Access Statistics for Whitney Newey

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 Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 2 2 4 148
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 2 285
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix 9 14 41 1,630 26 44 146 4,776
A reduced bias GMM-like estimator with reduced estimator dispersion 0 0 0 132 0 2 5 483
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter 2 2 6 119 3 3 13 354
Alternative Asymptotics and the Partially Linear Model with Many Regressors 0 0 0 66 0 1 6 117
An Asymmetric Least Test of Heteroscedasticity 0 0 0 0 0 0 2 88
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 2 45 0 0 4 125
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 49 0 3 9 161
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 28 0 1 5 88
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters 0 0 0 180 1 2 8 466
Automatic Lag Selection in Covariance Matrix Estimation 0 2 2 438 3 7 30 1,305
Automatic Lag Selection in Covariance Matrix Estimation 0 0 0 0 5 6 27 452
Choosing the Number of Instruments 0 0 0 0 0 2 10 527
Combining Two Consistent Estimators 1 1 3 67 2 3 15 164
Conditional Moment Restrictions in Censored and Truncated Regression Models 0 0 0 0 0 2 9 363
Consistency and Asymptotic Normality of Nonparametric Projection Estimators 0 0 0 0 0 0 6 125
Convergence Rates & Asymptotic Normality Estimators 0 0 0 0 0 2 7 248
Convergence Rates for Series Estimators 0 0 0 0 0 2 7 285
Demand Analysis with Many Prices 1 1 12 85 2 13 47 87
Density Weighted Linear Least Squares 0 0 0 1 3 7 26 441
Density Weighted Linear Least Squares 0 1 2 13 2 4 8 57
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 6 81 4 10 36 146
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS 0 0 0 1 1 1 2 451
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS 0 0 0 0 2 2 14 305
Efficiency of Weighted Average Derivative Estimators 0 0 0 0 0 0 1 253
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 1 5 132
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 0 0 0 1 7 137
Estimation with many instrumental variables 0 0 0 166 3 6 14 423
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models 0 0 0 0 0 2 10 294
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models 0 0 0 0 0 2 11 128
GMM with many weak moment conditions 0 0 0 345 0 1 1 913
Higher order properties of GMM and generalised empirical likelihood estimators 0 1 6 456 0 2 14 982
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 2 11 150
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 281 0 2 4 1,194
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 0 0 1 236 1 3 10 749
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 105 0 0 6 313
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 30 0 3 11 107
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance 0 0 0 255 2 4 9 562
Individual heterogeneity and average welfare 0 0 0 64 0 1 8 168
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 0 48 1 3 7 176
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 0 48 0 2 8 120
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 121 2 2 5 324
Instrumental variables estimation with flexible distribution 0 1 1 38 0 3 8 156
Jackknife and analytical bias reduction for nonlinear panel models 0 1 4 316 0 3 10 767
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 0 0 0 2 6 343
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS 0 0 0 0 1 2 10 228
Local Identification of Nonparametric and Semiparametric Models 0 0 0 12 0 0 5 127
Local Identification of Nonparametric and Semiparametric Models 0 0 0 48 1 1 3 167
Local identification of nonparametric and semiparametric models 0 0 0 31 1 1 8 108
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 4 73
Mean-square-error Calculations for Average Treatment Effects 0 0 0 265 0 1 2 3,021
Mean-squared-error Calculations for Average Treatment Effects 0 0 0 86 0 0 4 664
Nonlinear Errors in Variables: Estimation of Some Engel Curves 0 0 0 0 1 2 10 188
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 0 0 0 0 0 2 9 243
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 1 181 1 1 8 1,141
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints 0 0 0 0 1 1 5 474
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 3 7 18 261
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 0 2 4 16 294
Nonparametric Estimation with Nonlinear Budget Sets 0 0 0 0 1 5 23 290
On Bunching and Identification of the Taxable Income Elasticity 2 2 10 28 3 7 29 78
Quantile and average effects in nonseparable panel models 0 0 0 43 0 0 2 110
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS 0 0 0 1 1 2 19 324
SERIES ESTIMATION OF REGRESSION FUNCTIONALS 0 0 0 0 0 0 5 311
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS 0 0 0 0 2 2 9 172
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 0 2 190 2 2 5 1,101
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 0 1 2 94 2 3 6 905
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 0 0 0 0 0 1 4 622
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 62 1 4 12 193
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 0 3 95
The Asymptotic Variance of Semiparametric Estimators 0 0 0 0 1 3 9 192
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 0 0 132 2 4 11 422
Two Step Series Estimation of Sample Selection Models 0 0 0 0 1 2 12 1,007
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models 0 0 0 0 1 3 9 313
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY 0 0 0 1 1 3 12 617
Undersmoothing and Bias Corrected Functional Estimation 0 0 0 0 4 7 25 409
Total Working Papers 15 27 103 6,743 98 234 911 34,588


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Partially Adaptive and Reweighted Least Squares Estimation 0 0 0 40 0 1 1 166
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 13 39 183 5,241 65 192 753 14,250
A jackknife interpretation of the continuous updating estimator 3 5 10 67 3 5 10 174
A large-sample chow test for the linear simultaneous equation 0 0 3 112 2 2 7 344
A method of moments interpretation of sequential estimators 2 2 18 422 6 8 32 683
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix 3 9 41 499 22 53 211 1,587
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 0 10 0 3 6 79
Adaptive estimation of regression models via moment restrictions 0 0 2 119 0 2 8 231
Asymmetric Least Squares Estimation and Testing 1 13 54 464 14 44 143 1,236
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models 0 0 0 0 1 5 14 405
Average and Quantile Effects in Nonseparable Panel Models 0 0 2 28 3 7 21 157
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS 0 0 0 11 0 1 5 51
Choosing instrumental variables in conditional moment restriction models 0 1 1 86 0 1 8 245
Choosing the Number of Instruments 0 0 0 1 1 3 9 760
Consistency of two-step sample selection estimators despite misspecification of distribution 0 0 1 65 1 2 5 182
Convergence rates and asymptotic normality for series estimators 2 6 31 1,050 5 11 50 1,695
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN 0 1 1 72 0 3 4 199
Efficiency bounds for some semiparametric selection models 0 0 0 39 0 1 3 86
Efficiency of Weighted Average Derivative Estimators and Index Models 0 0 1 138 1 5 11 736
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions 0 0 2 163 1 6 12 585
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions 0 1 3 37 1 3 8 88
Efficient Instrumental Variables Estimation of Nonlinear Models 2 4 11 372 7 14 41 1,119
Efficient Semiparametric Estimation of Expectations 0 0 0 1 0 4 6 210
Efficient Semiparametric Estimation via Moment Restrictions 0 0 1 100 0 1 8 308
Efficient estimation of limited dependent variable models with endogenous explanatory variables 2 4 29 1,321 5 18 79 2,164
Empirical likelihood estimation and consistent tests with conditional moment restrictions 0 0 0 223 0 3 4 461
Estimating Vector Autoregressions with Panel Data 9 32 228 3,579 37 117 610 7,797
Estimation With Many Instrumental Variables 0 0 0 116 2 7 14 272
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models 0 0 0 58 1 3 4 200
Generalized Method of Moments With Many Weak Moment Conditions 1 1 2 127 1 3 13 370
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference 0 0 0 0 0 6 14 415
Generalized method of moments specification testing 1 9 40 598 5 19 73 1,013
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators 0 1 2 305 0 3 13 863
Hypothesis Testing with Efficient Method of Moments Estimation 1 2 14 581 6 15 61 2,051
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity 0 0 0 144 0 4 10 365
Identification and estimation of polynomial errors-in-variables models 0 4 4 193 0 4 4 382
Instrumental Variable Estimation of Nonparametric Models 0 0 2 297 0 4 14 690
Instrumental Variables Estimation With Flexible Distributions 0 0 2 27 0 5 15 101
Instrumental variable estimation of nonseparable models 0 0 5 164 0 1 11 325
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 25 2 3 7 91
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 1 2 3 160 1 5 23 606
Kernel Estimation of Partial Means and a General Variance Estimator 0 0 4 74 2 4 15 148
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables 0 0 0 73 1 1 2 160
Maximum Likelihood Specification Testing and Conditional Moment Tests 0 3 12 347 2 12 28 792
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS 0 0 0 19 0 1 3 74
Nonlinear errors in variables Estimation of some Engel curves 0 0 9 262 1 2 18 593
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss 1 1 9 326 1 13 44 897
Nonparametric Estimation of Sample Selection Models 1 2 7 76 1 5 24 937
Nonparametric Estimation of Triangular Simultaneous Equations Models 0 0 0 1 6 13 29 619
Nonparametric Estimation with Nonlinear Budget Sets 0 0 3 131 1 7 18 458
Nonparametric Instrumental Variables Estimation 0 0 1 52 2 5 9 161
Over-Identification Tests in Earnings Functions with Fixed Effects 0 0 0 0 0 2 19 680
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution 0 0 6 61 1 2 20 130
Properties of the CUE estimator and a modification with moments 1 2 8 30 1 2 14 112
Semiparametric Efficiency Bounds 0 0 4 934 1 1 10 1,740
Semiparametric Estimation of Selection Models: Some Empirical Results 1 5 15 499 4 9 38 983
Sequential R&D Strategy for Synfuels 0 0 0 46 2 6 10 415
Series Estimation of Regression Functionals 0 0 0 21 0 0 3 63
Series Estimation of Semilinear Models 1 3 8 69 2 5 13 141
Specification tests for distributional assumptions in the Tobit model 1 1 3 227 2 3 8 549
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 0 0 0 63 0 2 7 257
The Asymptotic Variance of Semiparametric Estimators 2 5 14 389 6 16 48 1,053
The Revenues-Expenditures Nexus: Evidence from Local Government Data 0 1 1 157 2 7 18 560
Treatment effects (in Russian) 0 1 1 4 0 2 5 40
Twicing Kernels and a Small Bias Property of Semiparametric Estimators 0 0 1 51 0 4 9 305
Two-step series estimation of sample selection models 0 0 3 127 2 2 9 367
Uniform Convergence in Probability and Stochastic Equicontinuity 0 0 3 794 1 7 16 2,025
Total Journal Articles 49 160 808 21,888 234 730 2,782 58,001


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Large sample estimation and hypothesis testing 8 23 81 3,310 34 80 240 10,783
Total Chapters 8 23 81 3,310 34 80 240 10,783


Statistics updated 2021-01-03