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 7 40 3 14 69 123
A Robust Test for Weak Instruments with Multiple Endogenous Regressors 1 1 2 26 19 35 51 83
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects 0 0 1 49 0 8 38 163
Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression 0 0 0 11 0 3 7 25
Do Monetary Policy Announcements Shift Household Expectations? 0 0 1 23 1 4 14 118
Do Monetary Policy Announcements Shift Household Expectations? 0 1 3 40 0 7 21 80
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 19 2 3 11 49
Dynamic Identification Using System Projections and Instrumental Variables 0 0 2 4 0 4 10 20
Dynamic Identification Using System Projections on Instrumental Variables 1 1 2 34 3 7 23 74
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 11 0 6 19 75
Identification based on higher moments 0 1 1 33 2 7 16 55
Identifying heterogeneous supply and demand shocks in European credit markets 0 1 10 21 0 10 35 43
Identifying relationship-level effects using convariance restrictions 10 21 21 21 3 3 3 3
Identifying shocks via time-varying volatility 0 0 0 93 0 3 14 131
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 2 6 0 5 16 26
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 0 35 0 7 16 117
Latent heterogeneity in the marginal propensity to consume 0 0 0 3 2 7 21 29
Measuring Real Activity Using a Weekly Economic Index 0 0 1 35 1 15 43 110
Measuring Real Activity Using a Weekly Economic Index 0 2 5 64 6 19 56 316
Monitoring Real Activity in Real Time: The Weekly Economic Index 0 0 8 283 4 8 47 773
Robust inference in models identified via heteroskedasticity 0 0 0 53 1 9 29 135
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 0 1 43 1 4 20 149
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 0 5 17 130
Weak Instrument Bias in Impulse Response Estimators 1 1 14 14 3 6 9 9
Weak instrument bias in impulse response estimators 0 2 22 22 0 4 12 12
Total Working Papers 13 31 104 1,013 51 203 617 2,848


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 3 5 5
Approximating grouped fixed effects estimation via fuzzy clustering regression 0 0 1 7 0 3 13 31
HAR Inference: Recommendations for Practice 1 2 3 9 2 5 13 53
HAR Inference: Recommendations for Practice Rejoinder 0 0 3 7 2 6 12 33
High-Frequency Data and a Weekly Economic Index during the Pandemic 0 0 2 10 1 5 16 46
Identification Based on Higher Moments in Macroeconometrics 0 0 0 0 1 3 3 3
Identifying Shocks via Time-Varying Volatility 0 2 10 28 1 7 44 93
Measuring real activity using a weekly economic index 0 0 1 31 3 8 26 117
Robust Inference in Models Identified via Heteroskedasticity 0 0 3 19 2 5 29 68
The Size‐Power Tradeoff in HAR Inference 0 0 0 7 0 4 9 44
Total Journal Articles 1 4 24 119 12 49 170 493


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 3 9 10 10 11 41 45 45
HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference 0 0 0 0 5 5 5 5
Total Software Items 3 9 10 10 16 46 50 50


Statistics updated 2026-06-04