GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS von Andrews, D.W.K., Kitamura, Y., Kuersteiner, G.

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GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS von Andrews, D.W.K., Kitamura, Y., Kuersteiner, G.

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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models von Andrews, Donald W.K., Lu, Biao

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End-of-Sample Instability Tests von Andrews, D. W. K.

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Applications of subsampling, hybrid, and size-correction methods von Andrews, Donald W.K., Guggenberger, Patrik

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Performance of conditional Wald tests in IV regression with weak instruments von Andrews, Donald W.K., Moreira, Marcelo J., Stock, James H.

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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments von Andrews, Donald W.K., Moreira, Marcelo J., Stock, James H.

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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments von Andrews, Donald W.K., Marmer, Vadim

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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes von Andrews, Donald W.K., Lieberman, Offer, Marmer, Vadim

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Evaluation of a three-step method for choosing the number of bootstrap repetitions von Andrews, Donald W.K., Buchinsky, Moshe

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Asymptotics for stationary very nearly unit root processes von Andrews, Donald W. K., Guggenberger, Patrik

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Comment on "Basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. Asymptotic normality" von Andrews, D.W.K.

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An introduction to econometric applications of empirical process theory for dependent random variables von Andrews 1, Donald W.K.

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