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 1 1 5 41 5 8 67 131
A Robust Test for Weak Instruments with Multiple Endogenous Regressors 0 0 1 26 0 15 63 98
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects 0 0 1 49 1 1 37 164
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 1 12 119
Do Monetary Policy Announcements Shift Household Expectations? 0 1 4 41 0 1 22 81
Do Monetary Policy Announcements Shift Household Expectations? 0 0 0 19 2 3 14 52
Dynamic Identification Using System Projections and Instrumental Variables 0 0 2 4 0 0 8 20
Dynamic Identification Using System Projections on Instrumental Variables 0 0 2 34 1 3 25 77
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 1 3 16 58
Identifying Relationship-level Effects Using Covariance Restrictions 1 3 5 5 2 5 7 7
Identifying heterogeneous supply and demand shocks in European credit markets 1 1 8 22 1 3 31 46
Identifying relationship-level effects using convariance restrictions 0 1 22 22 1 4 7 7
Identifying relationship-level effects using covariance restrictions 0 21 21 21 1 10 10 10
Identifying relationship-level effects using covariance restrictions 0 0 0 0 0 5 5 5
Identifying relationship-level effects using covariance restrictions 2 3 3 3 1 1 1 1
Identifying shocks via time-varying volatility 1 1 1 94 2 3 17 134
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 2 6 0 0 15 26
Latent Heterogeneity in the Marginal Propensity to Consume 0 0 0 35 2 3 19 120
Latent heterogeneity in the marginal propensity to consume 1 1 1 4 1 2 23 31
Measuring Real Activity Using a Weekly Economic Index 0 0 4 64 2 4 53 320
Measuring Real Activity Using a Weekly Economic Index 0 1 2 36 2 6 48 116
Monitoring Real Activity in Real Time: The Weekly Economic Index 0 1 7 284 1 3 43 776
Robust inference in models identified via heteroskedasticity 0 1 1 54 1 2 28 137
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 1 1 44 0 2 21 151
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 2 2 19 132
Weak Instrument Bias in Impulse Response Estimators 3 6 6 6 1 1 1 1
Weak Instrument Bias in Impulse Response Estimators 0 0 14 14 0 0 9 9
Weak instrument bias in impulse response estimators 0 1 23 23 0 3 15 15
Total Working Papers 10 44 138 1,059 30 94 660 2,944


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 2 7 7
Approximating grouped fixed effects estimation via fuzzy clustering regression 0 0 0 7 0 1 13 32
HAR Inference: Recommendations for Practice 0 1 4 10 5 9 20 62
HAR Inference: Recommendations for Practice Rejoinder 0 0 2 7 1 1 12 34
High-Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 10 1 1 15 47
Identification Based on Higher Moments in Macroeconometrics 0 0 0 0 1 1 4 4
Identifying Shocks via Time-Varying Volatility 1 1 11 29 1 4 31 97
Measuring real activity using a weekly economic index 0 0 0 31 1 2 24 119
Robust Inference in Models Identified via Heteroskedasticity 0 0 3 19 1 1 29 69
The Size‐Power Tradeoff in HAR Inference 0 0 0 7 0 0 9 44
Total Journal Articles 1 2 22 121 12 22 164 515


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 3 13 13 8 28 73 73
HARREG: Stata module to estimate time-series regression with HAR standard errors and fixed-b inference 0 0 0 0 1 7 12 12
Total Software Items 1 3 13 13 9 35 85 85


Statistics updated 2026-09-10