Randall Lewis

Selected Publications

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 […]

Jerry Hausman, Randall Lewis, Konrad Menzel, Whitney K. Newey
3 November 2011 | Journal Article
A reduced bias GMM-like estimator with reduced estimator dispersion

2SLS is by far the most-used estimator for the simultaneous equation problem. However, it is now […]

Jerry Hausman, Randall Lewis, Konrad Menzel, Whitney K. Newey
14 September 2007 | CWP24/07