International Fellows

Jerry Hausman

Selected Publications

Demand analysis with many prices

From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across […]

Whitney K. Newey, Jerry Hausman, Victor Chernozhukov
30 October 2019 | CWP59/19
Increasing the power of specification tests

This paper shows how to increase the power of Hausman’s (1978) specification test as well as […]

Jerry Hausman, Tiemen M. Woutersen
20 July 2018 | CWP46/18
Specification test on mixed logit models

This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFadden’s […]

Josh Lustig, Jerry Hausman, Jinyong Hahn
12 December 2017 | CWP58/17
Estimating dynamic panel models: backing out the Nickell Bias

We propose a new estimator for the dynamic panel model, which solves the failure of strict […]

Maxim L. Pinkovskiy, Jerry Hausman
30 November 2017 | CWP53/17
Individual Heterogeneity and Average Welfare

Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]

Whitney K. Newey, Jerry Hausman
16 May 2016 | Journal Article

Previous version

Individual Heterogeneity and Average Welfare
Whitney K. Newey, Jerry Hausman
6 October 2014 | CWP42/14
Finite sample bias corrected IV estimation for weak and many instruments

This paper considers the finite sample distribution of the 2SLS estimator and derives bounds on its […]

Christopher Palmer, Jerry Hausman, Matthew C. Harding
21 July 2015 | CWP41/15
Individual Heterogeneity and Average Welfare

Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]

Whitney K. Newey, Jerry Hausman
6 October 2014 | CWP42/14

Latest version

Individual Heterogeneity and Average Welfare
Whitney K. Newey, Jerry Hausman
16 May 2016 | Journal Article

Previous version

Individual heterogeneity and average welfare
Whitney K. Newey, Jerry Hausman
30 July 2013 | CWP34/13
Individual heterogeneity and average welfare

Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]

Whitney K. Newey, Jerry Hausman
30 July 2013 | CWP34/13

Latest version

Individual Heterogeneity and Average Welfare
Whitney K. Newey, Jerry Hausman
6 October 2014 | CWP42/14
Instrumental variable estimation with heteroskedasticity and many instruments

This paper gives a relatively simple, well behaved solution to the problem of many instruments in […]

Norman Swanson, John Chao, Tiemen M. Woutersen, Whitney K. Newey, Jerry Hausman
25 July 2012 | Journal Article

Previous version

Instrumental variable estimation with heteroskedasticity and many instruments
Tiemen M. Woutersen, Norman Swanson, John Chao, Whitney K. Newey, Jerry Hausman
1 September 2007 | CWP22/07
Properties of the CUE estimator and a modification with moments

In this paper, we analyze properties of the Continuous Updating Estimator (CUE) proposed by Hansen et […]

Whitney K. Newey, Jerry Hausman, Randall Lewis, Konrad Menzel
3 November 2011 | Journal Article