International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
In this paper, we analyze properties of the Continuous Updating Estimator (CUE) proposed by Hansen et […]
The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity […]
In parametric models a sufficient condition for local identification is that the vector of moment conditions […]
Latest version
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step […]
Previous version
Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]
Previous version
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, […]
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
Latest version
Previous version
Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference […]
Previous version
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
Latest version
2SLS is by far the most-used estimator for the simultaneous equation problem. However, it is now […]