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 5 40 1 6 65 126
A Robust Test for Weak Instruments with Multiple Endogenous Regressors 0 1 1 26 0 34 63 98
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects 0 0 1 49 0 0 36 163
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression 0 0 0 11 0 0 7 25
Do Monetary Policy Announcements Shift Household Expectations? 0 0 1 23 0 2 12 119
Do Monetary Policy Announcements Shift Household Expectations? 1 1 4 41 1 1 22 81
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 19 0 3 12 50
Dynamic Identification Using System Projections and Instrumental Variables 0 0 2 4 0 0 9 20
Dynamic Identification Using System Projections on Instrumental Variables 0 1 2 34 0 5 24 76
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 0 11 0 0 17 75
Identification based on higher moments 0 0 1 33 2 4 17 57
Identifying Relationship-level Effects Using Covariance Restrictions 2 4 4 4 2 5 5 5
Identifying heterogeneous supply and demand shocks in European credit markets 0 0 7 21 1 2 31 45
Identifying relationship-level effects using convariance restrictions 0 11 22 22 0 6 6 6
Identifying relationship-level effects using covariance restrictions 1 21 21 21 0 9 9 9
Identifying relationship-level effects using covariance restrictions 0 0 0 0 3 5 5 5
Identifying shocks via time-varying volatility 0 0 0 93 0 1 15 132
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 0 35 0 1 17 118
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 2 6 0 0 16 26
Latent heterogeneity in the marginal propensity to consume 0 0 0 3 0 3 22 30
Measuring Real Activity Using a Weekly Economic Index 0 0 5 64 0 8 52 318
Measuring Real Activity Using a Weekly Economic Index 1 1 2 36 3 5 47 114
Monitoring Real Activity in Real Time: The Weekly Economic Index 0 1 8 284 0 6 45 775
Robust inference in models identified via heteroskedasticity 0 1 1 54 0 2 29 136
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 1 2 44 1 3 22 151
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 0 0 17 130
Weak Instrument Bias in Impulse Response Estimators 0 1 14 14 0 3 9 9
Weak Instrument Bias in Impulse Response Estimators 3 3 3 3 0 0 0 0
Weak instrument bias in impulse response estimators 0 1 23 23 0 3 15 15
Total Working Papers 8 48 131 1,048 14 117 646 2,914


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 0 1 6 6
Approximating grouped fixed effects estimation via fuzzy clustering regression 0 0 1 7 1 1 14 32
HAR Inference: Recommendations for Practice 1 2 4 10 3 6 16 57
HAR Inference: Recommendations for Practice Rejoinder 0 0 2 7 0 2 11 33
High-Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 10 0 1 14 46
Identification Based on Higher Moments in Macroeconometrics 0 0 0 0 0 1 3 3
Identifying Shocks via Time-Varying Volatility 0 0 10 28 2 4 33 96
Measuring real activity using a weekly economic index 0 0 1 31 1 4 24 118
Robust Inference in Models Identified via Heteroskedasticity 0 0 3 19 0 2 28 68
The Size‐Power Tradeoff in HAR Inference 0 0 0 7 0 0 9 44
Total Journal Articles 1 2 23 120 7 22 158 503


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 5 12 12 8 31 65 65
HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference 0 0 0 0 2 11 11 11
Total Software Items 1 5 12 12 10 42 76 76


Statistics updated 2026-08-07