The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
A method of moments interpretation of sequential estimators
Overview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“By Theorem 6.1 of Newey and McFadden (1994, cf. Newey, 1984), and under standard regularity conditions, √ N ( ˆ β -β ) a ∼ N (0 , v ), where v is the last element of”
From Two-stage differences in differences (2022) · cites this paper as Newey, 1984
Citations
Cites
Large Sample Properties of Generalized Method of Moments Estimators
Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
Unanticipated Money, Output, and the Price Level in the United States
Barro, R. J. (1978) · Journal of Political Economy · doi:10.1086/260699 · Cited by 671
On unification of the asymptotic theory of nonlinear econometric models
Burguete, J. F., Gallant, A. R., & Souza, G. D. S. E. (1982) · Econometric Reviews · doi:10.1080/07311768208800012 · Cited by 152
Cited by
Sorted by citations
Items 101–200 of 329
Selecting Copulas for Risk ManagementPreprint
Kole, E., Verbeek, M., & Koedijk, K. C. G. (2006) · SSRN Electronic Journal · doi:10.2139/ssrn.676966 · Cited by 60
The Impact of ECB Monetary Policy Decisions and Communication on the Yield CurvePreprint
Brand, C., Buncic, D., & Turunen, J. (2008) · SSRN Electronic Journal · doi:10.2139/ssrn.1311509 · Cited by 54
Bodory, H., Camponovo, L., Huber, M., & Lechner, M. (2018) · Journal of Business and Economic Statistics · doi:10.1080/07350015.2018.1476247 · Cited by 53
Crawford, I., Laisney, F., & Preston, I. P. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(03)00083-6 · Cited by 52
Changes in Consumption and Saving Behavior before and after Economic Shocks: Evidence from Zimbabwe
Ersado, L., Alderman, H., & Alwang, J. (2003) · Economic Development and Cultural Change · doi:10.1086/380136 · Cited by 51
Multinational enterprises and innovation: firm level evidence on spillover via R&D collaboration
Lööf, H. (2008) · Journal of Evolutionary Economics · doi:10.1007/s00191-008-0103-y · Cited by 52
All Votes Are Not Created Equal: Campaign Contributions and Critical Votes
Gordon, S. B. (2001) · The Journal of Politics · doi:10.1111/0022-3816.00067 · Cited by 48
Anchoring Bias in Consensus Forecasts and its Effect on Market Prices
Campbell, S. D., & Sharpe, S. A. (2007) · Finance and Economics Discussion Series · doi:10.17016/feds.2007.12 · Cited by 48
Financial Constraints, Innovation Performance and Sectoral Disaggregation
Efthyvoulou, G., & Vahter, P. (2015) · Manchester School · doi:10.1111/manc.12089 · Cited by 47
Rich, R. W., Raymond, J. E., & Butler, J. S. (1992) · Journal of Applied Econometrics · doi:10.1002/jae.3950070203 · Cited by 45
An analysis of housing expenditure using semiparametric models and panel data
Charlier, E., Melenberg, B., & van Soest, A. (2001) · Journal of Econometrics · doi:10.1016/s0304-4076(00)00074-9 · Cited by 44
Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands*
Dumont, M., Rayp, G., Thas, O., & Willemé, P. (2005) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.2005.00126.x · Cited by 44
Precautionary saving and earnings uncertainty in Japan: A household-level analysis
Zhou, Y. (2003) · Journal of the Japanese and International Economies · doi:10.1016/s0889-1583(03)00012-1 · Cited by 44
A microeconometric model analysis of US consumer demand for alcoholic beverages
Gao, X., Wailes, E. J., & Cramer, G. L. (1995) · Applied Economics · doi:10.1080/00036849500000008 · Cited by 44
Newey–West covariance matrix estimates for models with generated regressors
Smith, J. P., & McAleer, M. J. (1994) · Applied Economics · doi:10.1080/00036849400000034 · Cited by 43
How to Control for Many Covariates? Reliable Estimators Based on the Propensity ScorePreprint
Huber, M., Lechner, M., & Wunsch, C. (2010) · SSRN Electronic Journal · doi:10.2139/ssrn.1696892 · Cited by 43
Understanding Interactions in Social Networks and Committees
Bhattacharjee, A., & Holly, S. (2012) · Spatial Economic Analysis · doi:10.1080/17421772.2012.722669 · Cited by 41
Modelling price competition across many markets (An application to the Spanish loans market)
Jaumandreu, J., & Lorences, J. (2002) · European Economic Review · doi:10.1016/s0014-2921(01)00085-x · Cited by 41
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
Kan, R., Robotti, C., & Shanken, J. A. (2009) · National Bureau of Economic Research · doi:10.3386/w15047 · Cited by 38
Locally robust semiparametric estimation
Chernozhukov, V., Escanciano, J. C., Ichimura, H., Newey, W. K., & Robins, J. M. (2022) · doi:10.1920/wp.cem.2018.3018 · Cited by 44
Self-citationEstimation of Linear Dynamic Panel Data Models with Time-Invariant RegressorsPreprint
Kripfganz, S., & Schwarz, C. (2013) · SSRN Electronic Journal · doi:10.2139/ssrn.2386572 · Cited by 35
Empirical Analysis of Competition between Wal‐Mart and Other Retail Channels
Chiou, L. (2009) · Journal of Economics & Management Strategy · doi:10.1111/j.1530-9134.2009.00215.x · Cited by 34
Exports and innovation: the role of heterogeneity in exports
Yang, C. (2017) · Empirical Economics · doi:10.1007/s00181-017-1312-8 · Cited by 34
Assessing the Effect of Batterer Program Completion on Reassault: An Instrumental Variables Analysis
Jones, A. S., & Gondolf, E. W. (2002) · Journal of Quantitative Criminology · doi:10.1023/a:1013244929733 · Cited by 34
Maternal Smoking, Misclassification, and Infant HealthPreprint
Brachet, T. (2007) · SSRN Electronic Journal · doi:10.2139/ssrn.1009781 · Cited by 34
Cross-listings, antitakeover defenses, and the insulation hypothesis
Tsang, A., Yang, N., & Zheng, L. (2021) · Journal of Financial Economics · doi:10.1016/j.jfineco.2021.08.003 · Cited by 32
GMM redundancy results for general missing data problems
Prokhorov, A. B., & Schmidt, P. (2009) · Journal of Econometrics · doi:10.1016/j.jeconom.2009.03.010 · Cited by 32
Improved Errors-in-Variables Estimators for Grouped Data
Devereux, P. J. (2007) · Journal of Business and Economic Statistics · doi:10.1198/073500106000000189 · Cited by 32
SPATIAL MOBILITY AND RETURNS TO EDUCATION: SOME EVIDENCE FROM A SAMPLE OF FRENCH YOUTH*
Lemistre, P., & Moreau, N. (2008) · Journal of Regional Science · doi:10.1111/j.1467-9787.2008.00574.x · Cited by 32
Vella, F., & Gregory, R. (1996) · Labour Economics · doi:10.1016/0927-5371(96)00006-1 · Cited by 32
Structural interactions in spatial panels
Bhattacharjee, A., & Holly, S. (2010) · Empirical Economics · doi:10.1007/s00181-010-0396-1 · Cited by 31
Spin-Offs, Divestitures, and Conglomerate InvestmentPreprint
Çolak, G., & Whited, T. M. (2005) · SSRN Electronic Journal · doi:10.2139/ssrn.676034 · Cited by 31
Formal and informal sector employment in urban areas of Bolivia
Pradhan, M., & van Soest, A. (1995) · Labour Economics · doi:10.1016/0927-5371(95)80032-s · Cited by 30
Extremum Estimation when the Predictors are Estimated from Large Panels
Bai, J., & Ng, S. (2008) · RePEc: Research Papers in Economics · Cited by 30
Attrition, Selection Bias and Censored Regressions
Honoré, B. E., Vella, F., & Verbeek, M. (2008) · Advanced studies in theoretical and applied econometrics · doi:10.1007/978-3-540-75892-1_12 · Cited by 29
Determinants of Privatization Prices
Lopez-de-Silane, F. (1996) · National Bureau of Economic Research · doi:10.3386/w5494 · Cited by 28
Treatment Evaluation in the Presence of Sample Selection
Huber, M. (2013) · Econometric Reviews · doi:10.1080/07474938.2013.806197 · Cited by 30
Wang, J., Gao, X., Wailes, E. J., & Cramer, G. L. (1996) · Applied Economic Perspectives and Policy · doi:10.2307/1349630 · Cited by 25
Huber, M., Lechner, M., & Mellace, G. (2015) · Journal of Business and Economic Statistics · doi:10.1080/07350015.2015.1017644 · Cited by 24
Hong, G., Yang, F., & Qin, X. (2020) · Journal of the Royal Statistical Society Series A (Statistics in Society) · doi:10.1111/rssa.12621 · Cited by 24
Identification of Technology Shocks in Structural Vars
Fève, P., & Guay, A. (2009) · The Economic Journal · doi:10.1111/j.1468-0297.2009.02328.x · Cited by 23
A household model for work absence
Johansson, P., & Brafinnafis, K. (1998) · Applied Economics · doi:10.1080/000368498324832 · Cited by 22
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
Hahn, J., Liao, Z., & Ridder, G. (2018) · Econometric Theory · doi:10.1017/s0266466618000014 · Cited by 21
Semiparametric estimation under shape constraints
Wu, X., & Sickles, R. C. (2017) · Econometrics and Statistics · doi:10.1016/j.ecosta.2017.06.001 · Cited by 20
Unleashing the Crowd: The Effect of Social Networks in Crowdfunding Markets
Peng, L., & Zhang, L. (2024) · Management Science · doi:10.1287/mnsc.2022.01364 · Cited by 20
Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models
Aguirregabiria, V., & Magesan, A. (2013) · Emerald Group Publishing Limited eBooks · doi:10.1108/s0731-9053(2013)0000032001 · Cited by 20
A generalized panel data switching regression model
Malikov, E., & Kumbhakar, S. C. (2014) · Economics Letters · doi:10.1016/j.econlet.2014.06.022 · Cited by 20
Gandhi, A., Kim, K. I., & Petrin, A. (2011) · National Bureau of Economic Research · doi:10.3386/w16894 · Cited by 20
Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms
Kane, E. J., & Ünal, H. (1988) · National Bureau of Economic Research · doi:10.3386/w2693 · Cited by 20
The Role of Advisory Services in Proxy Voting
Alexander, C., Chen, M. A., Seppi, D. J., & Spatt, C. S. (2009) · National Bureau of Economic Research · doi:10.3386/w15143 · Cited by 20
Fish to fight: Does catching more fish increase conflicts in Indonesia?
Lu, Y., & Yamazaki, S. (2023) · World Development · doi:10.1016/j.worlddev.2023.106337 · Cited by 25
Ideological Signaling and Incumbency Advantage
Peskowitz, Z. (2017) · British Journal of Political Science · doi:10.1017/s0007123416000557 · Cited by 22
A Weighting Method for Assessing Between-Site Heterogeneity in Causal Mediation Mechanism
Qin, X., & Hong, G. (2017) · Journal of Educational and Behavioral Statistics · doi:10.3102/1076998617694879 · Cited by 19
The Econometric Analysis ofConstructed Binary Time SeriesPreprint
Harding, A. D., & Pagan, A. (2006) · Minerva Access (University of Melbourne) · Cited by 19
The Sample Selection Model from a Method of Moments Perspective
Meijer, E., & Wansbeek, T. J. (2007) · Econometric Reviews · doi:10.1080/07474930600972194 · Cited by 18
Implementing second-best environmental policy under adverse selection
Sheriff, G. D. (2008) · Journal of Environmental Economics and Management · doi:10.1016/j.jeem.2008.10.001 · Cited by 18
On crises, crashes and comovements
Kole, E. (2006) · RePub (Erasmus University Rotterdam) · Cited by 18
LEARNING ABOUT NEW PRODUCTS: AN EMPIRICAL STUDY OF PHYSICIANS' BEHAVIOR
Ferreyra, M. M., & Kosenok, G. (2010) · Economic Inquiry · doi:10.1111/j.1465-7295.2010.00310.x · Cited by 16
Inventories, orders, temporary and permanent layoffs: An econometric analysis
Haltiwanger, J., & Maccini, L. J. (1989) · Carnegie-Rochester Conference Series on Public Policy · doi:10.1016/0167-2231(89)90029-8 · Cited by 17
Kim, K. I. (2006) · Economics Letters · doi:10.1016/j.econlet.2005.12.003 · Cited by 17
Panel Estimates of the Canadian Rural/Urban Women's Wage Gap
Vera‐Toscano, E., Phimister, E., & Weersink, A. J. (2004) · American Journal of Agricultural Economics · doi:10.1111/j.0002-9092.2004.00659.x · Cited by 17
Takeover risk and the correlation between stocks and bonds
Bhanot, K., Mansi, S., & Wald, J. K. (2009) · Journal of Empirical Finance · doi:10.1016/j.jempfin.2009.10.006 · Cited by 17
Horizontal and Vertical R&D CooperationPreprint
Inkmann, J. (2000) · RePEc: Research Papers in Economics · Cited by 17
What is the Source of the Intergenerational Correlation in Earnings?Preprint
Gayle, G.-L., Golan, L., & Soytaş, M. A. (2015) · SSRN Electronic Journal · doi:10.2139/ssrn.2652124 · Cited by 17
Aristei, D., & Pieroni, L. (2010) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.2010.00590.x · Cited by 16
The asymptotic variance of semi-parametric estimators with generated regressors
Hahn, J., & Ridder, G. (2017) · doi:10.1920/wp.cem.2010.2310 · Cited by 16
Honoré, B. E., & Kesina, M. (2015) · Journal of Business and Economic Statistics · doi:10.1080/07350015.2015.1123635 · Cited by 15
Qin, X., Hong, G., Deutsch, J., & Bein, E. (2019) · Journal of the Royal Statistical Society Series A (Statistics in Society) · doi:10.1111/rssa.12446 · Cited by 15
A latent variable model of consumer taste determination and taste change for complex carbohydrates
Gao, X., Richards, T. J., & Kagan, A. (1997) · Applied Economics · doi:10.1080/00036849700000040 · Cited by 14
Panel data regression for counts
Brännäs, K., & Johansson, P. (1996) · Statistical Papers · doi:10.1007/bf02926583 · Cited by 14
Chiou, L. (2006) · RePEc: Research Papers in Economics · Cited by 14
Deuchert, E., & Wunsch, C. (2010) · SSRN Electronic Journal · doi:10.2139/ssrn.1595537 · Cited by 14
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, D., Fiorentini, G., & Sentana, E. (2013) · Journal of Econometrics · doi:10.1016/j.jeconom.2013.04.010 · Cited by 13
THE IMPACT OF MACROECONOMIC CONDITIONS IN CHILDHOOD ON ADULT LABOR MARKET OUTCOMES
Rao, N. (2016) · Economic Inquiry · doi:10.1111/ecin.12327 · Cited by 13
Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market
Rosa, C. (2013) · Journal of Futures Markets · doi:10.1002/fut.21606 · Cited by 13
Pricing Model Performance and the Two-Pass Cross-Sectional Regression MethodologyPreprint
Kan, R., Robotti, C., & Shanken, J. A. (2011) · SSRN Electronic Journal · doi:10.2139/ssrn.1361823 · Cited by 13
Electronic Working Paper Series
Chalmers, D., Davies, G., & Monti, G. (2010) · Cambridge University Press eBooks · doi:10.1017/cbo9780511841408.003 · Cited by 14
Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency
Kim, K. I. (2016) · Econometrics · doi:10.3390/econometrics4040048 · Cited by 12
On the robustness of two-stage estimators
Zhelonkin, M., Genton, M. G., & Ronchetti, E. M. (2011) · Statistics & Probability Letters · doi:10.1016/j.spl.2011.12.014 · Cited by 12
Estimation of Labour Supply Functions Using Panel Data: A Survey
Laisney, F., Pohlmeier, W., & Staat, M. (1992) · Advanced studies in theoretical and applied econometrics · doi:10.1007/978-94-009-0375-3_20 · Cited by 12
Expropriation Risk and Firm Growth: A Corporate Transparency ChannelPreprint
Durnev, A., & Guriev, S. M. (2011) · SSRN Electronic Journal · doi:10.2139/ssrn.1020476 · Cited by 12
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations
Shanken, J. A., & Zhou, G. (2006) · National Bureau of Economic Research · doi:10.3386/w12055 · Cited by 12
Identifying causal mechanisms in experiments (primarily) based on inverse probability weightingPreprint
Huber, M. (2012) · RePEc: Research Papers in Economics · Cited by 11
Bias corrections for two-step fixed effects panel data estimators
Fernández‐Val, I., & Vella, F. (2017) · doi:10.1920/wp.cem.2007.0407 · Cited by 11
Collective Labor Supply: A Single-Equation Model and Some Evidence from French DataPreprint
Donni, O., & Moreau, N. (2005) · SSRN Electronic Journal · doi:10.2139/ssrn.739624 · Cited by 11
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY
Yu, P., Liao, Q., & Phillips, P. C. B. (2023) · Econometric Theory · doi:10.1017/s0266466623000014 · Cited by 10
Kim, T., & Christophe Muller, B. (2006) · Journal of Statistical Planning and Inference · doi:10.1016/j.jspi.2006.01.007 · Cited by 10
Fertility, electricity and television: is there a link? Evidence from Pakistan, 1990–2018
Tasciotti, L., Sulehria, F., & Wagner, N. (2022) · Journal of Demographic Economics · doi:10.1017/dem.2022.6 · Cited by 10
An Empirical Analysis of the Effects of the Threat of Takeover on UK Company PerformancePreprint
Nuttall, R. (1999) · SSRN Electronic Journal · doi:10.2139/ssrn.155561 · Cited by 10
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric EstimatorsPreprint
Ackerberg, D. A., Chen, X., & Hahn, J. (2011) · SSRN Electronic Journal · doi:10.2139/ssrn.1850613 · Cited by 10
Expropriation Risk and Firm Growth: A Corporate Transparency ChannelPreprint
Durnev, A., & Guriev, S. M. (2008) · SSRN Electronic Journal · doi:10.2139/ssrn.1320966 · Cited by 10
Yang, M., McFowland, E., Burtch, G., & Adomavičius, G. (2022) · INFORMS Journal on Data Science · doi:10.1287/ijds.2022.0019 · Cited by 9
Parametric and nonparametric inference for the reliability of copula‐based stress‐strength models
de Andrade, B. B., do Nascimento, A. R., & Rathie, P. N. (2020) · Quality and Reliability Engineering International · doi:10.1002/qre.2694 · Cited by 9
Qin, X., Deutsch, J., & Hong, G. (2020) · Journal of Policy Analysis and Management · doi:10.1002/pam.22268 · Cited by 9
Canadian Labour Market and Skills Researcher Network
Gunderson, M. (2012) · Cited by 10
Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric
Kim, K. I. (2019) · Econometrics · doi:10.3390/econometrics7020025 · Cited by 9
Two‐step estimation in ratio‐of‐mediator‐probability weighted causal mediation analysis
Bein, E., Deutsch, J., Hong, G., Porter, K. E., Qin, X., & Yang, C. Z. (2018) · Statistics in Medicine · doi:10.1002/sim.7581 · Cited by 9
Wage formation and recurrent unemployment
Assaad, R. A., & Tunalı, İ. (2002) · Labour Economics · doi:10.1016/s0927-5371(02)00002-7 · Cited by 9
Do public works programs work in Eastern Germany?
Kraus, F., Puhani, P. A., & Steiner, V. (2004) · Research in labor economics · doi:10.1016/s0147-9121(00)19012-0 · Cited by 9
Euler Equations for the Estimation of Dynamic Discrete Choice Structural ModelsPreprint
Aguirregabiria, V., & Magesan, A. (2013) · SSRN Electronic Journal · doi:10.2139/ssrn.2273618 · Cited by 9
Metadata
- Authors
- Newey, W. K.
- Affiliations
- Massachusetts Institute of Technology (US)
- Corresponding author
- Newey, Whitney K.
- Venue
- Economics Letters
- Publisher
- Elsevier BV
- Published
- 1984-01
- Volume
- 14
- Issue
- 2-3
- Pages
- 201-206
- ISSN
- 0165-1765 (ISSN-L)
- OpenAlex
- W2092349313
- Cited by
- 331
- References
- 3
- Citations by year
- 2026: 5 · 2025: 5 · 2024: 6 · 2023: 3 · 2022: 11 · 2021: 5 · 2020: 9 · 2019: 5 · 2018: 11 · 2017: 14 · 2016: 8 · 2015: 16 · 2014: 13 · 2013: 19 · 2012: 10
- FWCI
- 3.64
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Economics Letters (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Economic theories and models
- Keywords
- method of moments, two-step estimator, rational expectations models
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
