The following pages link to Whitney K. Newey (Q280225):
Displaying 40 items.
- Estimating Vector Autoregressions with Panel Data (Q83292) (← links)
- Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748) (← links)
- Asymmetric Least Squares Estimation and Testing (Q153948) (← links)
- Two-step series estimation of sample selection models (Q158714) (← links)
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- (Q374907) (redirect page) (← links)
- A method of moments interpretation of sequential estimators (Q374908) (← links)
- A large-sample Chow test for the linear simultaneous equation (Q375134) (← links)
- (Q738044) (redirect page) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables (Q1076470) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623) (← links)
- Specification tests for distributional assumptions in the Tobit model (Q1104019) (← links)
- Identification and estimation of polynomial errors-in-variables models (Q1185204) (← links)
- Efficiency bounds for some semiparametric selection models (Q1260686) (← links)
- Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
- Consistency of two-step sample selection estimators despite misspecification of distribution (Q1292437) (← links)
- Series estimation of semilinear models (Q1333197) (← links)
- Nonlinear errors in variables estimation of some Engel curves (Q1343136) (← links)
- Convergence rates and asymptotic normality for series estimators (Q1362062) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- (Q1978759) (redirect page) (← links)
- A jackknife interpretation of the continuous updating estimator (Q1978760) (← links)
- Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- Neglected heterogeneity in moment condition models (Q2512601) (← links)
- Nonparametric identification in panels using quantiles (Q2516311) (← links)
- Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
- Control variables, discrete instruments, and identification of structural functions (Q2658773) (← links)
- Average and Quantile Effects in Nonseparable Panel Models (Q2857548) (← links)
- Efficiency of Weighted Average Derivative Estimators and Index Models (Q3142522) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- Efficient Instrumental Variables Estimation of Nonlinear Models (Q3352346) (← links)
- Heterogeneous coefficients, control variables and identification of multiple treatment effects (Q5102511) (← links)
- Twicing Kernels and a Small Bias Property of Semiparametric Estimators (Q5475038) (← links)
- Efficient Semiparametric Estimation via Moment Restrictions (Q5475066) (← links)
- Locally Robust Semiparametric Estimation (Q6181688) (← links)
- De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers (Q6298171) (← links)
- A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees (Q6369049) (← links)
