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Details about Whitney Newey

Homepage:http://economics.mit.edu/faculty/wnewey
Workplace:Economics Department, Massachusetts Institute of Technology (MIT), (more information at EDIRC)

Access statistics for papers by Whitney Newey.

Last updated 2021-08-24. Update your information in the RePEc Author Service.

Short-id: pne241


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Working Papers

2022

  1. A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees
    Papers, arXiv.org Downloads View citations (3)
  2. Minimax Semiparametric Learning With Approximate Sparsity
    Papers, arXiv.org Downloads

2021

  1. Automatic Debiased Machine Learning of Causal and Structural Effects
    Papers, arXiv.org Downloads View citations (1)
  2. Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression
    Papers, arXiv.org Downloads View citations (3)
  3. De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
    Papers, arXiv.org Downloads View citations (5)
  4. Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects
    Papers, arXiv.org Downloads

2020

  1. Adversarial Estimation of Riesz Representers
    Papers, arXiv.org Downloads View citations (8)
  2. Locally Robust Semiparametric Estimation
    Papers, arXiv.org Downloads View citations (11)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (21)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (44)

2019

  1. Control Variables, Discrete Instruments, and Identification of Structural Functions
    Papers, arXiv.org Downloads View citations (2)
    Also in Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2018) Downloads View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2021)
  2. Demand Analysis with Many Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (7)
  3. Inference on weighted average value function in high-dimensional state space
    Papers, arXiv.org Downloads
  4. Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
    Papers, arXiv.org Downloads View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (6)
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2017) Downloads View citations (6)

    See also Journal Article in Quantitative Economics (2020)
  5. Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (6)
  6. Testing the Drift-Diffusion Model
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Proceedings of the National Academy of Sciences (2020)

2018

  1. Double/de-biased machine learning using regularized Riesz representers
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (9)
  2. Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects
    Papers, arXiv.org Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (2)
  3. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley Downloads View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (9)
    Papers, arXiv.org (2017) Downloads View citations (8)

    See also Journal Article in Journal of the American Statistical Association (2018)
  4. Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2019)
  5. The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (3)

2017

  1. Cross-fitting and fast remainder rates for semiparametric estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
  2. Double/Debiased Machine Learning for Treatment and Causal Parameters
    Papers, arXiv.org Downloads View citations (53)
  3. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (59)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (58)

    See also Journal Article in Econometrics Journal (2018)
  4. Instrumental variables estimation for nonparametric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  5. On Bunching and Identification of the Taxable Income Elasticity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Political Economy (2021)
  6. Semiparametric efficient empirical higher order influence function estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  7. The Bunching Estimator Cannot Identify the Taxable Income Elasticity
    CESifo Working Paper Series, CESifo Downloads View citations (18)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (21)
  8. The influence function of semiparametric estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (12)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2015) Downloads View citations (12)

2016

  1. Double machine learning for treatment and causal parameters
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (32)

2015

  1. Alternative Asymptotics and the Partially Linear Model with Many Regressors
    Papers, arXiv.org Downloads View citations (1)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)

    See also Journal Article in Econometric Theory (2018)
  2. Constrained conditional moment restriction models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (22)
  3. Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income
    CESifo Working Paper Series, CESifo Downloads View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (21)
    Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics (2014) Downloads View citations (10)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (10)
  4. Treatment Effects with Many Covariates and Heteroskedasticity
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (4)

2014

  1. Individual Heterogeneity and Average Welfare
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (10)

    See also Journal Article in Econometrica (2016)
  2. Nonparametric Identification in Panels using Quantiles
    Papers, arXiv.org Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2015)

2013

  1. An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
    Departmental Working Papers, Rutgers University, Department of Economics Downloads
  2. Average and Quantile Effects in Nonseparable Panel Models
    Papers, arXiv.org Downloads View citations (110)
    See also Journal Article in Econometrica (2013)
  3. Combining Two Consistent Estimators
    Departmental Working Papers, Rutgers University, Department of Economics Downloads

2012

  1. Local Identification of Nonparametric and Semiparametric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (6)

    See also Journal Article in Econometrica (2014)

2011

  1. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (4)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2010) Downloads View citations (4)

    See also Journal Article in Econometric Theory (2012)
  2. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (47)
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2009) Downloads View citations (5)

    See also Journal Article in Quantitative Economics (2012)
  3. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
    Departmental Working Papers, Rutgers University, Department of Economics Downloads
    See also Journal Article in Journal of Econometrics (2014)
  4. Tests for neglected heterogeneity in moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2009

  1. Identification and Estimation of Marginal Effects in Nonlinear Panel Models
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (23)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (23)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) Downloads View citations (5)
  2. Quantile and average effects in nonseparable panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)

2007

  1. A reduced bias GMM-like estimator with reduced estimator dispersion
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
  2. Instrumental variables estimation with flexible distribution
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2010)

2006

  1. Estimation with many instrumental variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)
    See also Journal Article in Journal of Business & Economic Statistics (2008)
  2. Mean-squared-error Calculations for Average Treatment Effects
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (11)
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2005) View citations (19)

2005

  1. GMM with many weak moment conditions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (20)

2004

  1. Identification and Estimation of Triangular Simultaneous Equations Models without Additivity
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (8)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (28)

    See also Journal Article in Econometrica (2009)

2003

  1. A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
    Economics Working Papers, University of Évora, Department of Economics (Portugal) Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) Downloads View citations (6)
  2. Higher order properties of GMM and generalised empirical likelihood estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Econometrica (2004)
  3. Jackknife and analytical bias reduction for nonlinear panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Econometrica (2004)

1999

  1. Choosing the Number of Instruments
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
    See also Journal Article in Econometrica (2001)
  2. Conditional Moment Restrictions in Censored and Truncated Regression Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article in Econometric Theory (2001)
  3. Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article in The Review of Economics and Statistics (2001)
  4. Nonparametric Estimation with Nonlinear Budget Sets
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
    Also in Working Paper Series, Uppsala University, Department of Economics (1997) Downloads View citations (8)

    See also Journal Article in Econometrica (2002)
  5. Two Step Series Estimation of Sample Selection Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (37)
    See also Journal Article in Econometrics Journal (2009)
  6. Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)

1998

  1. Nonparametric Estimation of Triangular Simultaneous Equations Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (14)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Department of Economics (1998) View citations (2)

    See also Journal Article in Econometrica (1999)
  2. Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Paper Series, Uppsala University, Department of Economics (1997) Downloads View citations (4)
    Working Papers, Uppsala - Working Paper Series (1997)

    See also Journal Article in Journal of Public Economics (2001)
  3. Undersmoothing and Bias Corrected Functional Estimation
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (14)

1997

  1. Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints
    Working Papers, Uppsala - Working Paper Series View citations (6)

1995

  1. Automatic Lag Selection in Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working papers, Wisconsin Madison - Social Systems (1992) View citations (9)

    See also Journal Article in Review of Economic Studies (1994)
  2. Convergence Rates & Asymptotic Normality Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (4)

1994

  1. Density Weighted Linear Least Squares
    Economics Working Papers, University of California at Berkeley View citations (5)
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1994) Downloads View citations (5)

1993

  1. Convergence Rates for Series Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (6)
  2. Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics

1992

  1. Efficiency of Weighted Average Derivative Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
  2. Kernel Estimation of Partial Means and a General Variance Estimator
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (1)
    See also Journal Article in Econometric Theory (1994)
  3. Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    See also Journal Article in Econometrica (1995)

1991

  1. Consistency and Asymptotic Normality of Nonparametric Projection Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (4)
  2. The Asymptotic Variance of Semiparametric Estimators
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (5)
    Also in Working Papers, Princeton, Department of Economics - Econometric Research Program (1989)

    See also Journal Article in Econometrica (1994)

1990

  1. EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (3)
  2. LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS
    Working Papers, Princeton, Department of Economics - Econometric Research Program
  3. SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS
    Working papers, Wisconsin Madison - Social Systems View citations (121)
    See also Journal Article in American Economic Review (1990)

1989

  1. EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (1)
    See also Journal Article in Econometrica (1990)
  2. Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  3. Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. Downloads
  4. SERIES ESTIMATION OF REGRESSION FUNCTIONALS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (2)
    See also Journal Article in Econometric Theory (1994)
  5. UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (1)
    See also Journal Article in Econometrica (1991)

1988

  1. Nonlinear Errors in Variables: Estimation of Some Engel Curves
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
    See also Journal Article in Journal of Econometrics (1995)

1987

  1. The Revenues-Expenditures Nexus: Evidence from Local Government Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in International Economic Review (1989)
  2. Wages and Hours: Estimating Vector Autoregressions with Panel Data
    Working Papers, Princeton University, Department of Economics, Industrial Relations Section. Downloads View citations (1)

1986

  1. A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (213)
    See also Journal Article in Applied Econometrics (2014)
  2. Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute Downloads

1985

  1. Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
    Also in Working papers, Massachusetts Institute of Technology (MIT), Department of Economics (1983)

    See also Journal Article in Econometrica (1987)

1984

  1. An Asymmetric Least Test of Heteroscedasticity
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics

Undated

  1. A Residuals-Based Wald Test for the Linear Simultaneous Equation
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

Journal Articles

2021

  1. Control variables, discrete instruments, and identification of structural functions
    Journal of Econometrics, 2021, 222, (1), 73-88 Downloads View citations (1)
    See also Working Paper (2019)
  2. On Bunching and Identification of the Taxable Income Elasticity
    Journal of Political Economy, 2021, 129, (8), 2320 - 2343 Downloads View citations (5)
    See also Working Paper (2017)

2020

  1. A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models
    Strategic Management Journal, 2020, 41, (11), 2072-2091 Downloads
  2. Semiparametric estimation of structural functions in nonseparable triangular models
    Quantitative Economics, 2020, 11, (2), 503-533 Downloads View citations (5)
    See also Working Paper (2019)
  3. Testing the drift-diffusion model
    Proceedings of the National Academy of Sciences, 2020, 117, (52), 33141-33148 Downloads View citations (2)
    See also Working Paper (2019)

2019

  1. Nonseparable multinomial choice models in cross-section and panel data
    Journal of Econometrics, 2019, 211, (1), 104-116 Downloads View citations (3)
    See also Working Paper (2018)

2018

  1. ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
    Econometric Theory, 2018, 34, (2), 277-301 Downloads View citations (11)
    See also Working Paper (2015)
  2. Double/debiased machine learning for treatment and structural parameters
    Econometrics Journal, 2018, 21, (1), C1-C68 Downloads View citations (218)
    See also Working Paper (2017)
  3. Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
    Journal of the American Statistical Association, 2018, 113, (523), 1350-1361 Downloads View citations (21)
    See also Working Paper (2018)

2017

  1. Double/Debiased/Neyman Machine Learning of Treatment Effects
    American Economic Review, 2017, 107, (5), 261-65 Downloads View citations (56)
  2. Nonparametric Welfare Analysis
    Annual Review of Economics, 2017, 9, (1), 521-546 Downloads View citations (5)

2016

  1. Individual Heterogeneity and Average Welfare
    Econometrica, 2016, 84, 1225-1248 Downloads View citations (32)
    See also Working Paper (2014)

2015

  1. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 Downloads View citations (32)
    See also Working Paper (2014)

2014

  1. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    Applied Econometrics, 2014, 33, (1), 125-132 Downloads View citations (5)
    Also in Econometrica, 1987, 55, (3), 703-08 (1987) Downloads View citations (6874)

    See also Working Paper (1986)
  2. Local Identification of Nonparametric and Semiparametric Models
    Econometrica, 2014, 82, (2), 785-809 Downloads View citations (30)
    See also Working Paper (2012)
  3. Neglected heterogeneity in moment condition models
    Journal of Econometrics, 2014, 178, (P1), 86-100 Downloads
  4. Testing overidentifying restrictions with many instruments and heteroskedasticity
    Journal of Econometrics, 2014, 178, (P1), 15-21 Downloads View citations (23)
    See also Working Paper (2011)

2013

  1. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 Downloads View citations (141)
    See also Working Paper (2013)
  2. Nonparametric Instrumental Variables Estimation
    American Economic Review, 2013, 103, (3), 550-56 Downloads View citations (27)

2012

  1. ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
    Econometric Theory, 2012, 28, (1), 42-86 Downloads View citations (39)
    See also Working Paper (2011)
  2. Instrumental variable estimation with heteroskedasticity and many instruments
    Quantitative Economics, 2012, 3, (2), 211-255 Downloads View citations (60)
    See also Working Paper (2011)

2011

  1. Properties of the CUE estimator and a modification with moments
    Journal of Econometrics, 2011, 165, (1), 45-57 Downloads View citations (14)

2010

  1. Instrumental Variables Estimation With Flexible Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 Downloads View citations (16)
    See also Working Paper (2007)

2009

  1. Choosing instrumental variables in conditional moment restriction models
    Journal of Econometrics, 2009, 152, (1), 28-36 Downloads View citations (38)
  2. Generalized Method of Moments With Many Weak Moment Conditions
    Econometrica, 2009, 77, (3), 687-719 Downloads View citations (103)
  3. Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
    Econometrica, 2009, 77, (5), 1481-1512 Downloads View citations (320)
    See also Working Paper (2004)
  4. Treatment effects (in Russian)
    Quantile, 2009, (6), 15-23 Downloads View citations (2)
  5. Two-step series estimation of sample selection models
    Econometrics Journal, 2009, 12, (s1), S217-S229 View citations (98)
    See also Working Paper (1999)

2008

  1. Estimation With Many Instrumental Variables
    Journal of Business & Economic Statistics, 2008, 26, 398-422 Downloads View citations (145)
    See also Working Paper (2006)

2007

  1. ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN
    International Economic Review, 2007, 48, (4), 1091-1092
  2. Instrumental variable estimation of nonseparable models
    Journal of Econometrics, 2007, 139, (1), 4-14 Downloads View citations (120)
  3. NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS
    International Economic Review, 2007, 48, (4), 1429-1439 View citations (11)

2004

  1. Efficient Semiparametric Estimation via Moment Restrictions
    Econometrica, 2004, 72, (6), 1877-1897 Downloads View citations (30)
  2. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
    Econometrica, 2004, 72, (1), 219-255 Downloads View citations (416)
    See also Working Paper (2003)
  3. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
    Econometrica, 2004, 72, (4), 1295-1319 Downloads View citations (253)
    See also Working Paper (2003)
  4. Twicing Kernels and a Small Bias Property of Semiparametric Estimators
    Econometrica, 2004, 72, (3), 947-962 Downloads View citations (65)

2003

  1. A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
    Econometric Reviews, 2003, 22, (2), 115-134 Downloads View citations (5)
  2. Empirical likelihood estimation and consistent tests with conditional moment restrictions
    Journal of Econometrics, 2003, 117, (1), 55-93 Downloads View citations (98)
  3. Instrumental Variable Estimation of Nonparametric Models
    Econometrica, 2003, 71, (5), 1565-1578 View citations (407)
  4. Nonparametric Estimation of Sample Selection Models
    Review of Economic Studies, 2003, 70, (1), 33-58 Downloads View citations (235)

2002

  1. Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
    Journal of Business & Economic Statistics, 2002, 20, (4), 507-17 View citations (73)
  2. Nonparametric Estimation with Nonlinear Budget Sets
    Econometrica, 2002, 70, (6), 2455-2480 View citations (67)
    See also Working Paper (1999)

2001

  1. CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
    Econometric Theory, 2001, 17, (5), 863-888 Downloads View citations (5)
    See also Working Paper (1999)
  2. Choosing the Number of Instruments
    Econometrica, 2001, 69, (5), 1161-91 View citations (173)
    See also Working Paper (1999)
  3. Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models
    The Review of Economics and Statistics, 2001, 83, (4), 616-627 Downloads View citations (42)
    See also Working Paper (1999)
  4. Tax reform evaluation using non-parametric methods: Sweden 1980-1991
    Journal of Public Economics, 2001, 79, (3), 543-568 Downloads View citations (15)
    See also Working Paper (1998)

2000

  1. A jackknife interpretation of the continuous updating estimator
    Economics Letters, 2000, 67, (3), 239-243 Downloads View citations (21)

1999

  1. Consistency of two-step sample selection estimators despite misspecification of distribution
    Economics Letters, 1999, 63, (2), 129-132 Downloads View citations (29)
  2. Nonparametric Estimation of Triangular Simultaneous Equations Models
    Econometrica, 1999, 67, (3), 565-604 View citations (222)
    See also Working Paper (1998)

1998

  1. Efficient Semiparametric Estimation of Expectations
    Econometrica, 1998, 66, (2), 453-464 View citations (40)

1997

  1. Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
    Econometrica, 1997, 65, (3), 587-600 View citations (104)
  2. Convergence rates and asymptotic normality for series estimators
    Journal of Econometrics, 1997, 79, (1), 147-168 Downloads View citations (339)

1995

  1. Nonlinear errors in variables Estimation of some Engel curves
    Journal of Econometrics, 1995, 65, (1), 205-233 Downloads View citations (105)
    See also Working Paper (1988)
  2. Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
    Econometrica, 1995, 63, (6), 1445-76 Downloads View citations (146)
    See also Working Paper (1992)

1994

  1. Automatic Lag Selection in Covariance Matrix Estimation
    Review of Economic Studies, 1994, 61, (4), 631-653 Downloads View citations (1493)
    See also Working Paper (1995)
  2. Kernel Estimation of Partial Means and a General Variance Estimator
    Econometric Theory, 1994, 10, (2), 1-21 Downloads View citations (124)
    See also Working Paper (1992)
  3. Series Estimation of Regression Functionals
    Econometric Theory, 1994, 10, (1), 1-28 Downloads View citations (21)
    See also Working Paper (1989)
  4. Series Estimation of Semilinear Models
    Journal of Multivariate Analysis, 1994, 50, (1), 30-40 Downloads View citations (37)
  5. The Asymptotic Variance of Semiparametric Estimators
    Econometrica, 1994, 62, (6), 1349-82 Downloads View citations (315)
    See also Working Paper (1991)

1993

  1. Efficiency bounds for some semiparametric selection models
    Journal of Econometrics, 1993, 58, (1-2), 169-184 Downloads View citations (1)
  2. Efficiency of Weighted Average Derivative Estimators and Index Models
    Econometrica, 1993, 61, (5), 1199-223 Downloads View citations (57)

1991

  1. Identification and estimation of polynomial errors-in-variables models
    Journal of Econometrics, 1991, 50, (3), 273-295 Downloads View citations (88)
  2. Over-Identification Tests in Earnings Functions with Fixed Effects
    Journal of Business & Economic Statistics, 1991, 9, (3), 317-23 View citations (48)
  3. Uniform Convergence in Probability and Stochastic Equicontinuity
    Econometrica, 1991, 59, (4), 1161-67 Downloads View citations (123)
    See also Working Paper (1989)

1990

  1. Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions
    Econometric Theory, 1990, 6, (3), 295-317 Downloads View citations (47)
  2. Efficient Instrumental Variables Estimation of Nonlinear Models
    Econometrica, 1990, 58, (4), 809-37 Downloads View citations (144)
    See also Working Paper (1989)
  3. Semiparametric Efficiency Bounds
    Journal of Applied Econometrics, 1990, 5, (2), 99-135 Downloads View citations (170)
  4. Semiparametric Estimation of Selection Models: Some Empirical Results
    American Economic Review, 1990, 80, (2), 324-28 Downloads View citations (149)
    See also Working Paper (1990)

1989

  1. Introduction à la théorie des bornes d'efficacité semi-paramétriques
    Annals of Economics and Statistics, 1989, (13), 1-47 Downloads
  2. The Revenues-Expenditures Nexus: Evidence from Local Government Data
    International Economic Review, 1989, 30, (2), 415-29 Downloads View citations (56)
    See also Working Paper (1987)

1988

  1. Adaptive estimation of regression models via moment restrictions
    Journal of Econometrics, 1988, 38, (3), 301-339 Downloads View citations (67)
  2. Asymptotic Equivalence of Closest Moments and GMM Estimators
    Econometric Theory, 1988, 4, (2), 336-340 Downloads View citations (1)
  3. Estimating Vector Autoregressions with Panel Data
    Econometrica, 1988, 56, (6), 1371-95 Downloads View citations (1609)
  4. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
    Econometric Theory, 1988, 4, (3), 428-457 Downloads View citations (127)

1987

  1. Asymmetric Least Squares Estimation and Testing
    Econometrica, 1987, 55, (4), 819-47 Downloads View citations (266)
  2. Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
    Econometrica, 1987, 55, (4), 849-74 Downloads View citations (34)
    See also Working Paper (1985)
  3. Efficient estimation of limited dependent variable models with endogenous explanatory variables
    Journal of Econometrics, 1987, 36, (3), 231-250 Downloads View citations (473)
  4. Hypothesis Testing with Efficient Method of Moments Estimation
    International Economic Review, 1987, 28, (3), 777-87 Downloads View citations (514)
  5. Specification tests for distributional assumptions in the Tobit model
    Journal of Econometrics, 1987, 34, (1-2), 125-145 Downloads View citations (33)

1986

  1. Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
    Journal of Econometrics, 1986, 32, (1), 127-141 Downloads View citations (16)

1985

  1. A large-sample chow test for the linear simultaneous equation
    Economics Letters, 1985, 18, (4), 351-353 Downloads View citations (5)
  2. Generalized method of moments specification testing
    Journal of Econometrics, 1985, 29, (3), 229-256 Downloads View citations (313)
  3. Maximum Likelihood Specification Testing and Conditional Moment Tests
    Econometrica, 1985, 53, (5), 1047-70 Downloads View citations (198)

1984

  1. A method of moments interpretation of sequential estimators
    Economics Letters, 1984, 14, (2-3), 201-206 Downloads View citations (161)

1981

  1. Sequential R&D Strategy for Synfuels
    Bell Journal of Economics, 1981, 12, (2), 574-590 Downloads View citations (20)

Edited books

2007

  1. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (4)
  2. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (4)
  3. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (4)
  4. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (4)
  5. Advances in Economics and Econometrics 3 Volume Hardback Set
    Cambridge Books, Cambridge University Press View citations (2)
  6. Advances in Economics and Econometrics 3 Volume Paperback Set
    Cambridge Books, Cambridge University Press View citations (2)

2006

  1. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (2)
  2. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (2)

Chapters

1994

  1. Application of the Newey-West Matrix for Correction of Heteroskedasticity and Cross-Sectional Correlation
    Chapter 3 in New Methods For The Arbitrage Pricing Theory And The Present Value Model, 1994, pp 91-111 Downloads

1986

  1. Large sample estimation and hypothesis testing
    Chapter 36 in Handbook of Econometrics, 1986, vol. 4, pp 2111-2245 Downloads View citations (168)

Software Items

 
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