International Fellows

Whitney K. Newey

MIT

Professor of Economics, Massachussets Institute of Technology

Selected Publications

Constrained conditional moment restriction models

Shape restrictions have played a central role in economics as both testable implications of theory and […]

Victor Chernozhukov, Whitney K. Newey, Andres Santos
28 July 2022 | CWP14/22

Previous version

Constrained conditional moment restriction models
Victor Chernozhukov, Whitney K. Newey, Andres Santos
22 September 2015 | CWP59/15
Omitted variable bias in machine learned causal models

We derive general, yet simple, sharp bounds on the size of the omitted variable bias for […]

Victor Chernozhukov, Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis
30 December 2021 | CWP45/21
Heterogeneous coefficients, control variables, and identification of multiple treatment effects

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

Whitney K. Newey, Sami Stouli
22 November 2021 | CWP41/21

Previous version

Heterogeneous coefficients, control variables, and identification of treatment effects
Whitney K. Newey, Sami Stouli
11 September 2020 | CWP45/20
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