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Donald W. K. Andrews

Researcher Next ID · RN-014568

Researcher · Mathematics

Chinese University of Hong Kong

, Hong Kong

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Not currently recruitingFunding unknown
Works count
235
Citation count
37,735
H-index
63
i10-index
132

Research interests

Mathematics
Economics, Econometrics and Finance
Statistical Methods and Inference
Monetary Policy and Economic Impact
Advanced Statistical Methods and Models
Financial Risk and Volatility Modeling
Statistical Distribution Estimation and Applications

Publications

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

    Journal of Business and Economic Statistics · 2002 · 10.1198/073500102753410372

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

    Econometrica · 1994 · 10.2307/2951753

  • Tests for Parameter Instability and Structural Change With Unknown Change Point

    Econometrica · 1993 · 10.2307/2951764

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

    Journal of Business and Economic Statistics · 1992 · 10.1080/07350015.1992.10509904

  • Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

    Econometrica · 1991 · 10.2307/2938229

Current projects

    No projects listed.