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Donald W. K. Andrews | Researchclopedia

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Donald W. K. Andrews

Chinese University of Hong Kong

236

Works

39,928

Citations

66

h-index

134

i10-index

Research Topics

Statistical Methods and Inference Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Affiliations

University of California, Riverside1973–1973

Petroleum Geo-Services (United Kingdom)2000–2000

Austen Riggs Center1987–1998

Foundation for Biomedical Research2004–2004

Pennsylvania State University2019–2019

Top Works

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

Eric Zivot,Donald W. K. Andrews

20025,703 citations

Advanced Statistical Methods and Models

Statistical Distribution Estimation and Applications

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews

19934,297 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews

19914,102 citations

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

Eric Zivot,Donald W. K. Andrews

19923,045 citations

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

Donald W. K. Andrews,Werner Ploberger

19942,500 citations

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

Eric Zivot,Donald W. K. Andrews

19921,959 citations

An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

Donald W. K. Andrews,J. Christopher Monahan

19921,126 citations

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

Donald W. K. Andrews,Biao Lu

2001963 citations

Identification and Inference for Econometric Models

Donald W. K. Andrews,Donald W. K. Andrews,et al.

2005712 citations