Donald W. K. Andrews
Chinese University of Hong Kong(HK)
Publications by Year
Research Areas
Statistical Methods and Inference, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Advanced Statistical Methods and Models, Statistical Distribution Estimation and Applications
Most-Cited Works
- → Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis(2002)5,698 cited
- → Tests for Parameter Instability and Structural Change With Unknown Change Point(1993)4,294 cited
- → Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation(1991)4,101 cited
- → Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative(1994)2,500 cited
- → An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator(1992)1,126 cited
- → Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models(2001)961 cited