AEA官网发布公告，2021年克拉克奖获得者为哈佛计量经济学的 Isaiah Andrews






Isaiah Andrews影响因子最大的论文是关于弱工具变量的处理问题的：《Weak Instruments in Instrumental Variables Regression: Theory and Practice》，回归中的弱工具变量问题：理论与实践。被引用175次。

原来在MIT， 跳槽到哈佛

Isaiah Andrews is Professor of Economics at Harvard University, and a Research Associate at the National Bureau of Economic Research (NBER).  He specializes in econometrics, and his research focuses on developing methods for inference that are robust to common problems in empirical work, including insufficiently informative data (weak identification) and model misspecification.  He is currently a coeditor at the American Economic Review.

https://scholar.harvard.edu/iandrews/publications

Working PaperAndrews I, Mikusheva A. Optimal Decision Rules for Weak GMM. Working Paper.

Andrews I, Roth J, Pakes A. Inference for Linear Conditional Moment Inequalities. Working Paper.
Andrews I, McCloskey A, Kitagawa T. Inference on Winners. Working Paper

Forthcoming
Andrews I, Kitagawa T, McCloskey A. Inference After Estimation of Breaks. Journal of Econometrics. Forthcoming.

Andrews I, Shapiro JM. A Model of Scientific Communication. Econometrica. Forthcoming.

2020
Andrews I, Gentzkow M, Shapiro JM. Transparency in Structural Research. Journal of Business and Economic Statistics (invited discussion paper). 2020;38 (4) :711-722.

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.


2019
Andrews I, Stock J, Sun L. Weak Instruments in IV Regression: Theory and Practice. Annual Review of Economics. 2019;11 :727-753.


Andrews I, Kasy M. Identification of and Correction for Publication Bias. American Economic Review. 2019;109 (8) :2766-94.



Andrews I, Oster E. A Simple Approximation for Evaluating Externa Validity Bias. Economics Letters. 2019;178 :58-62.


Andrews I. On the Structure of IV Estimands. Journal of Econometrics. 2019;211 (1) :294-307.


2018
Andrews I. Valid Two-Step Identification-Robust Confidence Sets for GMM. Review of Economics and Statistics. 2018;100 (2) :337-348.


2017
Andrews I, Gentzkow M, Shapiro JM. Measuring the Sensitivity of Parameter Estimates to Estimation Moments. Quarterly Journal of Economics. 2017;132 (4) :1553-1592.



Andrews I, Armstrong TB. Unbiased Instrumental Variables Estimation Under Known First-Stage Sign. Quantitative Economics. 2017;8 (2) :479-503



2016Andrews I, Barron D. The Allocation of Future Business: Dynamic Relational Contracts with Multiple Agents. American Economic Review. 2016;106 (9) :2742-2759.



Andrews I, Mikusheva A. Conditional Inference with a Functional Nuisance Parameter. Econometrica. 2016;84 (4) :1571-1612.

Andrews I. Conditional Linear Combination Tests for Weakly Identified Models. Econometrica. 2016;84 (6) :2155-2182.



Andrews I, Mikusheva A. A Geometric Approach to Nonlinear Econometric Models. Econometrica. 2016;84 (3) :1249-1264.


2015
Andrews I, Mikusheva A. Maximum Likelihood Inference in Weakly Identified DSGE Models. Quantitative Economics. 2015;6 (1) :123-152.



2014
Andrews I, Mikusheva A. Weak Identification in Maximum Likelihood: A Question of Information. American Economic Review: Papers and Proceedings. 2014;104 (5) :195-199.
Pages
2013
Andrews I, Miller C. Optimal Social Insurance with Heterogeneity.


2012
Andrews I. A Mean Likelihood Ratio Specification Test. 2012.