Working Paper
Andrews I, Mikusheva A. Optimal Decision Rules for Weak GMM. Working Paper. Paper Supplement
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
Andrews I, Kitagawa T, McCloskey A. Inference After Estimation of Breaks. Journal of Econometrics. Forthcoming. Paper
Andrews I, Shapiro JM. A Model of Scientific Communication. Econometrica. Forthcoming. 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