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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Newey, Whitney K."
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Forecasting model
IV-Schätzung
Statistische Methodenlehre
Wahrscheinlichkeitsrechnung
Estimation theory
17
Schätztheorie
17
Theorie
7
Theory
7
Instrumental variables
5
Method of moments
3
Momentenmethode
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Heteroscedasticity
2
Heteroskedastizität
2
Consumption theory
1
Control variables
1
Discrete instruments
1
Endogeneity
1
Heteroskedasticity
1
High dimensional models
1
Honest confidence regions
1
Identification
1
Konsumtheorie
1
Many instruments
1
Nonseparable models
1
Overidentification tests
1
Partially nonparametric
1
Probability theory
1
Specifications tests
1
Statistical test
1
Statistischer Test
1
Structural functions
1
Treatment effects
1
Weak instruments
1
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Article in journal
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Aufsatzsammlung
Non-commercial literature
Aufsatz in Zeitschrift
7
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English
7
Author
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Newey, Whitney K.
Phillips, Peter C. B.
16
Linton, Oliver
14
Su, Liangjun
12
Chen, Songnian
11
Li, Qi
9
White, Halbert
9
Cai, Zongwu
8
Wang, Qiying
8
Florens, Jean-Pierre
7
Sun, Yiguo
7
Xiao, Zhijie
7
Fan, Yanqin
6
Horowitz, Joel
6
Lee, Ji Hyung
6
Li, Degui
6
Robinson, Peter M.
6
Swanson, Norman R.
6
Tu, Yundong
6
Breunig, Christoph
5
Hansen, Bruce E.
5
Hansen, Christian Bailey
5
Sasaki, Yuya
5
Taylor, Robert
5
Yu, Ping
5
Andersen, Torben
4
Chao, John C.
4
Corradi, Valentina
4
Demetrescu, Matei
4
Escanciano, Juan Carlos
4
Fan, Jianqing
4
Galvão Júnior, Antônio Fialho
4
Gao, Jiti
4
Georgiev, Iliyan
4
Ghysels, Eric
4
Jansson, Michael
4
Kapetanios, George
4
Kong, Efang
4
Mammen, Enno
4
Park, Joon Y.
4
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Quantitative economics : QE ; journal of the Econometric Society
3
Working papers / Rutgers University, Department of Economics
3
Discussion paper / University of Bristol, Department of Economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CREATES research paper
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economics and statistics
1
Working paper / Massachusetts Institute of Technology, Department of Economics
1
Working papers / Department of Economics, Eller College
1
Working papers / Department of Economics, The Johns Hopkins University
1
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ECONIS (ZBW)
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1
High-dimensional linear models with many endogenous variables
Belloni, Alexandre
;
Hansen, Christian Bailey
;
Newey, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 4-26
Persistent link: https://www.econbiz.de/10013441711
Saved in:
2
Control variables, discrete instruments, and identification of structural functions
Newey, Whitney K.
;
Stouli, Sami
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012619343
Saved in:
3
Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.
;
Jansson, Michael
;
Newey, Whitney K.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10011950954
Saved in:
4
Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10010254992
Saved in:
5
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
; …
- In:
Econometric theory
28
(
2012
)
1
,
pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
Saved in:
6
Choosing instrumental variables in conditional moment restriction models
Donald, Stephen G.
;
Imbens, Guido
;
Newey, Whitney K.
- In:
Journal of econometrics
152
(
2009
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10003878744
Saved in:
7
Partially adaptive estimation of regression models via the generalized t distribution
McDonald, James B.
- In:
Econometric theory
4
(
1988
)
3
,
pp. 428-457
Persistent link: https://www.econbiz.de/10001074423
Saved in:
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