Books by Whitney K. Newey
Advances in Economics and Econ
Advances in Economics and Econometrics : Volume 1
Advances in Economics and Econ
Advances in Economics and Econometrics : Volume 2
Economics to econometrics
Economics to econometrics
Conditional moment restrictions in censored and truncated regression models
Two-step estimation, optimal moment conditions, and sample selection models
Two-step series estimation of sample selection models
Nonparametric estimation of triangular simultaneous equations models
Undersmoothing and bias corrected functional estimation
Convergence rates & asymptotic normality for series estimators
Convergence rates for series estimators
Flexible simulated moment estimation of nonlinear errors-in-variables models
Efficiency of weighted average derivative estimators and index models
Kernel estimation of partial means and a general variance estimator
Consistency and asymptotic normality of nonparametric projection estimators
The asymptotic variance of semiparametric estimators
An asymmetric least squares test of heteroscedasticity