Donald W. K. Andrews
Names
first:  Donald 
middle:  W. K. 
last:  Andrews 
Contact
email:  
homepage:  http://cowles.econ.yale.edu/faculty/andrews.htm 
Affiliations

Yale University
→ Economics Department (weight: 50%)
 website
 location: New Haven, Connecticut (United States)

Yale University
→ Cowles Foundation for Research in Economics (weight: 50%)
 website
 location: New Haven, Connecticut (United States)
Research profile
author of:

Inference in Econometric Models with Structural Change.
by Andrews, Donald W. K. & Fair, Ray C. 
Laws of Large Numbers for Dependent NonIdentically Distributed Random Variables.
by Andrews, Donald W. K. 
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
by Donald W. K. Andrews & Werner Ploberger 
Optimal Changepoint Tests for Normal Linear Regression
by Donald W. K. Andrews & Inpyo Lee & Werner Ploberger 
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables
by Donald W. K. Andrews 
Approximately MedianUnbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series
by Donald W. K. Andrews & HongYuan Chen 
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests
by Donald W. K. Andrews 
Nonlinear Econometric Models with Deterministically Trending Variables
by Donald W. K. Andrews & C. John McDermott 
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative
by Donald W. K. Andrews & Werner Ploberger 
Empirical Process Methods in Econometrics
by Donald W. K. Andrews 
Hypothesis Testing with a Restricted Parameter Space
by Donald W. K. Andrews 
Testing for Serial Correlation Against an ARMA(1,1) Process
by Donald W. K. Andrews & Werner Ploberger 
A Conditional Kolmogorov Test
by Donald W. K. Andrews 
Semiparametric Estimation of a Sample Selection Model
by Donald W. K. Andrews & Marcia A. Schafgans 
A Stopping Rule for the Computation of Generalized Method of Moments Estimators
by Donald W. K. Andrews 
Tests of Seasonal and NonSeasonal Serial Correlation
by Donald W. K. Andrews & Liu, Xuemei Liu & Werner Ploberger 
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
by Donald W. K. Andrews & Moshe Buchinsky 
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
by Donald W. K. Andrews 
Estimation When a Parameter Is on a Boundary: Theory and Applications
by Donald W. K. Andrews 
A Simple Counterexample to the Bootstrap
by Donald W. K. Andrews 
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis
by Donald W. K. Andrews 
HigherOrder Improvements of a Computationally AttractiveStep Bootstrap for Extremum Estimators
by Donald W. K. Andrews 
HigherOrder Improvements of a Computationally AttractiveStep Bootstrap for Extremum Estimators
by Donald W. K. Andrews 
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
by Donald W. K. Andrews & Biao Lu 
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals
by Donald W. K. Andrews & Moshe Y. Buchinsky 
A BiasReduced LogPeriodogram Regression Estimator for the LongMemory Parameter
by Donald W. K. Andrews & Patrik Guggenberger 
Equivalence of the Higherorder Asymptotic Efficiency of kstep and Extremum Statistics
by Donald W. K. Andrews 
Local Polynomial Whittle Estimation of Longrange Dependence
by Donald W. K. Andrews & Yixiao Sun 
Higherorder Improvements of the Parametric Bootstrap for Markov Processes
by Donald W. K. Andrews 
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Longmemory Gaussian Time Series
by Donald W. K. Andrews & Offer Lieberman 
EndofSample Instability Tests
by Donald W. K. Andrews 
The Blockblock Bootstrap: Improved Asymptotic Refinements
by Donald W. K. Andrews 
Higherorder Improvements of the Parametric Bootstrap for Longmemory Gaussian Processes
by Donald W. K. Andrews & Offer Lieberman 
Adaptive Local Polynomial Whittle Estimation of Longrange Dependence
by Donald W. K. Andrews & Yixiao Sun 
EndofSample Cointegration Breakdown Tests
by Donald W. K. Andrews & JaeYoung Kim 
Crosssection Regression with Common Shocks
by Donald W. K. Andrews 
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model
by Donald W. K. Andrews 
First Order Autoregressive Processes and Strong Mixing
by Donald W. K. Andrews 
Robust Estimation of Location in a Gaussian Parametric Model: II
by Donald W. K. Andrews 
A ZeroOne Result for the Least Squares Estimator
by Donald W. K. Andrews 
A Note on the Unbiasedness of Feasible GLS, QuasiMaximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model
by Donald W. K. Andrews 
Asymptotic Results for Generalized Wald Tests
by Donald W. K. Andrews 
Random Cell ChiSquare Diagnostic Tests for Econometric Models: I. Introduction and Applications
by Donald W. K. Andrews 
Random Cell ChiSquare Diagnostic Tests for Econometric Models: II. Theory
by Donald W. K. Andrews 
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
by Donald W. K. Andrews & Peter C. B. Phillips 
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
by Donald W. K. Andrews 
On the Performance of Least Squares in Linear Regression with Undefined Error Means
by Donald W. K. Andrews 
Power in Econometric Applications
by Donald W. K. Andrews 
Inference in Econometric Models with Structural Change
by Donald W. K. Andrews & Ray C. Fair 
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
by Donald W. K. Andrews 
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
by Donald W. K. Andrews 
Asymptotic Optimality of Generalized C_{L}, CrossValidation, and Generalized CrossValidation in Regression with Heteroskedastic Errors
by Donald W. K. Andrews 
An Empirical Process Central Limit Theorem for Dependent NonIdentically Distributed Random Variables
by Donald W. K. Andrews 
Asymptotics for Semiparametric Econometric Models: I. Estimation
by Donald W. K. Andrews 
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation
by Donald W. K. Andrews 
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples
by Donald W. K. Andrews 
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
by Donald W. K. Andrews & YoonJae Whang 
Generic Uniform Convergence
by Donald W. K. Andrews 
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
by Donald W. K. Andrews & Christopher J. Monahan 
Tests for Parameter Instability and Structural Change with Unknown Change Point
by Donald W. K. Andrews 
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
by Eric Zivot & Donald W. K. Andrews 
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes
by Donald W. K. Andrews & David Pollard 
Tests of Specification for Parametric and Semiparametric Models
by YoonJae Whang & Donald W. K. Andrews 
Exactly Unbiased Estimation of First Order AutoregressiveUnit Root Models
by Donald W. K. Andrews 
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
by Donald W. K. Andrews & Ray C. Fair 
Further Evidence on the Great Crash, the OilPrice Shock, and the UnitRoot Hypothesis.
by Zivot, Eric & Andrews, Donald W. K. 
Approximately MedianUnbiased Estimation of Autoregressive Models.
by Andrews, Donald W. K. & Chen, HongYuan 
Further Evidence on the Great Crash, the OilPrice Shock, and the UnitRoot Hypothesis.
by Zivot, Eric & Andrews, Donald W. K. 
Generalized Method of Moments Estimation When a Parameter Is on a Boundary.
by Andrews, Donald W. K. 
A Note on the Unbiasedness of Feasible GLS, Quasimaximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model.
by Andrews, Donald W. K. 
Stability Comparisons of Estimators.
by Andrews, Donald W. K. 
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models].
by Andrews, Donald W. K. 
ChiSquare Diagnostic Tests for Econometric Models: Theory.
by Andrews, Donald W. K. 
Power in Econometric Applications.
by Andrews, Donald W. K. 
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models.
by Andrews, Donald W. K. 
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation.
by Andrews, Donald W. K. 
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator.
by Andrews, Donald W. K. & Monahan, J. Christopher 
Exactly MedianUnbiased Estimation of First Order Autoregressive/Unit Root Models.
by Andrews, Donald W. K. 
Tests for Parameter Instability and Structural Change with Unknown Change Point.
by Andrews, Donald W. K. 
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity.
by Andrews, Donald W. K. 
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests.
by Andrews, Donald W. K. 
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative.
by Andrews, Donald W. K. & Ploberger, Werner 
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative.
by Andrews, Donald W. K. 
A Stopping Rule for the Computation of Generalized Method of Moments Estimators
by Donald W. K. Andrews 
A Conditional Kolmogorov Test
by Donald W. K. Andrews 
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
by Donald W. K. Andrews 
Estimation When a Parameter Is on a Boundary
by Donald W. K. Andrews 
A ThreeStep Method for Choosing the Number of Bootstrap Repetitions
by Donald W. K. Andrews & Moshe Buchinsky 
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space
by Donald W. K. Andrews 
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis.
by Andrews, Donald W. K. 
HigherOrder Improvements of a Computationally Attractive "k"Step Bootstrap for Extremum Estimators
by Donald W. K. Andrews 
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum
by Donald W. K. Andrews 
A BiasReduced LogPeriodogram Regression Estimator for the LongMemory Parameter
by Donald W. K. Andrews & Patrik Guggenberger 
Asymptotic optimality of generalized CL, crossvalidation, and generalized crossvalidation in regression with heteroskedastic errors
by Andrews, Donald W. K. 
Estimation of polynomial distributed lags and leads with end point constraints
by Andrews, Donald W. K. & Fair, Ray C. 
Inference with Weak Instruments
by Donald W. K. Andrews & James H. Stock 
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
by Andrews, Donald W. K. & Lu, Biao 
Empirical process methods in econometrics
by Andrews, Donald W. K.
edited by 
EndofSample Cointegration Breakdown Tests
by Donald W. K. Andrews & JaeYoung Kim 
Evaluation of a threestep method for choosing the number of bootstrap repetitions
by Andrews, Donald W. K. & Buchinsky, Moshe 
the BlockBlock Bootstrap: Improved Asymptotic Refinements
by Donald W. K. Andrews 
Inference with Weak Instruments
by Donald W. K. Andrews & James H. Stock 
Hypothesis testing with a restricted parameter space
by Andrews, Donald W. K. 
Optimal changepoint tests for normal linear regression
by Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner 
Tests of specification for parametric and semiparametric models
by Whang, YoonJae & Andrews, Donald W. K. 
Adaptive Local Polynomial Whittle Estimation of Longrange Dependence
by Donald W. K. Andrews & Yixiao Sun 
Stability Comparisons of Estimators (5/1985 and 11/1985)
by Donald W. K. Andrews 
Crosssection Regression with Common Shocks
by Donald W. K. Andrews 
CrossSection Regression with Common Shocks
by Donald W. K. Andrews 
Exactly Distributionfree Inference in Instrumental Variables Regression with Possibly Weak Instruments
by Donald W. K. Andrews & Vadim Marmer 
Optimal Invariant Similar Tests for Instrumental Variables Regression
by Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock 
Optimal Invariant Similar Tests for Instrumental Variables Regression
by Donald W. K. Andrews & Marcelo Moreira & James H. Stock 
Rank Tests for Instrumental Variables Regression with Weak Instruments
by Donald W. K. Andrews & Gustavo Soares 
EndofSample Conintegratio Breakdown Tests
by Donald Andrews & JaeYoung Kim 
Chisquare diagnostic tests for econometric models : Introduction and applications
by Andrews, Donald W. K. 
The Determinants of Econometric Society Fellows Elections
by Daniel S. Hamermesh & Peter Schmidt 
Higherorder improvements of the parametric bootstrap for longmemory Gaussian processes
by Andrews, Donald W. K. & Lieberman, Offer & Marmer, Vadim 
Optimal TwoSided Invariant Similar Tests for Instrumental Variables Regression
by Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock 
EndofSample Instability Tests
by D. W. K. Andrews 
Tests for Cointegration Breakdown Over a Short Time Period
by Andrews, Donald W. K. & Kim, JaeYoung 
Testing with many weak instruments
by Andrews, Donald W. K. & Stock, James H. 
Performance of conditional Wald tests in IV regression with weak instruments
by Andrews, Donald W. K. & Moreira, Marcelo J. & Stock, James H. 
The Limit of FiniteSample Size and a Problem with Subsampling
by Donald W. K. Andrews & Patrik Guggenberger 
Asymptotics for Stationary Very Nearly Unit Root Processes
by Donald W. K. Andrews & Patrik Guggenberger 
Applications of Subsampling, Hybrid, and SizeCorrection Methods
by Donald W. K. Andrews & Patrik Guggenberger 
Validity of Subsampling and "Plugin Asymptotic" Inference for Parameters Defined by Moment Inequalities
by Donald W. K. Andrews & Patrik Guggenberger 
Hybrid and SizeCorrected Subsample Methods
by Donald W. K. Andrews & Patrik Guggenberger 
The Limit of FiniteSample Size and a Problem with Subsampling
by Donald W. K. Andrews & Patrik Guggenberger 
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
by Donald W. K. Andrews & Patrik Guggenberger 
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
by Donald W. K. Andrews & Gustavo Soares 
Asymptotics for stationary very nearly unit root processes
by Donald W. K. Andrews & Patrik Guggenberger 
Exactly distributionfree inference in instrumental variables regression with possibly weak instruments
by Andrews, Donald W. K. & Marmer, Vadim 
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities
by Donald W. K. Andrews & Sukjin Han 
An empirical process central limit theorem for dependent nonidentically distributed random variables
by Andrews, Donald W. K. 
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS
by Andrews, Donald W. K. & Buchinsky, Moshe 
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONGMEMORY GAUSSIAN TIME SERIES
by Andrews, Donald W. K. & Lieberman, Offer 
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
by Andrews, Donald W. K. & Soares, Gustavo 
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF kSTEP AND EXTREMUM STATISTICS
by Andrews, Donald W. K. 
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
by Donald W. K. Andrews & Panle Jia 
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions
by Andrews, Donald W. K. 
An estimation of the aggregate educational production function for public schools in Louisiana
by Donald Andrews & Bichaka Fayissa & Uday Tate 
VALIDITY OF SUBSAMPLING AND â€œPLUGIN ASYMPTOTICâ€ INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
by Andrews, Donald W. K. & Guggenberger, Patrik 
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
by Andrews, Donald W. K. & Whang, YoonJae 
Asymptotic Results for Generalized Wald Tests
by Andrews, Donald W. K. 
Hybrid and SizeCorrected Subsampling Methods
by Donald W. K. Andrews & Patrik Guggenberger 
Nonparametric Kernel Estimation for Semiparametric Models
by Andrews, Donald W. K. 
Efficient twosided nonsimilar invariant tests in IV regression with weak instruments
by Andrews, Donald W. K. & Moreira, Marcelo J. & Stock, James H. 
Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
by Andrews, Donald W. K. & Guggenberger, Patrik 
Incorrect asymptotic size of subsampling procedures based on postconsistent model selection estimators
by Andrews, Donald W. K. & Guggenberger, Patrik 
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
by Donald W. K. Andrews & Patrik Guggenberger 
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
by Donald W. K. Andrews & Gustavo Soares 
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
by Donald W. K. Andrews & Sukjin Han 
A ZeroOne Result for the Least Squares Estimator
by Andrews, Donald W. K. 
Generic Uniform Convergence
by Andrews, Donald W. K. 
Laws of Large Numbers for Dependent NonIdentically Distributed Random Variables
by Andrews, Donald W. K. 
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White
by Andrews, Donald W. K. 
Examples of L^2Complete and BoundedlyComplete Distributions
by Donald W. K. Andrews 
Estimation and Inference with Weak, Semistrong, and Strong Identification
by Donald W. K. Andrews & Xu Cheng 
Applications of subsampling, hybrid, and sizecorrection methods
by Andrews, Donald W. K. & Guggenberger, Patrik 
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
by Donald W. K. Andrews & Xu Cheng 
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
by Donald W. K. Andrews & Xu Cheng & Patrik Guggenberger 
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
by Donald W. K. Andrews & Xu Cheng 
Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
A ConditionalHeteroskedasticityRobust Confidence Interval for the Autoregressive Parameter
by Donald W. K. Andrews & Patrik Guggenberger 
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
by Andrews, Donald W. K. & Guggenberger, Patrik 
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification
by Donald W. K. Andrews & Xu Cheng 
Estimation and Inference with Weak, Semistrong, and Strong Identification
by Donald W. K. Andrews & Xu Cheng 
A ConditionalHeteroskedasticityRobust Confidence Interval for the Autoregressive Parameter
by Donald W. K. Andrews & Patrik Guggenberger 
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
by Donald W. K. Andrews & Xu Cheng 
Adaptive Local Polynomial Whittle Estimation of LongRange Dependence
by ANDREWS, DONALD W. & Sun, Yixiao X. 
Nonparametric Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
by Donald W. K. Andrews & Xu Cheng 
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
by Donald W. K. Andrews & Panle Jia 
SimilarontheBoundary Tests for Moment Inequalities Exist, But Have Poor Power
by Donald W. K. Andrews 
Maximum likelihood estimation and uniform inference with sporadic identification failure
by Andrews, Donald W. K. & Cheng, Xu 
SimilarontheBoundary Tests for Moment Inequalities Exist, But Have Poor Power
by Donald W. K. Andrews 
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
by Donald W. K. Andrews & Panle Jia Barwick 
Nonparametric Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
A ConditionalHeteroskedasticityRobust Confidence Interval for the Autoregressive Parameter
by Donald W. K. Andrews & Patrik Guggenberger 
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
by Andrews, Donald W. K. & Cheng, Xu 
Nonparametric inference based on conditional moment inequalities
by Andrews, Donald W. K. & Shi, Xiaoxia 
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
by Donald W. K. Andrews & Patrik Guggenberger 
Identification and SingularityRobust Inference for Moment Condition
by Donald W. K. Andrews & Patrik Guggenberger 
Nonparametric Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models
by Donald W. K. Andrews & Wooyoung Kim & Xioaxia Shi 
Inference Based on Many Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
Inference in Nonlinear Econometric Models with Structural Change
by Donald W. K. Andrews & Ray C. Fair 
Complete Consistency: A Testing Analogue of Estimator Consistency
by Donald W. K. Andrews 
Inference Based on Many Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
by Donald W. K. Andrews & Patrik Guggenberger 
Inference Based on Conditional Moment Inequalities
by Donald W. K. Andrews & Xiaoxia Shi 
Semiparametric Estimation of the Intercept of a Sample Selection Model
by Donald W. K. Andrews & Marcia M. A. Schafgans 
Nonlinear Econometric Models with Deterministically Trending Variables
by Donald W. K. Andrews & C. John McDermott 
Commands for testing conditional moment inequalities and equalities
by Donald W. K. Andrews & Wooyoung Kim & Xiaoxia Shi
editor of:

Identification and Inference for Econometric Models
edited by Andrews, Donald W. K. & Stock, James H. 
Identification and Inference for Econometric Models
edited by Andrews, Donald W. K. & Stock, James H.