International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with […]
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Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]
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Using many valid instrumental variables has the potential to improve efficiencybut makes the usual inference procedures […]
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Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step […]
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This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators […]
Previous version
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters […]
Previous version
In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, […]
Previous version
This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators […]
Latest version
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters […]
Latest version
In an effort to improve the small sample properties of generalized method of moments(GMM) estimators, a […]