International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
This paper gives a relatively simple, well behaved solution to the problem of many instruments in […]
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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 […]
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Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step […]
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Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]
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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 […]
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Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference […]
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This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]