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Whitney K. Newey

Whitney K. Newey
Professor of Economics

Biography

Professor of Economics, Massachussets Institute of Technology

Selected publications

  

All available outputs

Nonseparable multinomial choice models in cross-section and panel data, June 2017, (with Victor Chernozhukov Ivan Fernandez-Val ), Working Paper, CWP33/17, The IFS
Semiparametric efficient empirical higher order influence function estimators, June 2017, (with Rajarshi Mukherjee , James Robins), Working Paper, CWP30/17, The IFS
Double/debiased machine learning for treatment and structural parameters, June 2017, (with Victor Chernozhukov Denis Chetverikov , Mert Demirer , Esther Duflo , Christian Hansen , James Robins), Working Paper, CWP28/17, The IFS
Instrumental variables estimation for nonparametric models, February 2017, (with James L. Powell), Working Paper, CWP07/17, The IFS
The influence function of semiparametric estimators, January 2017, (with Hidehiko Ichimura ), Working Paper, CWP06/17, The IFS
Previous version:
Hidehiko Ichimura and Whitney K. Newey August 2015, The influence function of semiparametric estimators, cemmap Working Paper , CWP44/15
Inference in linear regression models with many covariates and heteroskedasticity, January 2017, (with Matias Cattaneo Michael Jansson ), Working Paper, CWP03/17, The IFS
Previous version:
Matias Cattaneo, Michael Jansson and Whitney K. Newey July 2015, Treatment effects with many covariates and heteroskedasticity, cemmap Working Paper , CWP37/15
Double machine learning for treatment and causal parameters, September 2016, (with Victor Chernozhukov Denis Chetverikov , Mert Demirer , Esther Duflo , Christian Hansen ), Working Paper, CWP49/16, The IFS
Locally robust semiparametric estimation, August 2016, (with Victor Chernozhukov Juan Carlos Escanciano , Hidehiko Ichimura ), Working Paper, CWP31/16, IFS
Individual Heterogeneity and Average Welfare, May 2016, (with Jerry Hausman ), Econometrica, Wiley Online Library, Journal Articles
Previous version:
Jerry Hausman and Whitney K. Newey October 2014, Individual Heterogeneity and Average Welfare, cemmap Working Paper , CWP42/14
Nonparametric identification in panels using quantiles, October 2015, (with Victor Chernozhukov Ivan Fernandez-Val , Stefan Hoderlein , Hajo Holzmann ), Journal of Econometrics, Elsevier, Journal Articles
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein and Whitney K. Newey December 2014, Nonparametric identification in panels using quantiles, cemmap Working Paper , CWP54/14
Constrained conditional moment restriction models, September 2015, (with Victor Chernozhukov , Andres Santos), Working Paper, CWP59/15, Institute for Fiscal Studies
The influence function of semiparametric estimators, August 2015, (with Hidehiko Ichimura ), Working Paper, CWP44/15, cemmap
New version:
Hidehiko Ichimura and Whitney K. Newey January 2017, The influence function of semiparametric estimators, cemmap Working Paper , CWP06/17
Treatment effects with many covariates and heteroskedasticity, July 2015, (with Matias Cattaneo Michael Jansson ), Working Paper, CWP37/15, Institute for Fiscal Studies
New version:
Matias Cattaneo, Michael Jansson and Whitney K. Newey January 2017, Inference in linear regression models with many covariates and heteroskedasticity, cemmap Working Paper , CWP03/17
Alternative asymptotics and the partially linear model with many regressors, July 2015, (with Matias Cattaneo Michael Jansson ), Working Paper, CWP36/15, Institute for Fiscal Studies
Individual heterogeneity, nonlinear budget sets and taxable income, May 2015, (with Soren Blomquist Anil Kumar , Che-Yuan Liang ), Working Paper, CWP21/15, Institute for Fiscal Studies
Previous version:
Soren Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey May 2014, Individual heterogeneity, nonlinear budget sets, and taxable income, cemmap Working Paper , CWP21/14
Nonparametric identification in panels using quantiles, December 2014, (with Victor Chernozhukov Ivan Fernandez-Val , Stefan Hoderlein ), Working Paper, CWP54/14, IFS
Now published:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann and Whitney K. Newey October 2015, Nonparametric identification in panels using quantiles, Journal Articles Journal of Econometrics
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann and Whitney K. Newey December 2013, Nonparametric identification in panels using quantiles, cemmap Working Paper , CWP66/13
Individual Heterogeneity and Average Welfare, October 2014, (with Jerry Hausman ), Working Paper, CWP42/14, cemmap
Now published:
Jerry Hausman and Whitney K. Newey May 2016, Individual Heterogeneity and Average Welfare, Journal Articles Econometrica
Previous version:
Jerry Hausman and Whitney K. Newey July 2013, Individual heterogeneity and average welfare, cemmap Working Paper , CWP34/13
Individual heterogeneity, nonlinear budget sets, and taxable income, May 2014, (with Soren Blomquist Anil Kumar , Che-Yuan Liang ), Working Paper, CWP21/14, Institute for Fiscal Studies
New version:
Soren Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey May 2015, Individual heterogeneity, nonlinear budget sets and taxable income, cemmap Working Paper , CWP21/15
Local identification of nonparametric and semiparametric models, March 2014, (with Xiaohong Chen Victor Chernozhukov , Sokbae Lee ), Econometrica, Wiley Online Library, Journal Articles
Previous version:
Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey November 2012, Local identification of nonparametric and semiparametric models, cemmap Working Paper , CWP37/12
Nonparametric identification in panels using quantiles, December 2013, (with Victor Chernozhukov Ivan Fernandez-Val , Stefan Hoderlein , Hajo Holzmann ), Working Paper, CWP66/13, IFS
New version:
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein and Whitney K. Newey December 2014, Nonparametric identification in panels using quantiles, cemmap Working Paper , CWP54/14
Individual heterogeneity and average welfare, July 2013, (with Jerry Hausman ), Working Paper, CWP34/13, cemmap
New version:
Jerry Hausman and Whitney K. Newey October 2014, Individual Heterogeneity and Average Welfare, cemmap Working Paper , CWP42/14
Average and quantile effects in nonseparable panel models, March 2013, (with Victor Chernozhukov Ivan Fernandez-Val , Jinyong Hahn ), Econometrica, Econometric Society, Journal Articles
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey March 2009, Identification and estimation of marginal effects in nonlinear panel models, cemmap Working Paper , CWP05/09
Local identification of nonparametric and semiparametric models, November 2012, (with Xiaohong Chen Victor Chernozhukov , Sokbae Lee ), Working Paper, CWP37/12
Now published:
Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey March 2014, Local identification of nonparametric and semiparametric models, Journal Articles Econometrica
Previous version:
Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey May 2011, Local identification of nonparametric and semiparametric models, cemmap Working Paper , CWP17/11
Instrumental variable estimation with heteroskedasticity and many instruments, July 2012, (with Jerry Hausman , Tiemen M. Woutersen , John Chao , Norman Swanson), Quantitative Economics, Wiley Online Library, Journal Articles
Previous version:
Jerry Hausman, Whitney K. Newey, Tiemen M. Woutersen, John Chao and Norman Swanson September 2007, Instrumental variable estimation with heteroskedasticity and many instruments, cemmap Working Paper , CWP22/07
Properties of the CUE estimator and a modification with moments, November 2011, (with Jerry Hausman Randall Lewis , Konrad Menzel ), Elsevier, Journal Articles
Tests for neglected heterogeneity in moment condition models, July 2011, (with Jinyong Hahn , Richard Smith), Working Paper, CWP26/11
Local identification of nonparametric and semiparametric models, May 2011, (with Xiaohong Chen Victor Chernozhukov , Sokbae Lee ), Working Paper, CWP17/11
New version:
Xiaohong Chen, Victor Chernozhukov, Sokbae Lee and Whitney K. Newey November 2012, Local identification of nonparametric and semiparametric models, cemmap Working Paper , CWP37/12
Generalized method of moments with many weak moment conditions, May 2010, (with Frank Windmeijer), Econometrica, Wiley Online Library, Journal Articles
Previous version:
Whitney K. Newey and Frank Windmeijer December 2005, GMM with many weak moment conditions, cemmap Working Paper , CWP18/05
Instrumental variables estimation with flexible distribution, January 2010, (with Christian Hansen James B. McDonald ), Journal of Business & Economic Statistics, Vol. 28, No. 1, pp. 13-25, Journal Articles
Previous version:
Christian Hansen, James B. McDonald and Whitney K. Newey August 2007, Instrumental variables estimation with flexible distribution, cemmap Working Paper , CWP21/07
Quantile and average effects in nonseparable panel models, October 2009, (with Victor Chernozhukov Ivan Fernandez-Val ), Working Paper, CWP29/09
Identification and estimation of marginal effects in nonlinear panel models, March 2009, (with Victor Chernozhukov Ivan Fernandez-Val , Jinyong Hahn ), Working Paper, CWP05/09
Now published:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey March 2013, Average and quantile effects in nonseparable panel models, Journal Articles Econometrica
Previous version:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey September 2008, Identification and estimation of marginal effects in nonlinear panel models, cemmap Working Paper , CWP25/08
Estimation with many instrumental variables, October 2008, (with Christian Hansen Jerry Hausman ), Journal of Business & Economic Statistics, Vol. 26, No. 4, pp. 398-422, Journal Articles
Previous version:
Christian Hansen, Jerry Hausman and Whitney K. Newey September 2006, Estimation with many instrumental variables, cemmap Working Paper , CWP19/06
Identification and estimation of marginal effects in nonlinear panel models, September 2008, (with Victor Chernozhukov Ivan Fernandez-Val , Jinyong Hahn ), Working Paper, CWP25/08
New version:
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney K. Newey March 2009, Identification and estimation of marginal effects in nonlinear panel models, cemmap Working Paper , CWP05/09
A reduced bias GMM-like estimator with reduced estimator dispersion, September 2007, (with Jerry Hausman Randall Lewis , Konrad Menzel ), Working Paper, CWP24/07, Institute for Fiscal Studies
Now published:
Jerry Hausman, Randall Lewis, Konrad Menzel and Whitney K. Newey November 2011, Properties of the CUE estimator and a modification with moments, Journal Articles
Instrumental variable estimation with heteroskedasticity and many instruments, September 2007, (with Jerry Hausman , Tiemen M. Woutersen , John Chao , Norman Swanson), Working Paper, CWP22/07
Now published:
Jerry Hausman, Whitney K. Newey, Tiemen M. Woutersen, John Chao and Norman Swanson July 2012, Instrumental variable estimation with heteroskedasticity and many instruments, Journal Articles Quantitative Economics
Instrumental variables estimation with flexible distribution, August 2007, (with Christian Hansen James B. McDonald ), Working Paper, CWP21/07
Now published:
Christian Hansen, James B. McDonald and Whitney K. Newey January 2010, Instrumental variables estimation with flexible distribution, Journal Articles Journal of Business & Economic Statistics
Estimation with many instrumental variables, September 2006, (with Christian Hansen Jerry Hausman ), Working Paper, CWP19/06
Now published:
Christian Hansen, Jerry Hausman and Whitney K. Newey October 2008, Estimation with many instrumental variables, Journal Articles Journal of Business & Economic Statistics , 54 pp.
GMM with many weak moment conditions, December 2005, (with Frank Windmeijer), Working Paper, CWP18/05
Now published:
Whitney K. Newey and Frank Windmeijer May 2010, Generalized method of moments with many weak moment conditions, Journal Articles Econometrica , 51 pp.
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters, October 2005, (with Joaquim J. S. Ramalho Ramalho , Richard Smith), Ch. 11, pp. 245-281, Journal Articles
Previous version:
Whitney K. Newey, Joaquim J. S. Ramalho Ramalho and Richard Smith December 2003, Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters, cemmap Working Paper , CWP05/03
Jackknife and analytical bias reduction for nonlinear panel models, July 2004, (with Jinyong Hahn ), Econometrica, Vol. 72, No. 4, pp. 1295-1320, Journal Articles
Previous version:
Jinyong Hahn and Whitney K. Newey October 2003, Jackknife and analytical bias reduction for nonlinear panel models, cemmap Working Paper , CWP17/03
Higher order properties of GMM and generalised empirical likelihood estimators, January 2004, (with Richard Smith), Econometrica, Vol. 72, No. 1, pp. 219-255, Journal Articles
Previous version:
Whitney K. Newey and Richard Smith June 2003, Higher order properties of GMM and generalised empirical likelihood estimators, cemmap Working Paper , CWP04/03
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters, December 2003, (with Joaquim J. S. Ramalho Ramalho , Richard Smith), Working Paper, CWP05/03, Institute for Fiscal Studies
Now published:
Whitney K. Newey, Joaquim J. S. Ramalho Ramalho and Richard Smith October 2005, Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters, Journal Articles , 40 pp.
Jackknife and analytical bias reduction for nonlinear panel models, October 2003, (with Jinyong Hahn ), Working Paper, CWP17/03, IFS
Now published:
Jinyong Hahn and Whitney K. Newey July 2004, Jackknife and analytical bias reduction for nonlinear panel models, Journal Articles Econometrica , 20 pp.
Higher order properties of GMM and generalised empirical likelihood estimators, June 2003, (with Richard Smith), Working Paper, CWP04/03
Now published:
Whitney K. Newey and Richard Smith January 2004, Higher order properties of GMM and generalised empirical likelihood estimators, Journal Articles Econometrica , 53 pp.
Estimation of polynomial errors-in-variables models, December 1991, (with Jerry Hausman Hidehiko Ichimura , James L. Powell), Journal of Econometrics, Vol. 50, No. 3, pp. 273-295, Elsevier, Journal Articles

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