Research

Working Paper
Andrews I, Mikusheva A. GMM is Inadmissible Under Weak Identification. Working Paper. Paper
Andrews I, Barahona N, Gentzkow M, Rambachan A, Shapiro J. Included and Excluded Instruments in Structural Estimation. Working Paper. Paper
Andrews I, Fudenberg D, Liang A, Wu C. The Transfer Performance of Economic Models. Working Paper. Paper
Andrews I, McCloskey A, Kitagawa T. Inference on Winners. Working Paper. Paper R code
Forthcoming
Andrews I, Roth J, Pakes A. Inference for Linear Conditional Moment Inequalities. Review of Economic Studies. Forthcoming. Paper Supplement Replication Files
2022
Andrews I, Bowen D, Kitagawa T, McCloskey A. Inference for Losers. American Economic Association Papers and Proceedings. 2022;112 :635-42. Paper
Andrews I, Mikusheva A. Optimal Decision Rules for Weak GMM. Econometrica. 2022;90 (2) :715-748. Paper Replication Files
2021
Andrews I, Kitagawa T, McCloskey A. Inference After Estimation of Breaks. Journal of Econometrics. 2021;224 (1) :39-59. Paper
Andrews I, Shapiro JM. A Model of Scientific Communication. Econometrica. 2021;89 (5) :2117-2142. Paper
2020
Andrews I, Gentzkow M, Shapiro JM. Transparency in Structural Research. Journal of Business and Economic Statistics (invited discussion paper). 2020;38 (4) :711-722. Paper
Andrews I, Gentzkow M, Shapiro JM. On the Informativeness of Descriptive Statistics for Structural Estimates. Econometrica (Matthew Gentzkow's Fisher-Schultz Lecture). 2020;88 (6) :2231-2258. Paper Supplement Rejoinder
2019
Andrews I, Stock J, Sun L. Weak Instruments in IV Regression: Theory and Practice. Annual Review of Economics. 2019;11 :727-753. Paper Appendix Replication Files
Andrews I, Kasy M. Identification of and Correction for Publication Bias. American Economic Review. 2019;109 (8) :2766-94. Paper Supplement R and Matlab Replication Files (2017 Version) Matlab Replication Files (2019 Version) Matlab Code for GMM Approach R Code for GMM Approach
Andrews I, Oster E. A Simple Approximation for Evaluating External Validity Bias. Economics Letters. 2019;178 :58-62. Paper
Andrews I. On the Structure of IV Estimands. Journal of Econometrics. 2019;211 (1) :294-307. Paper
2018
Andrews I. Valid Two-Step Identification-Robust Confidence Sets for GMM. Review of Economics and Statistics. 2018;100 (2) :337-348. Paper Supplement Erratum Matlab Files Replication Files
2017
Andrews I, Gentzkow M, Shapiro JM. Measuring the Sensitivity of Parameter Estimates to Estimation Moments. Quarterly Journal of Economics. 2017;132 (4) :1553-1592. Paper Supplement Erratum
Andrews I, Armstrong TB. Unbiased Instrumental Variables Estimation Under Known First-Stage Sign. Quantitative Economics. 2017;8 (2) :479-503. Paper Supplement
2016
Andrews I, Barron D. The Allocation of Future Business: Dynamic Relational Contracts with Multiple Agents. American Economic Review. 2016;106 (9) :2742-2759. Paper Supplement
Andrews I, Mikusheva A. Conditional Inference with a Functional Nuisance Parameter. Econometrica. 2016;84 (4) :1571-1612. Paper Supplement

Pages