Working Paper
Andrews I, Roth J, Pakes A. Inference for Linear Conditional Moment Inequalities. Working Paper. Paper Supplement
Andrews I, McCloskey A, Kitagawa T. Inference on Winners. Working Paper. Paper R code
Andrews I, Mikusheva A. Optimal Decision Rules for Weak GMM. Econometrica. Forthcoming. Paper
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
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
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
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
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
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
Andrews I. Conditional Linear Combination Tests for Weakly Identified Models. Econometrica. 2016;84 (6) :2155-2182. Paper Supplement Additional Materials
Andrews I, Mikusheva A. A Geometric Approach to Nonlinear Econometric Models. Econometrica. 2016;84 (3) :1249-1264. Supplement Paper
Andrews I, Mikusheva A. Maximum Likelihood Inference in Weakly Identified DSGE Models. Quantitative Economics. 2015;6 (1) :123-152. Paper Supplement
Andrews I, Mikusheva A. Weak Identification in Maximum Likelihood: A Question of Information. American Economic Review: Papers and Proceedings. 2014;104 (5) :195-199. Paper