Isaiah Andrews, 2021 John Bates Clark Medalist

with Jesse M. Shapiro*Journal of Economic Perspectives*, 2022, vol. 36(1), pp. 177-90

# Publications

Inference with Many Weak Instruments

with Liyang Sun*Review of Economic Studies,* 2021, forthcoming

Supplementary Appendix

Optimal Decision Rules for Weak GMM

with Isaiah Andrews*Econometrica*, 2022, Vol 90(2), pp. 715-48

Factor model with many assets: strong factors, weak factors and two-pass procedure

with Stanislav Anatolyev*Journal of Econometrics*, 2020, forthcoming

Supplemental Appendix

Limit Theorems for Factor Models

with Stanislav Anatolyev*Econometric Theory*, 2021, 37(5), pp. 1034-74

Conditional Inference with Functional Nuisance Parameter

with Isaiah Andrews*Econometrica*, 2016, 84(4), pp. 1571-1612

Supplementary Appendix

A Geometric Approach to Nonlinear Econometric Models

with Isaiah Andrews*Econometrica*, 2016, 84(3), pp. 1249-1264

Supplementary Appendix

Previously circulated version "A Geometric Approach to Weakly Identified Econometric Models"

Maximum Likelihood Inference in Weakly Identified DSGE Models

with Isaiah Andrews*Quantitative Economics*, 2015, 6, pp. 123-152

Supplementary Appendix

Second Order Expansion of the t-statistic in AR(1) Models*Econometric Theory*, 2015, 31, pp. 426-448

Weak Identification in Maximum Likelihood: A Question of Information

with Isaiah Andrews*American Economic Reviews: Papers and Proceedings*, 2014, 104(5), pp.195-199

Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models*Applied Econometrics*, 2013, 29(1), pp. 116-131

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties

with Yuriy Gorodnichenko and Serena Ng*Econometric Theory*, 2012, 28(5), pp. 1003-1036

Estimation of Dynamic Stochastic General Equillibrium Models*Quantile*, 2014, 12, pp.1-21 (in Russian)

One-dimensional inference in autoregressive models with the potential presence of a unit root*Econometrica*, 2012, 80(1), pp. 173-212

Supplementary Appendix

Robust Confidence Sets in the Presence of Weak Instruments*Journal of Econometrics*, 2010, 157, pp. 236-247

Comment on invited paper by Kleibergen and Mavroeidis "Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve"*Journal of Business and Economic Statistics*, 2009, 27(3), pp. 293-311

Uniform Inference in Autoregressive Models*Econometrica*, 2007, 75(5), pp. 1411-1452

Supplementary Appendix

Tests and Confidence Sets with Correct Size in the Simultaneous Equations Model with Potentially Weak Instruments

with Brian Poi*The Stata Journal*, 2006, 6(3), pp. 335-347.