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searching for Whitney K. Newey 2 found (13 total)

Expectile (228 words) [view diff] exact match in snippet view article find links to article

https://www3.stat.sinica.edu.tw/preprint/SS-2016-0285_Preprint.pdf Whitney K. Newey, "Asymmetric Least Squares Estimation and Testing," Econometrica, volume

Dynamic unobserved effects model (1,406 words) [view diff] exact match in snippet view article find links to article

(2003), Econometric Analysis , Prentice Hall , Upper Saddle River, NJ . Whitney K. Newey, Daniel McFadden, Chapter 36 Large sample estimation and hypothesis