International Fellows

Whitney K. Newey

MIT

Professor of Economics, Massachussets Institute of Technology

Selected Publications

Minimax semiparametric learning with approximate sparsity

This paper is about the ability and means to root-n consistently and efficiently estimate linear, mean-square […]

Jelena Bradic, Victor Chernozhukov, Whitney K. Newey
29 July 2021 | CWP32/21
The influence function of semiparametric estimators

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete […]

Hidehiko Ichimura, Whitney K. Newey
29 July 2021 | CWP31/20

Previous version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17
Adversarial estimation of Riesz representers

We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces. […]

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
2 March 2021 | CWP07/21
Heterogeneous coefficients, control variables, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous […]

Whitney K. Newey, Sami Stouli
11 September 2020 | CWP45/20
Demand analysis with many prices

From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across […]

Victor Chernozhukov, Jerry Hausman, Whitney K. Newey
30 October 2019 | CWP59/19
Heterogenous coefficients, discrete instruments, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider […]

Whitney K. Newey, Sami Stouli
23 November 2018 | CWP66/18
Control variables, discrete instruments, and identification of structural functions

Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or […]

Whitney K. Newey, Sami Stouli
18 September 2018 | CWP55/18
Locally robust semiparametric estimation

We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
26 April 2018 | CWP30/18

Previous version

Locally robust semiparametric estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey
2 August 2016 | CWP31/16
Double/de-biased machine learning using regularized Riesz representers

We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation […]

Victor Chernozhukov, Whitney K. Newey, James Robins
2 March 2018 | CWP15/18
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables

High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Whitney K. Newey
21 December 2017 | CWP63/17