International Fellows
Whitney K. Newey
MIT
Professor of Economics, Massachussets Institute of Technology
Selected Publications
This paper is about the ability and means to root-n consistently and efficiently estimate linear, mean-square […]
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete […]
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We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces. […]
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 […]