WorldCat Identities

Newey, Whitney K.

Overview
Works: 92 works in 224 publications in 1 language and 1,190 library holdings
Genres: Conference proceedings 
Roles: Author, Editor
Classifications: HB139, 330.015195
Publication Timeline
Key
Publications about  Whitney K Newey Publications about Whitney K Newey
Publications by  Whitney K Newey Publications by Whitney K Newey
Most widely held works about Whitney K Newey
 
Most widely held works by Whitney K Newey
Essays in honor of Jerry Hausman by Badi H Baltagi ( )
4 editions published between 2012 and 2013 in English and held by 310 WorldCat member libraries 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
Advances in economics and econometrics : theory and applications, ninth World Congress by Econometric Society ( Book )
9 editions published between 2006 and 2007 in English and held by 237 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 )
12 editions published between 1997 and 1998 in English and held by 102 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 ( Book )
5 editions published in 2007 in English and held by 55 WorldCat member libraries worldwide
Identification and estimation of triangular simultaneous equations models without additivity by Guido Imbens ( )
6 editions published in 2002 in English and held by 44 WorldCat member libraries worldwide
Abstract: 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
Advances in economics and econometrics : theory and applications : ninth world congress by Econometric Society ( Book )
7 editions published between 2006 and 2007 in English and held by 37 WorldCat member libraries worldwide
The revenues-expenditures nexus : evidence from local government data by Douglas Holtz-Eakin ( Book )
6 editions published between 1987 and 1989 in English and held by 36 WorldCat member libraries worldwide
This paper examines the intertemporal linkages between local government expenditures and revenues. In the terminology that has become standard in the literature on vector autoregression analysis, the issue is whether revenues Granger-cause expenditures, or expenditures Granger-cause revenues. The main results that emerge from an analysis of fiscal data from 171 municipal governments over the period 1972-1980 are that: 1) one or two years are sufficient to summarize the relevant dynamic interrelationships; 2) there are important intertemporal linkages between expenditures, taxes and grants; and 3) past revenues help predict current expenditures, but past expenditures do not alter the future path of revenues. This last finding is contrary to results that have emerged from previous analyses of federal fiscal data, and hence suggests the need for additional research on the differences in the processes generating local and federal decisions
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix by Whitney K Newey ( )
8 editions published between 1985 and 1986 in English and held by 34 WorldCat member libraries worldwide
Abstract: 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
Automatic lag selection in covariance matrix estimation by Kenneth D West ( )
4 editions published between 1993 and 1995 in English and held by 31 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
Advances in economics and econometrics : theory and applications ; Ninth World Congress by Econometric Society ( Book )
10 editions published in 2006 in English and held by 27 WorldCat member libraries worldwide
Advances in economics and econometrics theory and applications, ninth World Congress by Econometric Society ( Book )
8 editions published in 2006 in English and held by 25 WorldCat member libraries worldwide
Implementing causality tests with panel data, with an example from local public finance by Douglas Holtz-Eakin ( )
4 editions published in 1985 in English and held by 23 WorldCat member libraries worldwide
Choosing the number of instruments by Stephen G Donald ( Book )
5 editions published between 1999 and 2000 in English and held by 11 WorldCat member libraries worldwide
Convergence rates & asymptotic normality for series estimators by Whitney K Newey ( Book )
3 editions published between 1993 and 1995 in English and held by 10 WorldCat member libraries worldwide
Nonparametric estimation of triangular simultaneous equations models by Whitney K Newey ( Book )
4 editions published between 1998 and 1999 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 7 WorldCat member libraries worldwide
Flexible simulated moment estimation of nonlinear errors-in-variables models by Whitney K Newey ( Book )
5 editions published between 1993 and 1999 in English and held by 7 WorldCat member libraries worldwide
Asymptotic bias and equivalence of GMM and GEL estimators by Whitney K Newey ( Book )
3 editions published between 2000 and 2001 in English and held by 7 WorldCat member libraries worldwide
Advances in economics and econometrics by Société d'économétrie ( Book )
3 editions published in 2006 in English and held by 7 WorldCat member libraries worldwide
Efficient estimation of linear and Type I censored regression models under conditional quantile restrictions by Whitney K Newey ( Book )
3 editions published in 1987 in English and held by 7 WorldCat member libraries worldwide
 
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Alternative Names
Newey, W. K.
Newey, Whitney
Newey, Whitney K.
Languages
English (113)
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