WebDonald W. K. Andrews is the T. C. Koopmans Professor of Economics. He is also a Professor of Statistics and Data Science. He is an elected fellow of the Econometric Society and the American Academy of Arts and … Web1384 D. W. K. ANDREWS AND W. PLOBERGER To derive optimal tests, we use a weighted average power criterion function similar to that used by Wald (1943). In fact, for any fixed value of 7r, the weight function we consider has the same contours as those considered by Wald. One difference is that we consider multiple values of 7- under the …
Donald Andrews Yale Department of Economics
WebOct 1, 2012 · D. Andrews, X. Cheng, Patrik Guggenberger Mathematics Journal of Econometrics 2024 This paper provides a set of results that can be used to establish the asymptotic size and/or similarity in a uniform sense of confidence sets and tests. The results are generic in that they can be… Expand 55 PDF View 3 excerpts, cites background and … WebBY DONALD W. K. ANDREWS AND J. CHRISTOPHER MONAHAN 1. INTRODUCTION THIS PAPER CONSIDERS A NEW CLASS of heteroskedasticity and autocorrelation consistent (HAC) covariance matrix estimators. The estimators considered are prewhitened kernel estimators with vector autoregressions (VARs) employed in the prewhitening … port hardy veterinary hospital
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http://dido.econ.yale.edu/~dwka/publications.htm WebAgénor, P and O Canuto [2015] Research in economics middle-income growth traps. Research in Economics, 69(4), ... Zivot, E and DWK Andrews [1993] Further evidence on Great Crash, the oil price shock and the unit root hypothesis. Journal of Business and Economic Statistics, ... WebMajid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra ... "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata … port harmon credit union