Statistics and Computing
3 Mathematical Biosciences
3 Biometrical Journal
3 International Journal of Approximate Reasoning
3 Open Economies Review
3 International Journal of Theoretical and Applied Finance
3 Statistical Inference for Stochastic Processes
3 Asia-Pacific Financial Markets
2 Physica A
2 Journal of Mathematical Psychology
2 Metron
2 American Journal of Mathematical and Management Sciences
2 Probability Theory and Related Fields
2 Mathematical and Computer Modelling
2 Linear Algebra and its Applications
2 Statistica Sinica
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Abstract and Applied Analysis
2 Studies in Nonlinear Dynamics and Econometrics
2 Australian & New Zealand Journal of Statistics
2 Journal of Statistical Theory and Practice
2 Journal of the Italian Statistical Society
2 Sankhyā. Series A
2 Sankhyā. Series B
2 Annals of Finance
2 Bayesian Analysis
2 Dependence Modeling
1 International Journal of Systems Science
1 Periodica Mathematica Hungarica
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Computation
1 Econometrica
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Economic Theory
1 Kybernetes
1 Kybernetika
1 Metroeconomica
1 Opsearch
1 Proceedings of the American Mathematical Society
1 Synthese
...and 46 more Serials

Citations by Year

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