Donald Wilfrid Kao Andrews (born 1955) is a

Canadian Canadians (french: Canadiens) are people identified with the country of Canada. This connection may be residential, legal, historical or cultural. For most Canadians, many (or all) of these connections exist and are collectively the source of ...

economist. He is the

Tjalling Koopmans Tjalling Charles Koopmans (August 28, 1910 – February 26, 1985) was a Dutch-American mathematician and economist. He was the joint winner with Leonid Kantorovich of the 1975 Nobel Memorial Prize in Economic Sciences for his work on the theory o ...

Professor of

Economics Economics () is the social science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services. Economics focuses on the behaviour and intera ...

at the

Cowles Foundation The Cowles Foundation for Research in Economics is an economic research institute at Yale University. It was created as the Cowles Commission for Research in Economics at Colorado Springs in 1932 by businessman and economist Alfred Cowles. In 1939 ...

Yale University Yale University is a private research university in New Haven, Connecticut. Established in 1701 as the Collegiate School, it is the third-oldest institution of higher education in the United States and among the most prestigious in the wo ...

. Born in

Vancouver Vancouver ( ) is a major city in western Canada, located in the Lower Mainland region of British Columbia. As the List of cities in British Columbia, most populous city in the province, the 2021 Canadian census recorded 662,248 people in the ...

, he received his B.A. in 1977 at the

University of British Columbia The University of British Columbia (UBC) is a public university, public research university with campuses near Vancouver and in Kelowna, British Columbia. Established in 1908, it is British Columbia's oldest university. The university ranks a ...

, his M.A. in 1980 in statistics at the

University of California, Berkeley The University of California, Berkeley (UC Berkeley, Berkeley, Cal, or California) is a public land-grant research university in Berkeley, California. Established in 1868 as the University of California, it is the state's first land-grant u ...

, and his Ph.D. in economics in 1982 also from the University of California, Berkeley. His specialty is in

econometrics Econometrics is the application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," ''The New Palgrave: A Dictionary of ...

and has published a large part of his work in the journal ''

Econometrica ''Econometrica'' is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published by Wiley-Blackwell on behalf of the Econometric Society. The current editor-in-chief is Gui ...

''. He is also affiliated with the Yale Department of

Statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...

Honors

* Fellow of the

American Academy of Arts and Sciences The American Academy of Arts and Sciences (abbreviation: AAA&S) is one of the oldest learned societies in the United States. It was founded in 1780 during the American Revolution by John Adams, John Hancock, James Bowdoin, Andrew Oliver, and ...

, 2006. * Fellow of the Econometric Society, 1989. * 1992 Paper, Joint with E. Zivot, Published in the Commemorative Issue of the Most Influential Papers Published in the Journal of Business and Economic Statistics, 2001. *Best Teacher of the Year, Department of Economics, Yale University, 1996, 2000, and 2006. *Best Advisor of the Year, Department of Economics, Yale University, 2007. He is associate editor, ''

'', 1988–present, and foreign editor, ''

Review of Economic Studies ''The Review of Economic Studies'' (also known as ''REStud'') is a quarterly peer-reviewed academic journal covering economics. It was established in 1933 by a group of economists based in Britain and the United States. The original editorial team ...

'', 2005–present. He was co-editor, ''

Econometric Theory ''Econometric Theory'' is an economics journal specialising in econometrics, published by Cambridge Journals. Its current editor is Peter Phillips Peter Mark Andrew Phillips (born 15 November 1977) is a British businessman and the son of Ann ...

'', 1991–2003. He has served on the Economics Advisory Panel,

National Science Foundation The National Science Foundation (NSF) is an independent agency of the United States government that supports fundamental research and education in all the non-medical fields of science and engineering. Its medical counterpart is the National I ...

, 1992–1994, and been the recipient on 10 successive multi-year grants from that organisation from 1985 to the present. He is a member of the

American Economic Association The American Economic Association (AEA) is a learned society in the field of economics. It publishes several peer-reviewed journals acknowledged in business and academia. There are some 23,000 members. History and Constitution The AEA was esta ...

American Statistical Association The American Statistical Association (ASA) is the main professional organization for statisticians and related professionals in the United States. It was founded in Boston, Massachusetts on November 27, 1839, and is the second oldest continuousl ...

Econometric Society The Econometric Society is an international society of academic economists interested in applying statistical tools to their field. It is an independent organization with no connections to societies of professional mathematicians or statisticians. ...

, and

Institute of Mathematical Statistics The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts o ...

Publications

He has published over 70 peer-reviewed papers in Economics and econometric journals. Among his major works are: *Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, "Optimal Changepoint Tests for Normal Linear Regression"

Journal of Econometrics The ''Journal of Econometrics'' is a scholarly journal in econometrics. It was first published in 1973. Its current managing editors are Serena Ng and Elie Tamer, Torben Andersen and Xiaohong Chen serve as editors. The journal publishes work deal ...

, 70:1 (1996), pages 9–38, Available fro
RePEc
(cited 28 times in RePEc) *Andrews, Donald W. K. & Ploberger, Werner, "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative".

, 62(6), 1994. He is also co-editor of the book, *''Identification and Inference for Econometric Models: A Festschrift in Honor of Thomas J. Rothenberg'' co-edited with James H. Stock. Cambridge, UK: Cambridge University Press, 2005.

His most recent publications

* Andrews, Donald W. K. & Guggenberger, Patrik, " A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter", Review of Economics and Statistics, 96(2): 376-381, May 2014. * Andrews, Donald W. K. & Cheng, Xu, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure", Econometric Theory, 20(2): 287-333, April 2014. * Andrews, Donald W. K., "Nonparametric Inference Based on Conditional Moment Inequalities", Journal of Econometrics, 179(1): 31-45, March 2014.

References

External links

Official Homepage
at Yale University.
Vita
* {{DEFAULTSORT:Andrews, Donald 1955 births Living people Canadian economists Fellows of the American Academy of Arts and Sciences People from Vancouver University of British Columbia alumni UC Berkeley College of Letters and Science alumni Yale University faculty Fellows of the Econometric Society