Whitney K. Newey
#13,770
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American economist
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Whitney K. Neweyeconomics Degrees
Economics
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#371
Historical Rank
#196
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Econometrics
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World Rank
#6
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#2
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Economics
Whitney K. Newey's Degrees
- Bachelors Economics University of British Columbia
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Why Is Whitney K. Newey Influential?
(Suggest an Edit or Addition)According to Wikipedia, Whitney Kent Newey is the Jane Berkowitz Carlton and Dennis William Carlton Professor of Economics at the Massachusetts Institute of Technology and a well-known econometrician. He is best known for developing, with Kenneth D. West, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated.
Whitney K. Newey's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix (1986) (17776)
- Estimating vector autoregressions with panel data (1988) (3741)
- Large sample estimation and hypothesis testing (1986) (3250)
- Automatic Lag Selection in Covariance Matrix Estimation (1994) (3244)
- Hypothesis Testing with Efficient Method of Moments Estimation (1987) (1449)
- Double/Debiased Machine Learning for Treatment and Structural Parameters (2017) (1240)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables (1987) (993)
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (2003) (855)
- Asymmetric Least Squares Estimation and Testing (1987) (839)
- Instrumental variable estimation of nonparametric models (2003) (837)
- The asymptotic variance of semiparametric estimators (1994) (729)
- Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity (2002) (726)
- Convergence rates and asymptotic normality for series estimators (1997) (699)
- Generalized method of moments specification testing (1985) (610)
- Semiparametric Efficiency Bounds (1990) (597)
- Maximum Likelihood Specification Testing and Conditional Moment Tests (1985) (537)
- Nonparametric estimation of triangular simultaneous equations models (1999) (531)
- JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS (2003) (450)
- Nonparametric Estimation of Sample Selection Models (2003) (425)
- Kernel Estimation of Partial Means and a General Variance Estimator (1994) (392)
- Choosing the Number of Instruments (2001) (368)
- Estimating exposure effects by modelling the expectation of exposure conditional on confounders. (1992) (361)
- A method of moments interpretation of sequential estimators (1984) (360)
- EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS (1990) (356)
- Uniform Convergence in Probability and Stochastic Equicontinuity (1991) (343)
- Estimation With Many Instrumental Variables (2006) (306)
- 16 Efficient estimation of models with conditional moment restrictions (1993) (304)
- Partially Adaptive Estimation of Regression Models via the Generalized T Distribution (1988) (293)
- Nonparametric estimation of exact consumers surplus and deadweight loss (1995) (290)
- Semiparametric Estimation of Selection Models: Some Empirical Results (1990) (287)
- Nonlinear errors in variables Estimation of some Engel curves (1995) (263)
- Two-Step Series Estimation of Sample Selection Models (2009) (240)
- Double/Debiased/Neyman Machine Learning of Treatment Effects (2017) (234)
- Generalized method of moments with many weak moment conditions (2009) (230)
- Average and Quantile Effects in Nonseparable Panel Models (2009) (221)
- Instrumental variable estimation of nonseparable models (2007) (211)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (2003) (200)
- Identification and estimation of polynomial errors-in-variables models (1991) (183)
- Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models (1997) (180)
- Double machine learning for treatment and causal parameters (2016) (166)
- The Revenues-Expenditures Nexus: Evidence from Local Government Data (1987) (153)
- Instrumental Variable Estimation with Heteroskedasticity and Many Instruments (2009) (149)
- Adaptive estimation of regression models via moment restrictions (1988) (144)
- Locally Robust Semiparametric Estimation (2016) (139)
- Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference (2002) (138)
- Treatment Effects (2007) (136)
- Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions (1990) (135)
- Local Identification of Nonparametric and Semiparametric Models (2011) (128)
- Efficiency of weighted average derivative estimators and index models (1993) (127)
- Cross-fitting and fast remainder rates for semiparametric estimation (2017) (110)
- Series estimation of semilinear models (1994) (109)
- Nonparametric Estimation With Nonlinear Budget Sets (1999) (107)
- Semiparametric efficient estimation of a conditional density with missing or mismeasured covariates (1995) (106)
- LARGE SAMPLE ESTIMATION AND HYPOTHESIS (1999) (104)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (2009) (99)
- Over-Identification Tests in Earnings Functions With Fixed Effects (1991) (95)
- Mean-Squared-Error Calculations for Average Treatment Effects (2005) (95)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (2015) (91)
- Twicing Kernels and a Small Bias Property of Semiparametric Estimators (2004) (90)
- Choosing instrumental variables in conditional moment restriction models (2009) (90)
- Double/Debiased Machine Learning for Treatment and Causal Parameters (2016) (90)
- Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models (2001) (85)
- Efficient Semiparametric Estimation of Expectations (1998) (84)
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions (1987) (83)
- Specification tests for distributional assumptions in the tobit model (1987) (82)
- Individual Heterogeneity and Average Welfare (2016) (80)
- Nonparametric Instrumental Variables Estimation (2013) (75)
- GMM with Many Weak Moment Conditions (2005) (73)
- Series Estimation of Regression Functionals (1994) (68)
- Advances in economics and econometrics : theory and applications, Ninth World Congress (2006) (67)
- Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity (2010) (67)
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (2015) (66)
- Double/De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers (2018) (65)
- A jackknife interpretation of the continuous updating estimator (2000) (58)
- Double/de-biased machine learning using regularized Riesz representers (2018) (57)
- Constrained conditional moment restriction models (2015) (54)
- Advances in Economics and Econometrics (2007) (54)
- Consistency of two-step sample selection estimators despite misspecification of distribution (1999) (53)
- Sequential R&D Strategy for Synfuels (1981) (53)
- EFFICIENT SEMIPARAMETRIC ESTIMATION VIA MOMENT RESTRICTIONS (2004) (53)
- Automatic Debiased Machine Learning of Causal and Structural Effects (2018) (53)
- Instrumental Variables Estimation With Flexible Distributions (2007) (53)
- Identification and estimation of marginal effects in nonlinear panel models (2008) (51)
- The influence function of semiparametric estimators (2015) (48)
- Asymptotic Bias and Equivalence of GMM and GEL Estimators (2001) (46)
- Convergence Rates for Series Estimators (1993) (45)
- The Bunching Estimator Cannot Identify the Taxable Income Elasticity (2017) (44)
- Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 (1998) (43)
- Nonparametric identification in panels using quantiles (2013) (43)
- Advances in Economics and Econometrics: Nonadditive Models with Endogenous Regressors (2007) (40)
- Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables (1986) (39)
- Implementing Causality Tests with Panel Data, with an Example from Localpublic Finance (1989) (38)
- Nonparametric Continuous/Discrete Choice Models (2007) (37)
- Undersmoothing and bias corrected functional estimation (1998) (36)
- Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income (2014) (36)
- Adversarial Estimation of Riesz Representers (2020) (31)
- CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS (2001) (31)
- Semiparametric efficient empirical higher order influence function estimators (2017) (30)
- Learning L2 Continuous Regression Functionals via Regularized Riesz Representers (2018) (29)
- Properties of the CUE estimator and a modification with moments (2011) (27)
- HIGHER ORDER PROPERTIES OF GMM AND GENERALIZED (2004) (27)
- Mean-Square-Error Calculations for Average Treatment Effects (2005) (27)
- On Bunching and Identification of the Taxable Income Elasticity (2017) (27)
- A large-sample chow test for the linear simultaneous equation (1985) (26)
- Instrumental variables estimation for nonparametric models (2017) (25)
- Choosing the Number of Moments in Conditional Moment Restriction Models (2008) (21)
- Quantile and average effects in nonseparable panel models (2009) (20)
- Density Weighted Linear Least Squares (1994) (19)
- Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters (2003) (19)
- Higher Order Properties of Bootstrap and Jackknife Bias Corrected Maximum Likelihood Estimators (2002) (19)
- EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS (1990) (19)
- Report of the editors 2004-2005 (2006) (19)
- Advances in economics and econometrics: theory and applications: Volume 1 (2006) (18)
- Treatment effects with many covariates and heteroskedasticity (2015) (18)
- Asymptotic Bias for Quasi-Maximum Likelihood Estimators in Models with Conditional Heteroskedasticity (1997) (18)
- Nonparametric Welfare Analysis (2017) (17)
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (2003) (17)
- Testing the drift-diffusion model (2019) (16)
- Semiparametric estimation of structural functions in nonseparable triangular models (2017) (16)
- Efficiency bounds for some semiparametric selection models (1993) (15)
- Asymptotic Equivalence of Closest Moments and GMM Estimators (1988) (15)
- Bound Analysis in Panel Models with Correlated Random Eects (2005) (15)
- Demand Analysis with Many Prices (2019) (15)
- Wages and Hours: Estimating Vector Autoregressions with Panel Data (1987) (14)
- Minimax semiparametric learning with approximate sparsity (2019) (13)
- Econometrics and Economic Theory in the 20th Century: Nonparametric Estimation of Exact Consumer Surplus and Deadweight Loss (1999) (13)
- Statistical Simulation (2014) (12)
- LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS (1990) (12)
- IV Estimation with Heteroskedasticity and Many Instruments (2007) (12)
- Nonseparable multinomial choice models in cross-section and panel data (2017) (12)
- Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models (1999) (11)
- Control variables, discrete instruments, and identification of structural functions (2018) (11)
- Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression (2021) (11)
- RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests (2021) (11)
- Asymptotic Properties of One-Step Estimator Obtained from an Optimal Step Size (1987) (10)
- Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints (1997) (9)
- Long Story Short: Omitted Variable Bias in Causal Machine Learning (2021) (8)
- High-dimensional linear models with many endogenous variables (2017) (8)
- A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees (2021) (8)
- Demand estimation and market power in the banking industry (2001) (8)
- Consistency of Quasi-Maximum Likelihood Estimators for Models with Conditional Heteroskedasticity (1998) (7)
- Estimation of polynomial errors-in-variables models (1991) (6)
- A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models (2020) (6)
- Specification testing and estimation using a generalized method of moments (1983) (6)
- The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity (2018) (6)
- An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (2012) (5)
- Consistency and Asymptotic Normality of Nonparametric Projection Estimators (1991) (5)
- Omitted Variable Bias in Machine Learned Causal Models (2021) (5)
- Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress, Volume III (2007) (5)
- Local Identification of Nonparametric and Semiparametric Models Citation (2013) (4)
- Combining Two Consistent Estimators (2012) (4)
- Heterogenous coefficients, discrete instruments, and identification of treatment effects (2018) (4)
- A reduced bias GMM-like estimator with reduced estimator dispersion (2007) (4)
- Efficiency of Weighted Average Derivative Estimators (1992) (4)
- Advanced Econometrics By Takeshi Amemiya, Harvard University Press, 1986 (1987) (4)
- Inference on Strongly Identified Functionals of Weakly Identified Functions (2022) (3)
- THE ECONOMETRIC SOCIETY ANNUAL REPORTS REPORT OF THE EDITORS 2004-2005 (2005) (3)
- Heteroskedasticity Consistent Standard Errors for Linear Models with Many Covariates (2015) (3)
- Asymptotic Bias and Equivalence of GMM (2000) (2)
- Inference on average welfare with high-dimensional state space (2019) (2)
- Price Discrimination and Irrational Consumers: Discussion of Armstrong and Ellison (2006) (2)
- ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN (2007) (2)
- Neglected heterogeneity in moment condition models (2014) (2)
- Efficient Bias Correction for Cross-section and Panel Data (2022) (1)
- Economics to econometrics : contributions in honor of Daniel L. McFadden (2007) (1)
- Treatment E ff ects (2010) (1)
- Advances in economics and econometrics: theory and applications: Volume 3 (2007) (1)
- Efficient Estimation With Serial Correlation and Lagged Dependent Variables (1987) (1)
- Annals Issue in Honor of Jerry A. Hausman (2019) (1)
- Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness (2023) (1)
- Tests for Neglected Heterogeneity in Moment Condition Models (2011) (1)
- Inference on weighted average value function in high-dimensional state space (2019) (1)
- Convergence Rates & Asymptotic Normality Estimators (1995) (1)
- Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models. (1989) (1)
- Advances in Economics and Econometrics: Introduction by the Editors (2006) (1)
- Application of the Newey-West Matrix for Correction of Heteroskedasticity and Cross-Sectional Correlation (1994) (1)
- Working Paper Alfred P. Sloan School of Management Econometric Evaluation of Asset Pricing Models Econometric Evaluation of Asset Pricing Models Received Econometric Evaluation of Asset Pricing Models (2008) (0)
- ST ] 2 0 O ct 2 01 7 SEMIPARAMETRIC EFFICIENT EMPIRICAL HIGHER ORDER INFLUENCE FUNCTION ESTIMATORS By (2018) (0)
- Introduction by the editors (2009) (0)
- GMM Estimation for Tobit Models with Endogenous Regressors (2003) (0)
- Discussion of Arti fi cial Intelligence as Structural Estimation : Economic Interpretations of Deep Blue , Bonanza , and AlphaGo . by Mitsuru Igami (2018) (0)
- The Econometric Society annual reports: Report of the Editors of Econometrica (2007) (0)
- Optimal Moment Conditions, and Sample Selection Models (2011) (0)
- An Asymmetric Least Test of Heteroscedasticity (1984) (0)
- Proposed Running Head : The Existence of Moments of Fuller and HFUL Estimators Corresponding (2012) (0)
- Advances in Economics and Econometrics: Titles in the series (2006) (0)
- Heterogeneous coefficients, control variables, and identification of multiple treatment effects (2020) (0)
- Heterogeneous coefficients, control variables, and identification of treatment effects (2020) (0)
- Nonlinear Budget Set Regressions for the Random Utility Model (2022) (0)
- Advances in economics and econometrics: theory and applications: Volume 2 (2007) (0)
- ST ] 1 6 M ay 2 01 1 LOCAL IDENTIFICATION OF NONPARAMETRIC AND SEMIPARAMETRIC MODELS (2011) (0)
- Advances in Economics and Econometrics 3 Volume Paperback Set (2007) (0)
- Digitized by the Internet Archive in 2011 with Funding from Working Paper Department of Economics Flexible Simula Ted Moment Estima Tion of Nonlinear Errors-in-variables Models (2011) (0)
- MODELS VIA THE GENERALIZED (2010) (0)
- Working Paper Department (2011) (0)
- Asymptotic Properties of One-step Estimator Obtained from an Optimal Step-size (1988) (0)
- Undersmoothing and Bias Corrected (1998) (0)
- Discrete Choice and Censoring (2008) (0)
- Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models (1993) (0)
- Treatment effects (in Russian) (2009) (0)
- Advances in Economics and Econometrics: Contents (2006) (0)
- Digitized by the Internet Archive in 2011 with Funding from Working Paper Department of Economics Kernel and a Estimation of Partial Means General Variance Estimator (2011) (0)
- MODELS OF EXPECTATIONS have a rather obvious and important role in econometric (1998) (0)
- M L ] 3 0 Ja n 20 17 Double / Debiased / Neyman Machine Learning of Treatment Effects by (0)
- Efficient Estimation with Serial Correlation and Lagged Dependent Variables (1988) (0)
- An asymmetric least squares test of heteroscedasticity (1984) (0)
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