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 301–329 of 329
Heterogeneity in the Adoption of Photovoltaic Systems
Groote, O. D., Pepermans, G., & Verboven, F. (2015) · Toulouse 1 Capitole Publications (Université Toulouse I Capitole)
The Behavior of Agricultural Households under Constrained Off-Farm Wage Employment
Sonoda, T., & Maruyama, Y. (2000) · Journal of Rural Economics · doi:10.11472/nokei.72.109
Proxy Variable Estimation of Multi-Product Production FunctionsPreprint
Malikov, E., & Lien, G. (2017) · SSRN Electronic Journal · doi:10.2139/ssrn.3064865
Firm Productivity, Technological Heterogeneity and Endogenous ExportsPreprint
Malikov, E. (2017) · SSRN Electronic Journal · doi:10.2139/ssrn.3064866
Easy bootstrap-like estimation of asymptotic variances
Honoré, B. E., & Hu, L. (2018) · Economics Letters · doi:10.1016/j.econlet.2018.07.002
Panel Data Binary Response Model in a Triangular SystemPreprint
Tiwari, A. K. (2018) · SSRN Electronic Journal · doi:10.2139/ssrn.3228467
Control Functions for Non-Separable Simultaneous Equations Models without Independence Conditions
Kim, K. I., & Petrin, A. (2010)
STRUCTURAL CHANGE AND INEQUALITY: SKILL PREMIA, FIRM SELECTION AND POLITICAL CONSEQUENCES
Dhingra, S., Carter, M. R., & Morrow, J. (2010) · Minds at UW (University of Wisconsin)
Estimating Union Wage Eects in Great Britain During 1991-2003 1;2
Chrysanthou, G. M. (2008)
Microeconometric Evidence of Financing Frictions and Innovative ActivityPreprint
Tiwari, A. K., Mohnen, P., Palm, F. C., & van der Loeff, S. S. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.2153767
Location-Based Tax Incentives for Non-Farm Rural Enterprises in Armenia
Baghdasaryan, V., & Sarikyan, A. (2023) · The Journal of Development Studies · doi:10.1080/00220388.2023.2286894
Correcting for Misclassified Binary Regressors Using Instrumental Variables
Haider, S. J., & Stephens, M. (2024) · Journal of Business and Economic Statistics · doi:10.1080/07350015.2024.2415102
Chrysanthou, G. M. (2024) · SSRN Electronic Journal · doi:10.2139/ssrn.4995693
Afin, R. (2025) · KnE Social Sciences · doi:10.18502/kss.v10i5.18119
Estimating Spillovers from Sampled ConnectionsPreprint
Marray, K. (2025) · SSRN Electronic Journal · doi:10.2139/ssrn.5236701
Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition1Preprint
Guay, A., & Stevanović, D. (2025) · SSRN Electronic Journal · doi:10.2139/ssrn.5446205
GMM Efficiency and IPW Estimation for Nonsmooth FunctionsPreprint
Bartalotti, O. (2013) · RePEc: Research Papers in Economics
Three Essays on Quantile Regression
Wang, L. (2013) · UWM Digital Commons (University of Wisconsin–Milwaukee)
Mixed-Frequency Granger Causality in Higher Moments: Theory and EvidencePreprint
Liu, P. (2026) · SSRN Electronic Journal · doi:10.2139/ssrn.6950078
Inference in downstream analysis using individual-level posterior means from mixed logit models
Campbell, D., Sandorf, E. D., Börger, T., & Dekker, T. (2026) · Journal of Choice Modelling · doi:10.1016/j.jocm.2026.100624
Amfo, B., Atindana, B. S., Kuwornu, J. K. M., & Dagunga, G. (2026) · Journal of Agribusiness in Developing and Emerging Economies · doi:10.1108/jadee-04-2026-0262
An IV Hazard Model of Loan Default with an Application to Subprime Mortgage Cohorts
Palmer, C. (2026) · The Journal of Finance · doi:10.1111/jofi.70088
Cross-Sectional Stochastic Frontier Conditional Parameter Estimation
shatla, A. (2026) · Journal of Statistical Theory and Practice · doi:10.1007/s42519-026-00648-2
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