International Fellows

Whitney K. Newey

Professor of Economics, Massachussets Institute of Technology

Selected Publications

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 […]

Whitney K. Newey, Jerry Hausman, Victor Chernozhukov
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 […]

Sami Stouli, Whitney K. Newey
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 […]

Sami Stouli, Whitney K. Newey
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 […]

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

Previous version

Locally robust semiparametric estimation
Victor Chernozhukov, Hidehiko Ichimura, Juan Carlos Escanciano, 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 […]

James Robins, Whitney K. Newey, Victor Chernozhukov
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 […]

Whitney K. Newey, Christian Hansen, Victor Chernozhukov, Alexandre Belloni
21 December 2017 | CWP63/17
Semiparametric estimation of structural functions in nonseparable triangular models

This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]

Francis Vella, Sami Stouli, Whitney K. Newey, Ivan Fernandez-Val, Victor Chernozhukov
8 November 2017 | CWP48/17
Cross-fitting and fast remainder rates for semiparametric estimation

There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound […]

James M. Robins, Whitney K. Newey
3 October 2017 | CWP41/17
The bunching estimator cannot identify the taxable income elasticity

Saez (2010) introduced an influential estimator that has become known as the bunching estimator. Using this […]

Whitney K. Newey, Soren Blomquist
2 October 2017 | CWP40/17

Latest version

On Bunching and Identification of the Taxable Income Elasticity
Che-Yuan Liang, Anil Kumar, Soren Blomquist
21 October 2019 | CWP53/19