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Whitney Newey ";

Papers

Quantile and Average Effects in Nonseparable Panel Models

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

October 2009

Identification and Estimation of Marginal Effects in Nonlinear Panel Models

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

February 2009

 

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

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

September 2009

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

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

August 2009

 

Choosing the Number of Moments in Conditional Moment Restriction Models

Stephen G. Donald, Guido Imbens and Whitney Newey

October 2008

Instrumental Variables Estimation with Flexible Distributions

Christian 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

Two-Step Series Estimation of Sample Selection Models

Whitney K. Newey

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