International Fellows
Whitney K. Newey
Professor of Economics, Massachussets Institute of Technology
Selected Publications
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous […]
From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across […]
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider […]
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or […]
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]
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We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound […]
Saez (2010) introduced an influential estimator that has become known as the bunching estimator. Using this […]