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Whitney Newey

Professor of Economics, Massachussets Institute of Technology

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Jinyong Hahn, Whitney Newey and Richard J Smith, July 2011,  Tests for neglected heterogeneity in moment condition models cemmap Working Papers , CWP26/11
Jerry Hausman, Menzel, Conrad, Lewis, Randall and Whitney Newey, forthcoming,  A reduced bias GMM-like estimator with reduced estimator dispersion Journal of Econometrics,  Journal Articles
Previous versions:
Jerry Hausman, Konrad Menzel, Randall Lewis and Whitney Newey, September 2007,  A reduced bias GMM-like estimator with reduced estimator dispersion,  cemmap Working Papers , CWP24/07
Whitney Newey and Frank Windmeijer, July 2010,  GMM with many weak moment conditions Econometrica,  Journal Articles
Previous versions:
Whitney Newey and Frank Windmeijer, December 2005,  GMM with many weak moment conditions,  cemmap Working Papers , CWP18/05
Christian Hansen, McDonald, James and Whitney Newey, January 2010,  Instrumental variables estimation with flexible distribution Journal of Business and Economic Statistics,  Vol. 28, No. 1, pp. 13-25, Journal Articles
Previous versions:
Christian Hansen, James B. McDonald and Whitney Newey, August 2007,  Instrumental variables estimation with flexible distribution,  cemmap Working Papers , CWP21/07
Victor Chernozhukov, Ivan Fernandez-Val and Whitney Newey, October 2009,  Quantile and average effects in nonseparable panel models cemmap Working Papers , CWP29/09
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney Newey, March 2009,  Identification and estimation of marginal effects in nonlinear panel models cemmap Working Papers , CWP05/09
Christian Hansen, Jerry Hausman and Whitney Newey, October 2008,  Estimation with many instrumental variables Journal of Business and Economic Statistics,  Vol. 26, No. 4, pp. 398-422, Journal Articles
Previous versions:
Christian Hansen, Jerry Hausman and Whitney Newey, September 2006,  Estimation with many instrumental variables,  cemmap Working Papers , CWP19/06
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney Newey, September 2008,  Identification and estimation of marginal effects in nonlinear panel models cemmap Working Papers , CWP25/08
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