WorldCat Identities

Newey, Whitney K.

Overview
Works: 91 works in 276 publications in 1 language and 1,586 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Honoree
Classifications: HB139, 330
Publication Timeline
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Most widely held works about Whitney K Newey
 
Most widely held works by Whitney K Newey
Advances in economics and econometrics : theory and applications, ninth World Congress by Econometric Society( Book )

44 editions published between 2006 and 2007 in English and held by 319 WorldCat member libraries worldwide

This is the first of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline
Tax reform evaluation using nonparametric methods : Sweden 1980-1991 by Nils Sören Blomquist( Book )

8 editions published between 1997 and 1998 in English and held by 81 WorldCat member libraries worldwide

Abstract: This paper evaluates the tax reforms carried out in Sweden between 1980 and 1991. We use a recently developed nonparametric estimation technique to account for labor supply responses. We decompose the tax returns to study how the separate components influence hours of work, tax revenues distribution. The results indicate that the reform was underfinanced and that the increased indirect taxation and redesigned transfer system almost eliminated the positive effects on hours of work due to the decreased marginal taxes on labor income. Further the predictions of a parametric estimated labor supply model. The responses of the parametric model is almost twice the size of the nonparametric
Economics to econometrics : contributions in honor of Daniel L. McFadden by Charles F Manski( Book )

5 editions published in 2007 in English and held by 56 WorldCat member libraries worldwide

Advances in economics and econometrics : theory and applications, ninth World Congress by Econometric Society( Book )

14 editions published in 2006 in English and held by 30 WorldCat member libraries worldwide

This is the first of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline
Identification and estimation of triangular simultaneous equations models without additivity by Guido Imbens( Book )

6 editions published in 2002 in English and held by 22 WorldCat member libraries worldwide

This paper investigates identification and inference in a nonparametric structural model with instrumental variables and non-additive errors. We allow for non-additive errors because the unobserved heterogeneity in marginal returns that often motivates concerns about endogeneity of choices requires objective functions that are non-additive in observed and unobserved components. We formulate several independence and monotonicity conditions that are sufficient for identification of a number of objects of interest, including the average conditional response, the average structural function, as well as the full structural response function. For inference we propose a two-step series estimator. The first step consists of estimating the conditional distribution of the endogenous regressor given the instrument. In the second step the estimated conditional distribution function is used as a regressor in a nonlinear control function approach. We establish rates of convergence, asymptotic normality, and give a consistent asymptotic variance estimator
Automatic lag selection in convariance matrix estimation by Kenneth D West( Book )

7 editions published between 1992 and 1995 in English and held by 16 WorldCat member libraries worldwide

We propose a nonparametric method for automatically selecting the number of autocovariances to use in computing a heteroskedasticity and autocorrelation consistent covariance matrix. For a given kernel for weighting the autocovariances, we prove that our procedure is asymptotically equivalent to one that is optimal under a mean squared error loss function. Monte Carlo simulations suggest that our procedure performs tolerably well, although it does result in size distortions
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix by Whitney K Newey( Book )

8 editions published in 1986 in English and held by 14 WorldCat member libraries worldwide

This paper describes a simple method of calculating a heteroskedasticity and autocorrelation consistent covariance matrix that is positive semi-definite by construction. It also establishes consistency of the estimated covariance matrix under fairly general conditions
Choosing the number of instruments by Stephen G Donald( Book )

6 editions published between 1999 and 2000 in English and held by 12 WorldCat member libraries worldwide

Implementing causality tests wwith panel data, with an example from local public finance by Douglas Holtz-Eakin( Book )

7 editions published between 1985 and 1989 in English and held by 10 WorldCat member libraries worldwide

This paper considers estimation and testing of vector autoregression coefficients in panel data, and applies the techniques to analyze the dynamic properties of revenues, expenditures, and grants in a sample of United States municipalities. The model allows for nonstationary individual effects, and is estimated by applying instrumental variables to the quasi-differenced autoregressive equations Q Particular attention is paid to specifying lag lengths and forming convenient test statistics. The empirical results suggest that intertemporal linkages are important to the understanding of state and local behavior. Such linkages are ignored in conventional cross sectional regressions. Also, we present evidence that past grant revenues help to predict current expenditures, but that past expenditures do not help to predict current revenues
Nonparametric estimation of triangular simultaneous equations models by Whitney K Newey( Book )

5 editions published between 1998 and 1999 in English and held by 9 WorldCat member libraries worldwide

Flexible simulated moment estimation of nonlinear errors-in-variables models by Whitney K Newey( Book )

7 editions published between 1993 and 1999 in English and held by 9 WorldCat member libraries worldwide

The asymptotic variance of semiparametric estimators by Whitney K Newey( Book )

5 editions published between 1989 and 1991 in English and held by 8 WorldCat member libraries worldwide

Asymptotic bias and equivalence of GMM and GEL estimators by Whitney K Newey( Book )

4 editions published between 2000 and 2001 in English and held by 8 WorldCat member libraries worldwide

Convergence rates & asymptotic normality for series estimators by Whitney K Newey( Book )

2 editions published in 1995 in English and held by 8 WorldCat member libraries worldwide

Nonparametric estimation of exact consumers surplus and deadweight loss by Jerry A Hausman( Book )

6 editions published between 1992 and 1995 in English and held by 7 WorldCat member libraries worldwide

We apply nonparametric regression models to estimation of demand curves of the type most often used in applied research. From the demand curve estimators we derive estimates of exact consumers surplus and deadweight loss, that are the most widely used welfare and economic efficiency measures in areas of economics such as public finance. We also develop tests of the symmetry and downward sloping properties of compensated demand. We work out asymptotic normal sampling theory for kernel and series nonparametric estimators, as well as for the parametric case. The paper includes an application to gasoline demand. Empirical questions of interest here are the shape of the demand curve and the average magnitude of welfare loss from a tax on gasoline. In this application we compare parametric and nonparametric estimates of the demand curve, calculate exact and approximate measures of consumers surplus and deadweight loss, and give standard error estimates. We also analyze the sensitivity of the welfare measures to components of nonparametric regression estimators such as the number of terms in a series approximation
Efficient estimation of semiparametric models via moment restrictions by Whitney K Newey( Book )

3 editions published in 1990 in English and held by 7 WorldCat member libraries worldwide

Efficient estimation and identification of simultaneous equations models with covariance restrictions by Jerry A Hausman( Book )

4 editions published between 1983 and 1986 in English and held by 7 WorldCat member libraries worldwide

Wages and hours : estimating vector autoregressions with panel data by Douglas Holtz-Eakin( Book )

3 editions published in 1987 in English and held by 5 WorldCat member libraries worldwide

Density weighted linear least squares by Whitney K Newey( Book )

2 editions published in 1994 in English and held by 4 WorldCat member libraries worldwide

Essays in honor of Jerry Hausman by Badi H Baltagi( Book )

4 editions published in 2012 in English and held by 1 WorldCat member library worldwide

A title that aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature
 
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Audience level: 0.72 (from 0.24 for Essays in ... to 0.86 for Asymptotic ...)

Advances in economics and econometrics : theory and applications, ninth World Congress
Alternative Names
Newey, W. K.

Newey, Whitney

Newey, Whitney K.

Whitney K. Newey Amerikaans econoom

Whitney K. Newey amerikansk ekonom

Whitney K. Newey amerikansk økonom

Whitney K. Newey economista estadounidense

Whitney Newey

Whitney Newey économiste américain

Whitney Newey US-amerikanischer Wirtschaftswissenschaftler und Hochschullehrer

Languages
English (151)

Covers
Economics to econometrics : contributions in honor of Daniel L. McFaddenAdvances in economics and econometrics : theory and applications, ninth World Congress