Papers

Identification and Estimation of Marginal Effects in Nonlinear Panel Models

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, and Whitney K. Newey

 

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
Guido Imbens and Whitney Newey
June 2008

GMM Estimation with Many Weak Moment Conditions

Whitney K. Newey and Frank Windmeijer
February 2008

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

Jerry Hausman, Whitney Newey, Tiemen Woutersen, John Chao and Norman Swanson, March 2008

Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments

John Chao, Norman Swanson, Jerry Hausman, Whitney Newey, Tiemen Woutersen

November 2007

 

Choosing Among Instrument Sets

November 2007

Instrumental Variables Estimation with Flexible Distributions

byChristian Hansen, James B. McDonald, Whitney K. Newey

September 2007

Estimation with Many Instrumental Variables
Christian Hansen, Jerry Hausman and Whitney K. Newey
August 2006

Many Instrument Asymptotics
Whitney Newey
June 2004

Higher Order Properties of Bootstrap and Jackknife Bias Corrected Maximum Likelihood Estimators
Whitney K. Newey, J. Hahn and G. Kuersteiner

Choosing the Number of Moments in Conditional Moment Restriction Models
Whitney K. Newey, S.G. Donald and G. Imbens

Two-Step Series Estimation of Sample Selection Models
Whitney K. Newe

Efficient Semiparametric Estimation via Moment Restrictions
Whitney K. Newey and Tasneem Chipty

Asymptotic Bias and Equivalence of GMM and GEL Estimators
Whitney K. Newey and Richard J. Smith