Access Statistics for Daniel J. Lewis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors 0 0 6 40 2 12 68 125
A Robust Test for Weak Instruments with Multiple Endogenous Regressors 0 1 2 26 15 39 65 98
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects 0 0 1 49 0 2 38 163
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression 0 0 0 11 0 2 7 25
Do Monetary Policy Announcements Shift Household Expectations? 0 0 1 23 1 3 15 119
Do Monetary Policy Announcements Shift Household Expectations? 0 0 3 40 0 5 21 80
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 19 1 4 12 50
Dynamic Identification Using System Projections and Instrumental Variables 0 0 2 4 0 3 10 20
Dynamic Identification Using System Projections on Instrumental Variables 0 1 2 34 2 6 25 76
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 0 11 0 4 18 75
Identification based on higher moments 0 0 1 33 0 5 15 55
Identifying Relationship-level Effects Using Covariance Restrictions 0 2 2 2 1 3 3 3
Identifying heterogeneous supply and demand shocks in European credit markets 0 0 8 21 1 8 33 44
Identifying relationship-level effects using convariance restrictions 1 22 22 22 3 6 6 6
Identifying relationship-level effects using covariance restrictions 0 0 0 0 2 2 2 2
Identifying relationship-level effects using covariance restrictions 20 20 20 20 9 9 9 9
Identifying shocks via time-varying volatility 0 0 0 93 1 2 15 132
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 2 6 0 3 16 26
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 0 35 1 5 17 118
Latent heterogeneity in the marginal propensity to consume 0 0 0 3 1 6 22 30
Measuring Real Activity Using a Weekly Economic Index 0 0 1 35 1 8 44 111
Measuring Real Activity Using a Weekly Economic Index 0 1 5 64 2 19 53 318
Monitoring Real Activity in Real Time: The Weekly Economic Index 1 1 8 284 2 9 45 775
Robust inference in models identified via heteroskedasticity 1 1 1 54 1 5 30 136
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 1 1 2 44 1 4 21 150
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 0 3 17 130
Weak Instrument Bias in Impulse Response Estimators 0 0 0 0 0 0 0 0
Weak Instrument Bias in Impulse Response Estimators 0 1 14 14 0 4 9 9
Weak instrument bias in impulse response estimators 1 2 23 23 3 5 15 15
Total Working Papers 25 53 126 1,040 50 186 651 2,900


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects 0 0 1 1 1 3 6 6
Approximating grouped fixed effects estimation via fuzzy clustering regression 0 0 1 7 0 2 13 31
HAR Inference: Recommendations for Practice 0 2 3 9 1 5 14 54
HAR Inference: Recommendations for Practice Rejoinder 0 0 3 7 0 4 12 33
High-Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 10 0 5 14 46
Identification Based on Higher Moments in Macroeconometrics 0 0 0 0 0 3 3 3
Identifying Shocks via Time-Varying Volatility 0 1 10 28 1 6 39 94
Measuring real activity using a weekly economic index 0 0 1 31 0 7 24 117
Robust Inference in Models Identified via Heteroskedasticity 0 0 3 19 0 4 28 68
The Size‐Power Tradeoff in HAR Inference 0 0 0 7 0 3 9 44
Total Journal Articles 0 3 23 119 3 42 162 496


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GWEAKIVTEST: Stata module providing robust test for weak instruments for 2SLS with multiple endogenous regressors 1 8 11 11 12 37 57 57
HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference 0 0 0 0 4 9 9 9
Total Software Items 1 8 11 11 16 46 66 66


Statistics updated 2026-07-10